| Asset allocation: new evidence through network approaches GP Clemente, R Grassi, A Hitaj Annals of Operations Research, 1-20, 2019 | 41 | 2019 |
| Portfolio allocation using multivariate variance gamma models A Hitaj, L Mercuri Financial markets and portfolio management 27, 65-99, 2013 | 25 | 2013 |
| Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters A Hitaj, L Martellini, G Zambruno The Journal of Alternative Investments 14 (3), 6, 2012 | 24 | 2012 |
| Portfolio selection with independent component analysis A Hitaj, L Mercuri, E Rroji Finance Research Letters 15, 146-159, 2015 | 19 | 2015 |
| Lambda value at risk: a new backtestable alternative to VaR A Hitaj, I Peri Available at SSRN, 2015 | 15* | 2015 |
| Are Smart Beta strategies suitable for hedge fund portfolios? A Hitaj, G Zambruno Review of Financial Economics 29, 37-51, 2016 | 14 | 2016 |
| Goodman and Kruskal’s Gamma Coefficient for Ordinalized Bivariate Normal Distributions A Barbiero, A Hitaj psychometrika 85 (4), 905-925, 2020 | 13 | 2020 |
| Portfolio Choice Under Cumulative Prospect Theory: Sensitivity Analysis and an Empirical Study G Consigli, A Hitaj, E Mastrogiacomo Computational Management Science, 2018 | 12* | 2018 |
| Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress–strength models A Barbiero, A Hitaj Annals of Operations Research 315 (2), 1573-1598, 2022 | 9 | 2022 |
| Smart network based portfolios GP Clemente, R Grassi, A Hitaj Annals of Operations Research 316 (2), 1519-1541, 2022 | 8 | 2022 |
| A discrete analogue of the half-logistic distribution A Barbiero, A Hitaj 2020 International conference on decision aid sciences and application (DASA …, 2020 | 7 | 2020 |
| On properties of the MixedTS distribution and its multivariate extension A Hitaj, F Hubalek, L Mercuri, E Rroji International Statistical Review 86 (3), 512-540, 2018 | 7* | 2018 |
| A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance ML Bianchi, A Hitaj, GL Tassinari Annals of Operations Research, 1-42, 2022 | 6* | 2022 |
| Lévy CARMA models for shocks in mortality A Hitaj, L Mercuri, E Rroji Decisions in Economics and Finance 42, 205-227, 2019 | 6 | 2019 |
| Hedge fund portfolio allocation with higher moments and mvg models A Hitaj, L Mercuri Advances in Financial Risk Management: Corporates, Intermediaries and …, 2013 | 6 | 2013 |
| Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances A Barbiero, A Hitaj Statistical Papers 64 (5), 1669-1697, 2023 | 5 | 2023 |
| A new method for building a discrete analogue to a continuous random variable based on minimization of a distance between distribution functions A Barbiero, A Hitaj 2021 International Conference on Data Analytics for Business and Industry …, 2021 | 4 | 2021 |
| Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization A Hitaj, L Mercuri, E Rroji Computational Management Science, 1-25, 2018 | 4 | 2018 |
| Portfolio optimization using modified herfindahl constraint A Hitaj, G Zambruno Handbook of Recent Advances in Commodity and Financial Modeling …, 2018 | 4 | 2018 |
| Discrete half-logistic distributions with applications in reliability and risk analysis A Barbiero, A Hitaj Annals of Operations Research, 1-31, 2024 | 3 | 2024 |
Lorenzo MercuriUniversity of Milan在 unimi.it 的电子邮件经过验证
