Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances S Lotfi, SA Zenios European Journal of Operational Research 269 (2), 556-576, 2018 | 79 | 2018 |
New horizons in modeling and simulation of electrospun nanofibers: A detailed review S Rafiei, S Maghsoodloo, M Saberi, S Lotfi, V Motaghitalab, B Noroozi, ... Cellulose Chem. Technol 48 (5-6), 401-424, 2014 | 37 | 2014 |
Adjusted robust mean-value-at-risk model: less conservative robust portfolios S Lotfi, M Salahi, F Mehrdoust Optimization and Engineering 18 (2), 467-497, 2017 | 22 | 2017 |
Portfolio diversification in the sovereign credit swap markets A Consiglio, S Lotfi, SA Zenios Annals of Operations Research 266 (1), 5-33, 2018 | 16 | 2018 |
Mispricing of debt expansion in the eurozone sovereign credit market S Lotfi, A Milidonis, SA Zenios Journal of Financial Stability 70, 101215, 2024 | 1 | 2024 |
An explanation of under-diversification puzzles through correlated returns ambiguity S Lotfi, SA Zenios Available at SSRN 4638276, 2023 | 1 | 2023 |
Hedging political risk in international portfolios S Lotfi, G Pagliardi, E Paparoditis, SA Zenios European Journal of Operational Research, 2024 | | 2024 |
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance S Lotfi, SA Zenios Review of Managerial Science, 1-26, 2024 | | 2024 |
An explanation of under-diversification puzzles through ambiguity tastes and beliefs S Lotfi, SA Zenios | | 2023 |