S. Ortobelli
2003–2008
A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Whom S. Ortobelli trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts S. Ortobelli overall
Papers from S. Ortobelli's perspective
Ordered by how strongly the researchers S. Ortobelli trusts endorse each paper. Same corpus, a different order for every researcher.
- Conditional Value-at-Risk for General Loss Distributions
- The economic nature of the firm: From Risk, Uncertainty, and Profit
- Probabilistic constrained optimization : methodology and applications
- Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk
- Decision analysis using targets instead of utility functions
- Gain, Loss, and Asset Pricing (Journal of Political Economy)
- Phi-alpha optimal portfolios and Extreme Risk Management
- Different Approaches to Risk Estimation in Portfolio Theory
- Optimization of conditional value-at risk
- Portfolio Selection
Their papers
- Different Approaches to Risk Estimation in Portfolio Theory (2004) — 258 citations
- Portfolio Choice Theory with Non-Gaussian Distributed Returns (2003) — 47 citations
- DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (2008) — 129 citations