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Disambiguation of "Ortobelli, Sergio"

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Relative deviation metrics and the problem of strategy replication

, , , and . Journal of Banking & Finance, 32 (2): 199--206 (February 2008)

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Sergio Dellavalle

Sergio Moccia

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)Asymptotic stochastic dominance rules for sums of i.i.d. random variables., , , and . J. Comput. Appl. Math., (2016)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)Relative deviation metrics and the problem of strategy replication, , , and . Journal of Banking & Finance, 32 (2): 199--206 (February 2008)On the impact of semidefinite positive correlation measures in portfolio theory., and . Ann. Oper. Res., 235 (1): 625-652 (2015)Preface., , and . Asia Pac. J. Oper. Res., 39 (4): 2202001:1-2202001:2 (2022)Time-Scale Transformations: Effects on VaR Models., , and . International Conference on Computational Science, volume 3039 of Lecture Notes in Computer Science, page 779-786. Springer, (2004)Discrete Time Portfolio Selection with Lévy Processes., , and . IDEAL, volume 4881 of Lecture Notes in Computer Science, page 1032-1041. Springer, (2007)Structural Credit Risk Models with Subordinated Processes., , and . J. Appl. Math., (2013)Maximum Expected Utility of Markovian Predicted Wealth., and . ICCS (2), volume 5545 of Lecture Notes in Computer Science, page 588-597. Springer, (2009)