Portfolio selection with stable distributed returns. - Sergio Ortobelli; Isabella Huber; Eduardo Schwartz (Math. Methods Oper. Res., 2002)

Time-Scale Transformations: Effects on VaR Models. - Fabio Lamantia; Sergio Ortobelli Lozza; Svetlozar T. Rachev (International Conference on Computational Science, 2004)

Financial Risk Modeling with Markov Chains. - Arturo Leccadito; Sergio Ortobelli Lozza; Emilio Russo; Gaetano Iaquinta (IDEAL, 2006)

Discrete Time Portfolio Selection with Lévy Processes. - Cesarino Bertini; Sergio Ortobelli Lozza; Alessandro Staino (IDEAL, 2007)

Delta hedging strategies comparison. - Domenico De Giovanni; Sergio Ortobelli Lozza; Svetlozar T. Rachev (Eur. J. Oper. Res., 2008)

Maximum Expected Utility of Markovian Predicted Wealth. - Enrico Angelelli; Sergio Ortobelli Lozza (ICCS (2), 2009)

Moment based approaches to value the risk of contingent claim portfolios. - Gaetano Iaquinta; Fabio Lamantia; Ivar Massabò; Sergio Ortobelli Lozza (Ann. Oper. Res., 2009)

A Stochastic Model for Mortality Rate on Italian Data. - Rosella Giacometti; Sergio Ortobelli Lozza; Marida Bertocchi (J. Optim. Theory Appl., 2011)

Structural Credit Risk Models with Subordinated Processes. - Martin Gurny; Sergio Ortobelli Lozza; Rosella Giacometti (J. Appl. Math., 2013)

On the impact of semidefinite positive correlation measures in portfolio theory. - Sergio Ortobelli; Tomás Tichý (Ann. Oper. Res., 2015)

Asymptotic stochastic dominance rules for sums of i.i.d. random variables. - Sergio Ortobelli; Tommaso Lando; Filomena Petronio; Tomás Tichý (J. Comput. Appl. Math., 2016)

On the impact of conditional expectation estimators in portfolio theory. - Sergio Ortobelli; Noureddine Kouaissah; Tomás Tichý (Comput. Manag. Sci., 2017)

Fusion of multiple diverse predictors in stock market. - Sasan Barak; Azadeh Arjmand; Sergio Ortobelli (Inf. Fusion, 2017)

Portfolio selection strategy for fixed income markets with immunization on average. - Sergio Ortobelli; Sebastiano Vitali; Marco Cassader; Tomás Tichý (Ann. Oper. Res., 2018)

On the use of conditional expectation in portfolio selection problems. - Sergio Ortobelli; Noureddine Kouaissah; Tomás Tichý (Ann. Oper. Res., 2019)

Timing portfolio strategies with exponential Lévy processes. - Sergio Ortobelli Lozza; Enrico Angelelli; Alda Ndoci (Comput. Manag. Sci., 2019)

Joint tails impact in stochastic volatility portfolio selection models. - Marco Bonomelli; Rosella Giacometti; Sergio Ortobelli Lozza (Ann. Oper. Res., 2020)

Second order of stochastic dominance efficiency vs mean variance efficiency. - Matteo Malavasi; Sergio Ortobelli Lozza; Stefan Trück (Eur. J. Oper. Res., 2021)

Preface. - Xu Guo; Sergio Ortobelli Lozza; Wing-Keung Wong (Asia Pac. J. Oper. Res., 2022)

XOR-analytic network process and assessing the impact of COVID-19 by sector. - Amin Hocine; Noureddine Kouaissah; Sergio Ortobelli Lozza (Comput. Ind. Eng., 2023)

Portfolio optimization with asset preselection using data envelopment analysis. - Mohammad Mehdi Hosseinzadeh; Sergio Ortobelli Lozza; Farhad Hosseinzadeh Lotfi; Vittorio Moriggia (Central Eur. J. Oper. Res., 2023)

Modelling De novo programming within Simon's satisficing theory: Methods and application in designing an optimal offshore wind farm location system. - Amin Hocine; Noureddine Kouaissah; Sergio Ortobelli Lozza; Tarik Aouam (Eur. J. Oper. Res., 2024)

Computing agents' reputation within a network. - Federico Grigis; Sergio Ortobelli Lozza; Sebastiano Vitali (Games Econ. Behav., 2025)