Exotic options with Lévy processes : the Markovian approach

von Ortobelli Lozza, Sergio
Veröffentlicht in Investment management and financial innovations (2011)

Risk measures for asset allocation models

von Giacometti, Rosella
Veröffentlicht in Risk measures for the 21st century (2004)

Joint tails impact in stochastic volatility portfolio selection models

von Bonomelli, Marco
Veröffentlicht in Stochastic optimization: theory and applications (2020)

Second order of stochastic dominance efficiency vs mean variance efficiency

von Malavasi, Matteo
Veröffentlicht in European journal of operational research (2021)

A portfolio return definition coherent with the investors' preferences

von Ortobelli Lozza, Sergio
Veröffentlicht in Institute of Mathematics and Its Applications IMA journal of management mathematics (2017)

Price and market risk reduction for bond portfolio selection in BRICS markets

von Ortobelli Lozza, Sergio
Veröffentlicht in Investment management and financial innovations (2018)

A conservative discontinuous target volatility strategy

von Cirelli, Simone
Veröffentlicht in Investment management and financial innovations (2017)

Diversification versus optimality : is there really a diversification puzzle?

von Ortobelli Lozza, Sergio
Veröffentlicht in Applied economics (2018)