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 32 0 8 12 122
Envelope theorems in Banach lattices 0 0 1 27 0 2 7 98
Generalized Numeraire Portfolios 0 0 0 2 0 0 5 37
Implications of Return Predictability across Horizons for Asset Pricing Models 0 0 0 29 1 6 15 85
Total Working Papers 0 0 2 90 1 16 39 342

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 0 1 7 42
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates 0 0 0 198 0 2 9 1,372
Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads 1 1 1 5 1 5 9 37
CONSUMPTION AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT‐SALE CONSTRAINTS IN THE FINITE‐DIMENSIONAL CASE: SOME REMARKS 0 0 0 16 0 2 5 46
Dynamic versus one-period completeness in event-tree security markets 0 0 0 31 0 3 3 95
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization 0 0 0 26 0 1 2 165
Existence of Equivalent Martingale Measures in Finite Dimensional Securities Markets 0 0 1 34 0 2 6 124
Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results 0 0 0 28 0 2 6 105
Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets 0 0 0 1 0 3 6 26
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 0 2 11 115
Long-Run Risk and the Persistence of Consumption Shocks 0 0 1 22 1 1 10 99
Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets 0 0 0 29 0 2 9 94
Pricing equity-linked life insurance with endogenous minimum guarantees 0 0 0 353 0 2 8 748
Pricing equity-linked life insurance with endogenous minimum guarantees: A corrigendum 0 0 1 113 0 0 4 276
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 21 1 4 15 128
Total Journal Articles 1 1 4 891 3 32 110 3,472

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Statistics updated 2026-06-04