Scorri Autori Unibg
Risultati da 1 a 14 di 14
American and European Portfolio Selection Strategies: the Markovian Approach
2009-01-01 ORTOBELLI LOZZA, Sergio; Angelelli, Enrico
Maximum Expected Utility of Markovian Predicted Wealth
2009-01-01 ORTOBELLI LOZZA, Sergio; Angelelli, Enrico
Set-Portfolio Selection with the Use of Market Stochastic Bounds
2010-01-01 Toninelli, Daniele; Angelelli, Enrico; ORTOBELLI LOZZA, Sergio
The Markovian portfolio selection model with GARCH volatility dynamics
2010-01-01 Iaquinta, Gaetano; ORTOBELLI LOZZA, Sergio; Angelelli, Enrico
Tecniche algoritmiche di base
2010-01-01 Angelelli, Enrico; Ruggeri, Denis
Portfolio selection with GARCH volatility dynamics
2010-01-01 Iaquinta, Gaetano; ORTOBELLI LOZZA, Sergio; Angelelli, Enrico
Set-Portfolio Selection with the Use of Market Stochastic Bounds
2010-01-01 ORTOBELLI LOZZA, Sergio; Angelelli, Enrico; Toninelli, Daniele
GARCH type portfolio selection models with the Markovian approach
2011-01-01 Iaquinta, Gaetano; ORTOBELLI LOZZA, Sergio; Angelelli, Enrico
Set-Portfolio Selection with the Use of Market Stochastic Bounds
2011-01-01 ORTOBELLI LOZZA, Sergio; Angelelli, Enrico; Toninelli, Daniele
Portfolio choice: a non parametric Markovian framework
2013-01-01 Angelelli, Enrico; ORTOBELLI LOZZA, Sergio; Iaquinta, Gaetano
Dimensional portfolio reduction problems with asymptotic Markov processes
2013-01-01 Angelelli, Enrico; ORTOBELLI LOZZA, Sergio; Iaquinta, Gaetano
International portfolio selection with Markov processes and liquidity constraints
2013-01-01 Angelelli, Enrico; ORTOBELLI LOZZA, Sergio; Tichy, Tomas; Toninelli, Daniele
Volume-Return portfolio selection and large scale dimensional problems with bivariate Markov chains
2013-01-01 Angelelli, Enrico; Iaquinta, Gaetano; ORTOBELLI LOZZA, Sergio
An asymptotic Markovian approach to the portfolio selection problem
2013-01-01 Angelelli, Enrico; ORTOBELLI LOZZA, Sergio; Iaquinta, Gaetano
| Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
|---|---|---|---|---|
| 1-gen-2009 | American and European Portfolio Selection Strategies: the Markovian Approach | ORTOBELLI LOZZA, Sergio; Angelelli, Enrico | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
| 1-gen-2009 | Maximum Expected Utility of Markovian Predicted Wealth | ORTOBELLI LOZZA, Sergio; Angelelli, Enrico | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
| 1-gen-2010 | Set-Portfolio Selection with the Use of Market Stochastic Bounds | Toninelli, Daniele; Angelelli, Enrico; ORTOBELLI LOZZA, Sergio | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2010 | The Markovian portfolio selection model with GARCH volatility dynamics | Iaquinta, Gaetano; ORTOBELLI LOZZA, Sergio; Angelelli, Enrico | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2010 | Tecniche algoritmiche di base | Angelelli, Enrico; Ruggeri, Denis | Working paper del Dipartimento di Scienze aziendali, economiche e metodi quantitativi::WPs - Lorenzo Mascheroni Dep. of Mathematics, Statistics, Computing and Applications (2004-2012) | |
| 1-gen-2010 | Portfolio selection with GARCH volatility dynamics | Iaquinta, Gaetano; ORTOBELLI LOZZA, Sergio; Angelelli, Enrico | Working paper del Dipartimento di Scienze aziendali, economiche e metodi quantitativi::WPs - Lorenzo Mascheroni Dep. of Mathematics, Statistics, Computing and Applications (2004-2012) | |
| 1-gen-2010 | Set-Portfolio Selection with the Use of Market Stochastic Bounds | ORTOBELLI LOZZA, Sergio; Angelelli, Enrico; Toninelli, Daniele | Working paper del Dipartimento di Scienze aziendali, economiche e metodi quantitativi::WPs - Lorenzo Mascheroni Dep. of Mathematics, Statistics, Computing and Applications (2004-2012) | |
| 1-gen-2011 | GARCH type portfolio selection models with the Markovian approach | Iaquinta, Gaetano; ORTOBELLI LOZZA, Sergio; Angelelli, Enrico | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2011 | Set-Portfolio Selection with the Use of Market Stochastic Bounds | ORTOBELLI LOZZA, Sergio; Angelelli, Enrico; Toninelli, Daniele | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2013 | Portfolio choice: a non parametric Markovian framework | Angelelli, Enrico; ORTOBELLI LOZZA, Sergio; Iaquinta, Gaetano | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2013 | Dimensional portfolio reduction problems with asymptotic Markov processes | Angelelli, Enrico; ORTOBELLI LOZZA, Sergio; Iaquinta, Gaetano | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2013 | International portfolio selection with Markov processes and liquidity constraints | Angelelli, Enrico; ORTOBELLI LOZZA, Sergio; Tichy, Tomas; Toninelli, Daniele | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2013 | Volume-Return portfolio selection and large scale dimensional problems with bivariate Markov chains | Angelelli, Enrico; Iaquinta, Gaetano; ORTOBELLI LOZZA, Sergio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2013 | An asymptotic Markovian approach to the portfolio selection problem | Angelelli, Enrico; ORTOBELLI LOZZA, Sergio; Iaquinta, Gaetano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays |
Risultati da 1 a 14 di 14
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