The following pages link to Sergio Ortobelli (Q250517):
Displaying 24 items.
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- (Q639213) (redirect page) (← links)
- A stochastic model for mortality rate on italian data (Q639215) (← links)
- Moment based approaches to Value the Risk of contingent claim portfolios (Q1026540) (← links)
- Portfolio selection with stable distributed returns (Q1397060) (← links)
- Portfolio selection strategy for fixed income markets with immunization on average (Q1703564) (← links)
- On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- Calibrating affine stochastic mortality models using term assurance premiums (Q2276259) (← links)
- Delta hedging strategies comparison (Q2464246) (← links)
- (Q3374067) (← links)
- Orderings and Probability Functionals Consistent with Preferences (Q3395730) (← links)
- (Q3417687) (← links)
- DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY (Q3520392) (← links)
- (Q3560418) (← links)
- (Q3583418) (← links)
- (Q3583419) (← links)
- (Q3615201) (← links)
- (Q4832223) (← links)
- Theoretical and practical motivations for the use of the moving average rule in the stock market (Q5125039) (← links)
- (Q5477703) (← links)
- THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853) (← links)
- Computational Science - ICCS 2004 (Q5712711) (← links)
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables (Q5964620) (← links)
