| Different approaches to risk estimation in portfolio theory A Biglova, S Ortobelli, ST Rachev, S Stoyanov The Journal of Portfolio Management 31 (1), 103-112, 2004 | 341 | 2004 |
| Desirable properties of an ideal risk measure in portfolio theory S Rachev, S Ortobelli, S Stoyanov, FJ Fabozzi, A Biglova International Journal of Theoretical and Applied Finance 11 (01), 19-54, 2008 | 170 | 2008 |
| The proper use of risk measures in portfolio theory S Ortobelli, ST Rachev, S Stoyanov, FJ Fabozzi, A Biglova International Journal of Theoretical and Applied Finance 8 (08), 1107-1133, 2005 | 131 | 2005 |
| Fusion of multiple diverse predictors in stock market S Barak, A Arjmand, S Ortobelli Information Fusion 36, 90-102, 2017 | 112 | 2017 |
| Computing the portfolio conditional value-at-risk in the alpha-stable case SV Stoyanov, G Samorodnitsky, S Rachev, S Ortobelli Lozza Probability and Mathematical Statistics 26 (1), 1-22, 2006 | 73 | 2006 |
| Portfolio choice theory with non-Gaussian distributed returns S Ortobelli, I Huber, ST Rachev, ES Schwartz Handbook of Heavy Tailed Distributions in Finance, 547-594, 2003 | 55 | 2003 |
| The problem of optimal asset allocation with stable distributed returns S Ortobelli, S Rachev, E Schwartz | 53 | 2000 |
| Portfolio selection with stable distributed returns S Ortobelli, I Huber, E Schwartz Mathematical Methods of Operations Research 55, 265-300, 2002 | 52 | 2002 |
| American and European portfolio selection strategies: The Markovian approach E Angelelli, S Ortobelli Technical Report n. 309, Department of Quantitative Methods, University of …, 2008 | 46 | 2008 |
| Calibrating affine stochastic mortality models using term assurance premiums V Russo, R Giacometti, S Ortobelli, S Rachev, FJ Fabozzi Insurance: mathematics and economics 49 (1), 53-60, 2011 | 45 | 2011 |
| Safety-first analysis and stable paretian approach to portfolio choice theory ST Rachev Mathematical and Computer Modelling 34 (9-11), 1037-1072, 2001 | 44 | 2001 |
| Risk management and dynamic portfolio selection with stable Paretian distributions S Ortobelli, ST Rachev, FJ Fabozzi Journal of Empirical Finance 17 (2), 195-211, 2010 | 38 | 2010 |
| The classification of parametric choices under uncertainty: analysis of the portfolio choice problem S Ortobelli Lozza Theory and Decision 51, 297-328, 2001 | 37 | 2001 |
| An empirical comparison among VaR models and time rules with elliptical and stable distributed returns F Lamantia, S Ortobelli, S Rachev Investment Management and Financial Innovations, 8-29, 2006 | 36 | 2006 |
| Diversification versus optimality: is there really a diversification puzzle? S Ortobelli Lozza, WK Wong, FJ Fabozzi, M Egozcue Applied Economics 50 (43), 4671-4693, 2018 | 31 | 2018 |
| Portfolio selection in the presence of systemic risk A Biglova, S Ortobelli, FJ Fabozzi Journal of Asset Management 15 (5), 285-299, 2014 | 31 | 2014 |
| Orderings and probability functionals consistent with preferences S Ortobelli, ST Rachev, H Shalit, FJ Fabozzi Applied Mathematical Finance 16 (1), 81-102, 2009 | 29 | 2009 |
| Portfolio selection problems consistent with given preference orderings SO Lozza, H Shalit, FJ Fabozzi International Journal of Theoretical and Applied Finance 16 (05), 1350029, 2013 | 28 | 2013 |
| Impact of different distributional assumptions in forecasting Italian mortality rates R Giacometti, S Ortobelli, MI Bertocchi Investment management and financial innovations, 186-193, 2009 | 28 | 2009 |
| Delta hedging strategies comparison D De Giovanni, S Ortobelli, S Rachev European Journal of Operational Research 185 (3), 1615-1631, 2008 | 28 | 2008 |
