Sergio Ortobelli Lozza
Publication record assembled from the DBLP archive of ranked conferences.
Papers indexed
4
Venues
2
Active years
2004–2009
Best venue rank
Multiconference
Where they publish
Papers
4 indexed papers, newest first.
| Year | Venue | Title | Authors |
|---|---|---|---|
| 2009 | ICCS | Maximum Expected Utility of Markovian Predicted Wealth. | Enrico Angelelli, Sergio Ortobelli Lozza |
| 2007 | IDEAL | Discrete Time Portfolio Selection with Lvy Processes. | Cesarino Bertini, Sergio Ortobelli Lozza, Alessandro Staino |
| 2006 | IDEAL | Financial Risk Modeling with Markov Chains. | Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo, Gaetano Iaquinta |
| 2004 | ICCS | Time-Scale Transformations: Effects on VaR Models. | Fabio Lamantia, Sergio Ortobelli Lozza, Svetlozar T. Rachev |