Scorri Autori Unibg
The classification of parametric choices under uncertainty: Analysis of the portfolio choice problem
2001-01-01 ORTOBELLI LOZZA, Sergio
Safety-first analysis and stable Paretian approach to portfolio choice theory
2001-01-01 ORTOBELLI LOZZA, Sergio; Rachev, Svetlozar T.
Portfolio selection with stable distributed returns
2002-01-01 ORTOBELLI LOZZA, Sergio; Huber, Isabella; Schwartz, Eduardo
The problem of optimal asset allocation with stable distributed returns
2004-01-01 Schwartz, Eduardo; ORTOBELLI LOZZA, Sergio; Rachev, SVETLOZAR T.
Time-scale transformations: effects on VaR models
2004-01-01 Lamantia, Fabio; ORTOBELLI LOZZA, Sergio; Rachev, Svetlozar T.
Different approaches to risk estimation in portfolio theory
2004-01-01 ORTOBELLI LOZZA, Sergio; Biglova, Almira; Rachev, SVETLOZAR T.; Stoyanov, Stoyan
Optimal portfolio selection and risk management: a comparison between the stable paretian approach and the Gaussian one
2004-01-01 ORTOBELLI LOZZA, Sergio; Rachev, Svetlozar T.; Huber, I.; Biglova, A.
Risk measures for asset allocation models
2004-01-01 ORTOBELLI LOZZA, Sergio; Giacometti, Rosella
A comparison among performance measures in portfolio theory
2005-01-01 ORTOBELLI LOZZA, Sergio; Biglova, Armira; Stoyanov, Stoyan; Rachev, Svetlozar; Fabozzi, Frank
The proper use of risk measures in portfolio theory
2005-01-01 ORTOBELLI LOZZA, Sergio; Rachev, S.; Stoyanov, S.; Fabozzi, F.; Biglova, A.
Portfolio selection with heavy tailed distributions
2005-01-01 ORTOBELLI LOZZA, Sergio; Biglova, Almira; Huber, Isabella; Stoyanov, Stoyan; Racheva, Boryana
The proper use of the risk measures in the Portfolio Theory
2005-01-01 ORTOBELLI LOZZA, Sergio; Rachev, SVETLOZAR T.; Stoyanov, Stoyan; Fabozzi, FRANK J.; Biglova, Almira
The Impact of Different Distributional Hypothesis on Returns in Asset Allocation
2005-01-01 Bertocchi, Maria; Giacometti, Rosella; Ortobelli Lozza, Sergio; Rachev, Svetlozar Todorov
VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns
2006-01-01 Lamantia, Fabio; ORTOBELLI LOZZA, Sergio; Rachev, SVETLOZAR T.
An empirical comparison among VaR models and time rules with elliptical and stable distributed returns
2006-01-01 Lamantia, Fabio; ORTOBELLI LOZZA, Sergio; Rachev, SVETLOZAR T.
Option pricing with nonparametric Markovian trees
2006-01-01 Iaquinta, Gaetano; ORTOBELLI LOZZA, Sergio
Distributional Approximation of Asset Returns with Nonparametric Markovian Trees
2006-01-01 Iaquinta, Gaetano; ORTOBELLI LOZZA, Sergio
Financial Risk Modeling with Markov Chains
2006-01-01 Leccadito, Arturo; ORTOBELLI LOZZA, Sergio; Russo, Emilio; Iaquinta, Gaetano
Computing the portfolio Conditional Value-at-Risk in the Alfa-stable case
2006-01-01 Stoyanov, Stoyan; Rachev, SVETLOZAR T.; Samorodnitsky, Gennady; ORTOBELLI LOZZA, Sergio
Discrete Time portfolio selection with Lévy processes
2007-01-01 Bertini, Cesarino; ORTOBELLI LOZZA, Sergio; Staino, Alessandro
Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
---|---|---|---|---|
1-gen-2001 | The classification of parametric choices under uncertainty: Analysis of the portfolio choice problem | ORTOBELLI LOZZA, Sergio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2001 | Safety-first analysis and stable Paretian approach to portfolio choice theory | ORTOBELLI LOZZA, Sergio; Rachev, Svetlozar T. | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2002 | Portfolio selection with stable distributed returns | ORTOBELLI LOZZA, Sergio; Huber, Isabella; Schwartz, Eduardo | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2004 | The problem of optimal asset allocation with stable distributed returns | Schwartz, Eduardo; ORTOBELLI LOZZA, Sergio; Rachev, SVETLOZAR T. | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
1-gen-2004 | Time-scale transformations: effects on VaR models | Lamantia, Fabio; ORTOBELLI LOZZA, Sergio; Rachev, Svetlozar T. | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
1-gen-2004 | Different approaches to risk estimation in portfolio theory | ORTOBELLI LOZZA, Sergio; Biglova, Almira; Rachev, SVETLOZAR T.; Stoyanov, Stoyan | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2004 | Optimal portfolio selection and risk management: a comparison between the stable paretian approach and the Gaussian one | ORTOBELLI LOZZA, Sergio; Rachev, Svetlozar T.; Huber, I.; Biglova, A. | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
1-gen-2004 | Risk measures for asset allocation models | ORTOBELLI LOZZA, Sergio; Giacometti, Rosella | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
1-gen-2005 | A comparison among performance measures in portfolio theory | ORTOBELLI LOZZA, Sergio; Biglova, Armira; Stoyanov, Stoyan; Rachev, Svetlozar; Fabozzi, Frank | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2005 | The proper use of risk measures in portfolio theory | ORTOBELLI LOZZA, Sergio; Rachev, S.; Stoyanov, S.; Fabozzi, F.; Biglova, A. | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2005 | Portfolio selection with heavy tailed distributions | ORTOBELLI LOZZA, Sergio; Biglova, Almira; Huber, Isabella; Stoyanov, Stoyan; Racheva, Boryana | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2005 | The proper use of the risk measures in the Portfolio Theory | ORTOBELLI LOZZA, Sergio; Rachev, SVETLOZAR T.; Stoyanov, Stoyan; Fabozzi, FRANK J.; Biglova, Almira | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2005 | The Impact of Different Distributional Hypothesis on Returns in Asset Allocation | Bertocchi, Maria; Giacometti, Rosella; Ortobelli Lozza, Sergio; Rachev, Svetlozar Todorov | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2006 | VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns | Lamantia, Fabio; ORTOBELLI LOZZA, Sergio; Rachev, SVETLOZAR T. | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2006 | An empirical comparison among VaR models and time rules with elliptical and stable distributed returns | Lamantia, Fabio; ORTOBELLI LOZZA, Sergio; Rachev, SVETLOZAR T. | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2006 | Option pricing with nonparametric Markovian trees | Iaquinta, Gaetano; 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-2006 | Distributional Approximation of Asset Returns with Nonparametric Markovian Trees | Iaquinta, Gaetano; ORTOBELLI LOZZA, Sergio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2006 | Financial Risk Modeling with Markov Chains | Leccadito, Arturo; ORTOBELLI LOZZA, Sergio; Russo, Emilio; Iaquinta, Gaetano | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
1-gen-2006 | Computing the portfolio Conditional Value-at-Risk in the Alfa-stable case | Stoyanov, Stoyan; Rachev, SVETLOZAR T.; Samorodnitsky, Gennady; ORTOBELLI LOZZA, Sergio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
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) |
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