Sergio Ortobelli

Publication Activity (10 Years)

Years Active: 2002-2019
Publications (10 Years): 6

Top Topics

Conditional Expectation

Portfolio Theory

Top Venues

Ann. Oper. Res.

J. Comput. Appl. Math.

Comput. Manag. Sci.

Publications

Sergio Ortobelli, Noureddine Kouaissah, Tomás Tichý
On the use of conditional expectation in portfolio selection problems. Ann. Oper. Res. 274 (1-2) (2019)
Sergio Ortobelli, Sebastiano Vitali, Marco Cassader, Tomás Tichý
Portfolio selection strategy for fixed income markets with immunization on average. Ann. Oper. Res. 260 (1-2) (2018)
Sasan Barak, Azadeh Arjmand, Sergio Ortobelli
Fusion of multiple diverse predictors in stock market. Inf. Fusion 36 (2017)
Sergio Ortobelli, Noureddine Kouaissah, Tomás Tichý
On the impact of conditional expectation estimators in portfolio theory. Comput. Manag. Sci. 14 (4) (2017)
Sergio Ortobelli, Tommaso Lando, Filomena Petronio, Tomás Tichý
Asymptotic stochastic dominance rules for sums of i.i.d. random variables. J. Comput. Appl. Math. 300 (2016)
Sergio Ortobelli, Tomás Tichý
On the impact of semidefinite positive correlation measures in portfolio theory. Ann. Oper. Res. 235 (1) (2015)
Sergio Ortobelli, Isabella Huber, Eduardo Schwartz
Portfolio selection with stable distributed returns. Math. Methods Oper. Res. 55 (2) (2002)