Sergio Ortobelli Lozza
Impact in
- Finance top 1%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
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- Risk and Portfolio Optimization
- Stock Market Forecasting Methods
Papers in
- Finance 80
- Financial Markets and Investment Strategies 43
- Stochastic processes and financial applications 39
- Financial Risk and Volatility Modeling 34
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- Risk and Portfolio Optimization 50
- Co-authors
- Svetlozar T. Rachev (19 shared papers)Stoyan V. Stoyanov (12 shared papers)Almira Biglova (9 shared papers)Frank J. Fabozzi (14 shared papers)Svetlozar T. Rachev (5 shared papers)Tomáš Tichý (16 shared papers)Enrico Angelelli (10 shared papers)Sasan Barak (1 shared paper)
- Journals
- Annals of Operations Research (4 papers)International Journal of Theoretical and Applied Finance (4 papers)IMA Journal of Management Mathematics (3 papers)European Journal of Operational Research (3 papers)Computational Economics (2 papers)
- Partner nations
- ItalyCzechiaUnited States
In The Last Decade
Sergio Ortobelli Lozza
85 papers receiving 790 citations
Peers
Comparison fields: 5 of 56
- Finance 678
- Management Science and Operations Research 604
- General Decision Sciences 39
- Economics and Econometrics 352
- General Economics, Econometrics and Finance 83
Countries citing papers authored by Sergio Ortobelli Lozza
This map shows the geographic impact of Sergio Ortobelli Lozza's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Sergio Ortobelli Lozza with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Sergio Ortobelli Lozza more than expected).
Fields of papers citing papers by Sergio Ortobelli Lozza
This network shows the impact of papers produced by Sergio Ortobelli Lozza. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Sergio Ortobelli Lozza. The network helps show where Sergio Ortobelli Lozza may publish in the future.
Co-authors
The 25 scholars most cited alongside Sergio Ortobelli Lozza, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 95 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2004 | 183 | |
| 2 | 2008 | 77 | |
| 3 | 2016 | 64 | |
| 4 | 2005 | 41 | |
| 5 | Computing the portfolio Conditional Value-at-Risk in the Alfa-stable case | 2006 | 36 |
| 6 | 2011 | 31 | |
| 7 | American and European Portfolio Selection Strategies: the Markovian Approach | 2009 | 24 |
| 8 | 2002 | 23 | |
| 9 | 2011 | 17 | |
| 10 | 2013 | 16 | |
| 11 | 2001 | 16 | |
| 12 | 2008 | 16 | |
| 13 | 2015 | 14 | |
| 14 | 2018 | 14 | |
| 15 | 2001 | 14 | |
| 16 | 2018 | 14 | |
| 17 | 2007 | 14 | |
| 18 | AN EMPIRICAL COMPARISON AMONG VAR MODELS AND TIME RULES WITH ELLIPTICAL AND STABLE DISTRIBUTED RETURNS | 2006 | 13 |
| 19 | 2009 | 13 | |
| 20 | Portfolio selection based on a simulated copula | 2010 | 12 |
About Sergio Ortobelli Lozza
Sergio Ortobelli Lozza is a scholar working on Finance, Management Science and Operations Research, Economics and Econometrics, General Economics, Econometrics and Finance and Statistics and Probability, having authored 95 papers that have together received 905 indexed citations. Recurring topics across this work include Risk and Portfolio Optimization (50 papers), Financial Markets and Investment Strategies (43 papers), Stochastic processes and financial applications (39 papers), Financial Risk and Volatility Modeling (34 papers), Economic theories and models (15 papers), Complex Systems and Time Series Analysis (10 papers), Market Dynamics and Volatility (6 papers) and Monetary Policy and Economic Impact (6 papers). The work is most often cited by research in Finance (678 citations), Management Science and Operations Research (604 citations), General Decision Sciences (39 citations), Economics and Econometrics (352 citations) and General Economics, Econometrics and Finance (83 citations). Sergio Ortobelli Lozza has collaborated with scholars based in Italy, Czechia and United States. Frequent co-authors include Svetlozar T. Rachev, Stoyan V. Stoyanov, Almira Biglova, Frank J. Fabozzi, Svetlozar T. Rachev, Tomáš Tichý, Enrico Angelelli, Sasan Barak, Noureddine Kouaissah and Rosella Giacometti. Their work appears in journals such as Annals of Operations Research, International Journal of Theoretical and Applied Finance, IMA Journal of Management Mathematics, European Journal of Operational Research and Computational Economics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.