Sergio Ortobelli
-
4 publications
-
284 downloads
-
1132 views
- 744 Views
-
0 books
-
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: 400 Downloads: 89 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: 526 Downloads: 147 TO CITE -
Applications to Portfolio Theory of Market Stochastic Bounds
Sergio Ortobelli , Franco PellereyInvestment Management and Financial Innovations Volume 4, 2007 Issue #4
Views: 465 Downloads: 116 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: 446 Downloads: 154 TO CITE
Connected authors
-
2 Articles
-
5 Articles
-
1 Articles
-
2 Articles
-
1 Articles