首页期刊浏览 2024年12月03日星期二

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	有本地全文	9篇
	有全文链接	1篇

出版年度

	2017	1篇
	2011	1篇
	2009	1篇
	2008	1篇
	2007	3篇

2006

3篇

作者

	Sergio Ortobelli	6篇
	Alessandro Staino	2篇
	Fabio Lamantia	2篇
	Gaetano Iaquinta	2篇
	Sergio Ortobelli Lozza	2篇

	Svetlozar Rachev	2篇
	Arturo Leccadito	1篇
	Emilio Russo	1篇
	Franco Pellerey	1篇
	Ivar Massab	1篇
	Maria Ida Bertocchi	1篇
	Rosella Giacometti	1篇
	Sebastiano Vitali	1篇
	Sergio Ortobelli Lozz	1篇
	Sergio Ortobelli,Lozza	1篇
	Simone Cirelli	1篇
	Vittorio Moriggia	1篇

来源期刊

	Investment Management & Financial Innovations	6篇
	International Journal of Computer Science and Network Security	4篇

学科主题

	贸易经济	6篇
	计算技术、计算机技术	4篇

语种

英文

10篇

国别/地区

韩国

4篇

检索条件:"( ( 高级检索(( ((AU:(("Sergio Ortobelli")))) )) ) )"

共 10 条记录

排序：全选导出：

1.Distributional Approximation of Asset Returns with Nonparametric Markovian Trees

作　　者：Gaetano Iaquinta ;Sergio Ortobelli,Lozza

出　　处：International Journal of Computer Science and Network Security. 2006 ;6(11):69-74.

出版社：International Journal of Computer Science and Network Security

文章 ID：46398658

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2.A conservative discontinuous target volatility strategy

作　　者：Simone Cirelli ;Sebastiano Vitali ;Sergio Ortobelli Lozza 等

出　　处：Investment Management & Financial Innovations. 2017 ;14(2):176-190.doi:10.21511/imfi.14(2-1).2017.03

出版社：LLC “Consulting Publishing Company “Business Perspectives”

文章 ID：252039440

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3.AN EMPIRICAL COMPARISON AMONG VAR MODELS AND TIME RULES WITH ELLIPTICAL AND STABLE DISTRIBUTED RETURNS

作　　者：Fabio Lamantia ;Sergio Ortobelli ;Svetlozar Rachev

出　　处：Investment Management & Financial Innovations. 2006 ;3(3):8-29.

出版社：LLC “Consulting Publishing Company “Business Perspectives”

文章 ID：252038458

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4.VaR,CVaR AND TIME RULES WITH ELLIPTICAL AND ASYMMETRIC STABLE DISTRIBUTED RETURNS

作　　者：Fabio Lamantia ;Sergio Ortobelli ;Svetlozar Rachev

出　　处：Investment Management & Financial Innovations. 2006 ;3(4):19-39.

出版社：LLC “Consulting Publishing Company “Business Perspectives”

文章 ID：252038466

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5.APPLICATIONS TO PORTFOLIO THEORY OF MARKET STOCHASTIC BOUNDS

作　　者：Sergio Ortobelli ;Franco Pellerey

出　　处：Investment Management & Financial Innovations. 2007 ;4(4):25-36.

出版社：LLC “Consulting Publishing Company “Business Perspectives”

文章 ID：252038498

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6.Impact of different distributional assumptions in forecasting Italian mortality rates

作　　者：Rosella Giacometti ;Sergio Ortobelli ;Maria Ida Bertocchi

出　　处：Investment Management & Financial Innovations. 2009 ;6(3):186-193.

出版社：LLC “Consulting Publishing Company “Business Perspectives”

文章 ID：252039030

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7.Exotic options with Lévy processes:the Markovian approach

作　　者：Sergio Ortobelli Lozz ;Alessandro Staino

出　　处：Investment Management & Financial Innovations. 2011 ;8(1):140-156.

出版社：LLC “Consulting Publishing Company “Business Perspectives”

文章 ID：252039094

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8.Markov Chain applications to non parametric option pricing theory

作　　者：Sergio Ortobelli ;Gaetano Iaquinta

出　　处：International Journal of Computer Science and Network Security. 2008 ;8(6):199-208.

出版社：International Journal of Computer Science and Network Security

文章 ID：186860715

文章详细
9.Portfolio Selection and Risk Management with Markov Chains

作　　者：Arturo Leccadito ;Sergio Ortobelli Lozza ;Emilio Russo

出　　处：International Journal of Computer Science and Network Security. 2007 ;7(6):115-123.

出版社：International Journal of Computer Science and Network Security

文章 ID：186860848

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10.A Comparison among Portfolio Selection Strategies with Subordinated L?vy Processes

作　　者：Alessandro Staino ;Sergio Ortobelli ;Ivar Massab

出　　处：International Journal of Computer Science and Network Security. 2007 ;7(7):224-233.

出版社：International Journal of Computer Science and Network Security

文章 ID：186861196

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