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Risultati da 21 a 40 di 145
Data di pubblicazione Titolo Autore/i Tipologia Documento allegato
1-gen-2007 Portfolio Selection, VaR and CVaR models with Markov Chains ORTOBELLI LOZZA, Sergio; Leccadito, Arturo; Russo, Emilio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2007 Exotic Options with Lévy Processes : the Markovian Approach ORTOBELLI LOZZA, Sergio; Staino, Alessandro 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-2007 Discrete Time Portfolio Selection with Lévy Processes Bertini, Cesarino; ORTOBELLI LOZZA, Sergio; Staino, Alessandro 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations
1-gen-2007 Discrete Time portfolio selection with Lévy processes Bertini, Cesarino; ORTOBELLI LOZZA, Sergio; Staino, Alessandro 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-2007 Applications to portfolio theory of market stochastic bounds ORTOBELLI LOZZA, Sergio; Pellerey, Franco 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2008 Market stochastic bounds with elliptical distributions Pellerey, Franco; ORTOBELLI LOZZA, Sergio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2008 Orderings and Risk Probability Functionals in Portfolio Theory ORTOBELLI LOZZA, Sergio; Rachev, SVETLOZAR T.; Shalit, Haim; Fabozzi, FRANK J. 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2008 Markov Chain Applications to Non Parametric Option Pricing Theory Iaquinta, Gaetano; ORTOBELLI LOZZA, Sergio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2008 Relative deviation metrics and the problem of strategy replication Stoyanov, Stoyan; Rachev, SVETLOZAR T.; Fabozzi, FRANK J.; ORTOBELLI LOZZA, Sergio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2008 Delta hedging strategies comparison ORTOBELLI LOZZA, Sergio; DE GIOVANNI, Domenico; Rachev, SVETLOZAR T. 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2008 Testing for Preference Orderings Efficiency Topaloglou, Nikolas; ORTOBELLI LOZZA, Sergio 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-2008 Desirable Properties of an Ideal Risk Measure in Portfolio Theory Biglova, Almira; Stoyanov, Stoyan; Fabozzi, FRANK J.; Rachev, SVETLOZAR T.; ORTOBELLI LOZZA, Sergio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2009 Concordance Measures and Portfolio Selection Problem Tichy, Tomas; ORTOBELLI LOZZA, Sergio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2009 Analysis of the factors influencing momentum profits Biglova, Almira; Rachev, SVETLOZAR T.; Stoyanov, Stoyan; ORTOBELLI LOZZA, Sergio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
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-2009 Orderings and Probability Functionals Consistent with Preferences ORTOBELLI LOZZA, Sergio; Rachev, SVETLOZAR T.; Shalit, Haim; Fabozzi, FRANK J. 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2009 Moment based approaches to value the risk of contingent claim portfolios Iaquinta, Gaetano; Lamantia, Fabio; Massabò, Ivar; ORTOBELLI LOZZA, Sergio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2009 Modeling, Estimation, and Optimization of Equity Portfolios with Heavy-tailed Distributions Fabozzi, Frank J.; Rachev, Svetlozar T.; ORTOBELLI LOZZA, Sergio; Biglova, Almira 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays
1-gen-2009 Impact of different distributional assumptions in forecasting Italian mortality rates Giacometti, Rosella; Bertocchi, Maria; ORTOBELLI LOZZA, Sergio 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
Risultati da 21 a 40 di 145
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