Sergio Ortobelli Lozza

	2011
7		Rosella Giacometti, Sergio Ortobelli Lozza, Marida Bertocchi: A Stochastic Model for Mortality Rate on Italian Data. J. Optimization Theory and Applications 149(1): 216-228 (2011)
	2009
6		Enrico Angelelli, Sergio Ortobelli Lozza: Maximum Expected Utility of Markovian Predicted Wealth. ICCS (2) 2009: 588-597
5		Gaetano Iaquinta, Fabio Lamantia, Ivar Massabò, Sergio Ortobelli Lozza: Moment based approaches to value the risk of contingent claim portfolios. Annals OR 165(1): 97-121 (2009)
	2008
4		Domenico De Giovanni, Sergio Ortobelli Lozza, Svetlozar T. Rachev: Delta hedging strategies comparison. European Journal of Operational Research 185(3): 1615-1631 (2008)
	2007
3		Cesarino Bertini, Sergio Ortobelli Lozza, Alessandro Staino: Discrete Time Portfolio Selection with Lévy Processes. IDEAL 2007: 1032-1041
	2006
2		Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo, Gaetano Iaquinta: Financial Risk Modeling with Markov Chains. IDEAL 2006: 1275-1282
	2004
1		Fabio Lamantia, Sergio Ortobelli Lozza, Svetlozar T. Rachev: Time-Scale Transformations: Effects on VaR Models. International Conference on Computational Science 2004: 779-786

Coauthor Index

1	Enrico Angelelli	[6]
2	Cesarino Bertini	[3]
3	Marida Bertocchi (Maria Ida Bertocchi)	[7]
4	Rosella Giacometti	[7]
5	Domenico De Giovanni	[4]
6	Gaetano Iaquinta	[2] [5]
7	Fabio Lamantia	[1] [5]
8	Arturo Leccadito	[2]
9	Ivar Massabò	[5]
10	Svetlozar T. Rachev	[1] [4]
11	Emilio Russo	[2]
12	Alessandro Staino	[3]

Colors in the list of coauthors

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