E-LIB Suche - Ergebnisse für: Ortobelli, Sergio

1

Mean–variance vs trend–risk portfolio selection:

Neděla, David ; Ortobelli, Sergio ; Tichý, Tomáš
Review of Managerial Science. , 2023

Link: https://doi.org/10.1007/..

2

Multiple Population Mortality Jointly Forecasting in China ..:

Zhao, Ming ; Wu, Wei ; Ortobelli, Sergio
Mathematical Problems in Engineering. 2022 (2022) - p. 1-10 , 2022

Link: https://doi.org/10.1155/..

3

Predicting Stock Market Volatility from Candlestick Charts:..:

Wang, Jun ; Li, Xiaohan ; Jia, Huading...
Mathematical Problems in Engineering. 2022 (2022) - p. 1-16 , 2022

Link: https://doi.org/10.1155/..

4

Application of Service Modular Design Based on a Fuzzy Desi..:

Wang, Xin ; Luo, Bo ; Ortobelli, Sergio
Mathematical Problems in Engineering. 2021 (2021) - p. 1-19 , 2021

Link: https://doi.org/10.1155/..

5

Improved Strategy for High-Utility Pattern Mining Algorithm:

Wang, Le ; Wang, Shui ; Li, Haiyan..
Mathematical Problems in Engineering. 2020 (2020) - p. 1-11 , 2020

Link: https://doi.org/10.1155/..

6

Theoretical and practical motivations for the use of the mo..:

Kouaissah, Noureddine ; Orlandini, Davide ; Ortobelli, Sergio.
IMA Journal of Management Mathematics. 31 (2019) 1 - p. 117-138 , 2019

Link: https://doi.org/10.1093/..

7

On the use of conditional expectation in portfolio selectio..:

Ortobelli, Sergio ; Kouaissah, Noureddine ; Tichý, Tomáš
Annals of Operations Research. 274 (2018) 1-2 - p. 501-530 , 2018

Link: https://doi.org/10.1007/..

8

On the impact of conditional expectation estimators in port..:

Ortobelli, Sergio ; Kouaissah, Noureddine ; Tichý, Tomáš
Computational Management Science. 14 (2017) 4 - p. 535-557 , 2017

Link: https://doi.org/10.1007/..

9

Fusion of multiple diverse predictors in stock market:

Barak, Sasan ; Arjmand, Azadeh ; Ortobelli, Sergio
Information Fusion. 36 (2017) - p. 90-102 , 2017

Link: https://doi.org/10.1016/..

10

Asymptotic stochastic dominance rules for sums of i.i.d. ra..:

Ortobelli, Sergio ; Lando, Tommaso ; Petronio, Filomena.
Journal of Computational and Applied Mathematics. 300 (2016) - p. 432-448 , 2016

Link: https://doi.org/10.1016/..

11

Portfolio selection strategy for fixed income markets with ..:

Ortobelli, Sergio ; Vitali, Sebastiano ; Cassader, Marco.
Annals of Operations Research. 260 (2016) 1-2 - p. 395-415 , 2016

Link: https://doi.org/10.1007/..

12

Portfolio selection with uncertainty measures consistent wi..:

, In: Prague economic papers / University of Economics, Prague

Giacometti, Rosella ; Ortobelli, Sergio. (2015) 1 - p. 3-16

Exemplare: Zentrale: z vwl 312.2 4fa/92; Zentrale:Magazin Zs fe 7748

13

On the impact of semidefinite positive correlation measures..:

Ortobelli, Sergio ; Tichý, Tomáš
Annals of Operations Research. 235 (2015) 1 - p. 625-652 , 2015

Link: https://doi.org/10.1007/..

14

Portfolio Selection with Uncertainty Measures Consistent wi..:

Giacometti, Rosella ; Ortobelli, Sergio ; Tichý, Tomáš
Prague Economic Papers. 24 (2015) 1 - p. 3-16 , 2015

Link: https://doi.org/10.18267..

15

Portfolio selection in the presence of systemic risk:

Biglova, Almira ; Ortobelli, Sergio ; Fabozzi, Frank J
Journal of Asset Management. 15 (2014) 5 - p. 285-299 , 2014

Link: https://doi.org/10.1057/..