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type_genre:"Sammlung"
~person:"Ortobelli, Sergio"
~subject:"Portfolio selection"
~subject:"Schätzung"
~type_genre:"Book section"
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Portfolio selection
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Ortobelli, Sergio
Fabozzi, Frank J.
21
Račev, Svetlozar T.
9
Lee, Cheng F.
8
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Advances of OR in commodities and financial modeling
1
Annals of operations research ; 235
1
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Financial hedging
1
Handbook of heavy tailed distributions in finance
1
Optimizing optimization : the next generation of optimization applications and theory
1
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ECONIS (ZBW)
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On the use of conditional expectation in portfolio selection problems
Ortobelli, Sergio
;
Kouaissah, Noureddine
;
Tichý, Tomáš
-
2019
Persistent link: https://www.econbiz.de/10012000813
Saved in:
2
Portfolio selection strategy for fixed income markets with immunization on average
Ortobelli, Sergio
;
Vitali, Sebastiano
;
Cassader, Marco
; …
- In:
Advances of OR in commodities and financial modeling
,
(pp. 395-415)
.
2018
Persistent link: https://www.econbiz.de/10011871422
Saved in:
3
On the impact of semidefinite positive correlation measures in portfolio theory
Ortobelli, Sergio
;
Tichý, Tomáš
-
2015
Persistent link: https://www.econbiz.de/10011487064
Saved in:
4
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
5
American and European portfolio selection strategies : the Markovian approach
Angelelli, Enrico
;
Ortobelli, Sergio
- In:
Financial hedging
,
(pp. 119-152)
.
2009
Persistent link: https://www.econbiz.de/10008799130
Saved in:
6
Portfolio choice theory with non-Gaussian distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Račev, Svetlozar T.
; …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 547-594)
.
2003
Persistent link: https://www.econbiz.de/10001882197
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