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Disambiguation of "Ortobelli, Sergio"

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Fusion of multiple diverse predictors in stock market.

, , and . Inf. Fusion, (2017)

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Sergio Moccia

Sergio Dellavalle

Sergio Scognamillo

Sérgio Campos

Sergio Greco

 

Other publications of authors with the same name

Modeling and Control of Economic Systems 2001, , and . chapter Non-Gaussian Distribution for Var Calculation: An Assessment for the Italian Market, page 213--218. Elsevier Science Ltd, Oxford, (2003)On the use of conditional expectation in portfolio selection problems., , and . Ann. Oper. Res., 274 (1-2): 501-530 (2019)Modeling and Control of Economic Systems 2001, , , and . chapter A Comparison of Gaussian and Non-Gaussian Portfolio Choice Models, page 225--230. Elsevier Science Ltd, Oxford, (2003)Fusion of multiple diverse predictors in stock market., , and . Inf. Fusion, (2017)Asymptotic stochastic dominance rules for sums of i.i.d. random variables., , , and . J. Comput. Appl. Math., (2016)Relative deviation metrics and the problem of strategy replication, , , and . Journal of Banking & Finance, 32 (2): 199--206 (February 2008)Portfolio selection with stable distributed returns., , and . Math. Methods Oper. Res., 55 (2): 265-300 (2002)On the impact of semidefinite positive correlation measures in portfolio theory., and . Ann. Oper. Res., 235 (1): 625-652 (2015)Portfolio selection strategy for fixed income markets with immunization on average., , , and . Ann. Oper. Res., 260 (1-2): 395-415 (2018)On the impact of conditional expectation estimators in portfolio theory., , and . Comput. Manag. Sci., 14 (4): 535-557 (2017)