Access Statistics for Fulvio Ortu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing 0 0 1 31 0 0 2 110
Envelope theorems in Banach lattices 0 0 0 26 0 0 1 90
Generalized Numeraire Portfolios 0 0 0 2 0 1 1 32
Implications of Return Predictability across Horizons for Asset Pricing Models 0 0 0 29 0 0 0 69
Total Working Papers 0 0 1 88 0 1 4 301

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A spectral estimation of tempered stable stochastic volatility models and option pricing 0 0 0 2 1 1 2 35
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates 0 0 0 198 0 1 8 1,363
Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads 0 0 0 4 0 1 2 28
CONSUMPTION AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT‐SALE CONSTRAINTS IN THE FINITE‐DIMENSIONAL CASE: SOME REMARKS 0 0 0 16 0 0 1 41
Dynamic versus one-period completeness in event-tree security markets 0 0 0 31 0 0 0 92
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization 0 0 0 26 0 0 1 163
Existence of Equivalent Martingale Measures in Finite Dimensional Securities Markets 0 1 2 33 0 2 3 118
Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results 0 0 0 28 0 0 0 99
Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets 0 0 0 1 0 0 1 20
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 1 1 1 104
Long-Run Risk and the Persistence of Consumption Shocks 0 0 0 21 0 1 1 89
Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets 0 0 1 29 0 0 1 85
Pricing equity-linked life insurance with endogenous minimum guarantees 0 0 4 353 0 1 7 739
Pricing equity-linked life insurance with endogenous minimum guarantees: A corrigendum 0 0 1 112 0 0 4 272
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks*Financial support from Murst Fondo 40% on 'Modelli di struttura a termine dei tassi d'interesse' is gratefully acknowledged 1 1 1 20 2 4 12 110
Total Journal Articles 1 2 9 886 4 12 44 3,358

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Statistics updated 2025-05-12