ANGELELLI, Enrico Statistiche

ANGELELLI, Enrico  

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Data di pubblicazione Titolo Autore/i Tipologia Documento allegato
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
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 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 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-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-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-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 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 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-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