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 0 27 2 2 6 90
Envelope theorems in Banach lattices 0 0 2 24 2 2 6 77
Generalized Numeraire Portfolios 0 0 0 2 2 6 6 25
Implications of Return Predictability across Horizons for Asset Pricing Models 0 1 3 29 0 7 21 49
Total Working Papers 0 1 5 82 6 17 39 241


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 4 22
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates 0 1 1 198 0 1 1 1,342
Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads 0 0 0 2 1 2 4 12
CONSUMPTION AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT‐SALE CONSTRAINTS IN THE FINITE‐DIMENSIONAL CASE: SOME REMARKS 0 0 0 15 0 0 0 38
Dynamic versus one-period completeness in event-tree security markets 0 0 1 31 1 3 5 88
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization 0 0 0 26 1 2 3 150
Existence of Equivalent Martingale Measures in Finite Dimensional Securities Markets 0 0 0 29 0 0 0 107
Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results 0 0 0 25 1 3 4 88
Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets 0 0 0 1 0 0 0 17
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 1 1 5 88
Long-Run Risk and the Persistence of Consumption Shocks 0 0 1 13 1 1 7 49
Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets 0 0 0 27 1 2 2 75
Pricing equity-linked life insurance with endogenous minimum guarantees 0 1 5 325 0 2 8 686
Pricing equity-linked life insurance with endogenous minimum guarantees: A corrigendum 1 1 4 106 2 5 11 246
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 0 0 0 18 0 0 3 81
Total Journal Articles 1 3 12 830 10 23 57 3,089


Statistics updated 2019-10-05