Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study. - Giorgio Consigli; Asmerilda Hitaj; Elisa Mastrogiacomo (Comput. Manag. Sci., 2019)

Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization. - Asmerilda Hitaj; Lorenzo Mercuri; Edit Rroji (Comput. Manag. Sci., 2019)

Asset allocation: new evidence through network approaches. - Gian Paolo Clemente; Rosanna Grassi; Asmerilda Hitaj (Ann. Oper. Res., 2021)

Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress-strength models. - Alessandro Barbiero; Asmerilda Hitaj (Ann. Oper. Res., 2022)

Smart network based portfolios. - Gian Paolo Clemente; Rosanna Grassi; Asmerilda Hitaj (Ann. Oper. Res., 2022)

Discrete half-logistic distributions with applications in reliability and risk analysis. - Alessandro Barbiero; Asmerilda Hitaj (Ann. Oper. Res., 2024)