CASSADER, Marco Statistiche
CASSADER, Marco
Dipartimento di Scienze Economiche
Benchmark Tracking Portfolio Problems with Stochastic Ordering Constraints
2019-01-01 Cassader, Marco; Tichy, Tomas; Vitali, Sebastiano
Portfolio selection strategy for fixed income markets with immunization on average
2018-01-01 ORTOBELLI LOZZA, Sergio; Vitali, Sebastiano; Cassader, Marco; Tichý, Tomáš
Benchmark Tracking Portfolio Problems with Stochastic Ordering Constraints
2015-12-18 Cassader, Marco
LP active benchmarking strategies based on performance measures and stochastic dominance constraints
2015-01-01 Cassader, Marco; ORTOBELLI LOZZA, Sergio; Tichý, Tomas
On the use of contingent claims in portfolio selection problems
2014-01-01 Cassader, Marco; Caglio, Silvia; ORTOBELLI LOZZA, Sergio; Caviezel, Valeria
Valuation of financial derivatives
2014-01-01 Cassader, Marco
Portfolio selection with European call and put options
2013-01-01 Cassader, Marco; ORTOBELLI LOZZA, Sergio; Caviezel, Valeria
Portfolio selection with options
2013-01-01 Cassader, Marco; ORTOBELLI LOZZA, Sergio; Caviezel, Valeria
Portfolio selection with options
2013-01-01 Cassader, Marco; ORTOBELLI LOZZA, Sergio
Reward and risk in the fixed income markets
2013-01-01 ORTOBELLI LOZZA, Sergio; Vitali, Sebastiano; Cassader, Marco
Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
---|---|---|---|---|
1-gen-2019 | Benchmark Tracking Portfolio Problems with Stochastic Ordering Constraints | Cassader, Marco; Tichy, Tomas; Vitali, Sebastiano | 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books | |
1-gen-2018 | Portfolio selection strategy for fixed income markets with immunization on average | ORTOBELLI LOZZA, Sergio; Vitali, Sebastiano; Cassader, Marco; Tichý, Tomáš | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
18-dic-2015 | Benchmark Tracking Portfolio Problems with Stochastic Ordering Constraints | Cassader, Marco | 1.9 Tesi di dottorato - Unibg doctoral theses::1.9.01 Tesi di dottorato | |
1-gen-2015 | LP active benchmarking strategies based on performance measures and stochastic dominance constraints | Cassader, Marco; ORTOBELLI LOZZA, Sergio; Tichý, Tomas | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2014 | On the use of contingent claims in portfolio selection problems | Cassader, Marco; Caglio, Silvia; ORTOBELLI LOZZA, Sergio; Caviezel, Valeria | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2014 | Valuation of financial derivatives | Cassader, Marco | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2013 | Portfolio selection with European call and put options | Cassader, Marco; ORTOBELLI LOZZA, Sergio; Caviezel, Valeria | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.02 Abstract in atti di convegno - Conference abstracts | |
1-gen-2013 | Portfolio selection with options | Cassader, Marco; ORTOBELLI LOZZA, Sergio; Caviezel, Valeria | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2013 | Portfolio selection with options | Cassader, Marco; ORTOBELLI LOZZA, Sergio | Working paper del Dipartimento di Scienze aziendali, economiche e metodi quantitativi::WPs MEQ - Quantitative Methods Series (2013-2017) | |
1-gen-2013 | Reward and risk in the fixed income markets | ORTOBELLI LOZZA, Sergio; Vitali, Sebastiano; Cassader, Marco | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations |