Scorri Autori Unibg
Portfolio Selection, VaR and CVaR models with Markov Chains
2007-01-01 ORTOBELLI LOZZA, Sergio; Leccadito, Arturo; Russo, Emilio
Exotic Options with Lévy Processes : the Markovian Approach
2007-01-01 ORTOBELLI LOZZA, Sergio; Staino, Alessandro
Discrete Time Portfolio Selection with Lévy Processes
2007-01-01 Bertini, Cesarino; ORTOBELLI LOZZA, Sergio; Staino, Alessandro
Discrete Time portfolio selection with Lévy processes
2007-01-01 Bertini, Cesarino; ORTOBELLI LOZZA, Sergio; Staino, Alessandro
Applications to portfolio theory of market stochastic bounds
2007-01-01 ORTOBELLI LOZZA, Sergio; Pellerey, Franco
Market stochastic bounds with elliptical distributions
2008-01-01 Pellerey, Franco; ORTOBELLI LOZZA, Sergio
Orderings and Risk Probability Functionals in Portfolio Theory
2008-01-01 ORTOBELLI LOZZA, Sergio; Rachev, SVETLOZAR T.; Shalit, Haim; Fabozzi, FRANK J.
Markov Chain Applications to Non Parametric Option Pricing Theory
2008-01-01 Iaquinta, Gaetano; ORTOBELLI LOZZA, Sergio
Relative deviation metrics and the problem of strategy replication
2008-01-01 Stoyanov, Stoyan; Rachev, SVETLOZAR T.; Fabozzi, FRANK J.; ORTOBELLI LOZZA, Sergio
Delta hedging strategies comparison
2008-01-01 ORTOBELLI LOZZA, Sergio; DE GIOVANNI, Domenico; Rachev, SVETLOZAR T.
Testing for Preference Orderings Efficiency
2008-01-01 Topaloglou, Nikolas; ORTOBELLI LOZZA, Sergio
Desirable Properties of an Ideal Risk Measure in Portfolio Theory
2008-01-01 Biglova, Almira; Stoyanov, Stoyan; Fabozzi, FRANK J.; Rachev, SVETLOZAR T.; ORTOBELLI LOZZA, Sergio
Concordance Measures and Portfolio Selection Problem
2009-01-01 Tichy, Tomas; ORTOBELLI LOZZA, Sergio
Analysis of the factors influencing momentum profits
2009-01-01 Biglova, Almira; Rachev, SVETLOZAR T.; Stoyanov, Stoyan; ORTOBELLI LOZZA, Sergio
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
Orderings and Probability Functionals Consistent with Preferences
2009-01-01 ORTOBELLI LOZZA, Sergio; Rachev, SVETLOZAR T.; Shalit, Haim; Fabozzi, FRANK J.
Moment based approaches to value the risk of contingent claim portfolios
2009-01-01 Iaquinta, Gaetano; Lamantia, Fabio; Massabò, Ivar; ORTOBELLI LOZZA, Sergio
Modeling, Estimation, and Optimization of Equity Portfolios with Heavy-tailed Distributions
2009-01-01 Fabozzi, Frank J.; Rachev, Svetlozar T.; ORTOBELLI LOZZA, Sergio; Biglova, Almira
Impact of different distributional assumptions in forecasting Italian mortality rates
2009-01-01 Giacometti, Rosella; Bertocchi, Maria; ORTOBELLI LOZZA, Sergio
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 |
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