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Sally Giuseppe Arcidiacono

University of Catania

Monastero dei Benedettini

Piazza dante 32

95124 Catania, 95124

Italy

  • University of Catania

SCHOLARLY PAPERS

3

DOWNLOADS

138

TOTAL CITATIONS

1

Scholarly Papers (3)

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1.

Portfolio optimization with probability distortion

Number of pages: 8 Posted: 18 Dec 2025
Sally Giuseppe Arcidiacono and Salvatore Greco
University of Catania and University of Catania - Department of Economics and Business
Downloads 53 (1,052,702)

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Portfolio Optimization, Distorted Expectation, Risk Measures, Distortion Functions

2.

Modelling Confidence and Optimism in Stochastic Multicriteria Acceptability Analysis

Number of pages: 39 Posted: 07 Mar 2025
Sally Giuseppe Arcidiacono, Salvatore Corrente and Salvatore Greco
University of Catania, University of Catania - Department of Economics and Business and University of Catania - Department of Economics and Business
Downloads 49 (1,074,648)

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Decision Support Systems, Multiple Criteria Decision Aiding, Stochastic Multicriteria Acceptability Analysis, Non-additive probability distribution, Choquet integral

3.

Distorted Expectiles Risk Measure and LP Formulation

Number of pages: 10 Posted: 08 Mar 2025
Sally Giuseppe Arcidiacono and Damiano Rossello
University of Catania and Department of Economics and Business
Downloads 36 (1,263,436)
Citation 1

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Distortion risk measure, Distorted expectation, Rank-dependent expected utility theory, Expectiles, Generalized quantiles