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 1 3 10 101
Envelope theorems in Banach lattices 0 0 2 26 0 1 6 86
Generalized Numeraire Portfolios 0 0 0 2 0 0 1 27
Implications of Return Predictability across Horizons for Asset Pricing Models 0 0 0 29 2 3 8 59
Total Working Papers 0 0 2 84 3 7 25 273


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 2 10 32
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates 0 0 0 198 0 0 2 1,344
Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads 0 0 0 2 0 1 6 19
CONSUMPTION AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT‐SALE CONSTRAINTS IN THE FINITE‐DIMENSIONAL CASE: SOME REMARKS 0 0 0 15 0 0 1 39
Dynamic versus one-period completeness in event-tree security markets 0 0 0 31 0 0 2 90
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization 0 0 0 26 0 0 5 157
Existence of Equivalent Martingale Measures in Finite Dimensional Securities Markets 0 0 0 29 0 0 0 108
Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results 0 0 0 25 1 1 4 92
Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets 0 0 0 1 0 0 1 18
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 0 1 4 93
Long-Run Risk and the Persistence of Consumption Shocks 0 0 1 14 0 2 11 61
Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets 0 0 0 27 0 1 2 79
Pricing equity-linked life insurance with endogenous minimum guarantees 1 2 12 337 2 5 21 707
Pricing equity-linked life insurance with endogenous minimum guarantees: A corrigendum 0 1 3 109 0 3 12 258
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 2 83
Total Journal Articles 1 3 16 846 4 16 83 3,180


Statistics updated 2020-11-03