11 results on '"Ortobelli, Sergio"'
Search Results
2. The Problem of Optimal Asset Allocation with Stable Distributed Returns
3. Optimal Portfolio Selection and Risk Management: A Comparison between the Stable Paretian Approach and the Gaussian One
4. Time-Scale Transformations: Effects on VaR Models
5. A Comparison of Gaussian and Non-Gaussian Portfolio Choice Models
6. Portfolio Choice Theory with Non-Gaussian Distributed Returns
7. Non-Gaussian Distribution for Var Calculation
8. Chapter 5 - Modeling, estimation, and optimization of equity portfolios with heavy-tailed distributions
9. Chapter 14 - Portfolio choice theory with non-Gaussian distributed returns
10. Chapter 38 - A Comparison of Gaussian and Non-Gaussian Portfolio Choice Models
11. Chapter 36 - Non-Gaussian Distribution for Var Calculation: An Assessment for the Italian Market
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.