Sergio Ortobelli
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4 publications
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284 downloads
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1132 views
- 798 Views
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0 books
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An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed Returns
Fabio Lamantia , Sergio Ortobelli , Svetlozar RachevInvestment Management and Financial Innovations Volume 3, 2006 Issue #3
Views: 423 Downloads: 94 TO CITE -
VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns
Fabio Lamantia , Sergio Ortobelli , Svetlozar RachevInvestment Management and Financial Innovations Volume 3, 2006 Issue #4
Views: 544 Downloads: 157 TO CITE -
Applications to Portfolio Theory of Market Stochastic Bounds
Sergio Ortobelli , Franco PellereyInvestment Management and Financial Innovations Volume 4, 2007 Issue #4
Views: 487 Downloads: 123 TO CITE -
Impact of different distributional assumptions in forecasting Italian mortality rates
Rosella Giacometti , Sergio Ortobelli , Maria Ida BertocchiInvestment Management and Financial Innovations Volume 6, 2009 Issue #3 (cont.)
Views: 465 Downloads: 160 TO CITE
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