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 3 4 7 117
Envelope theorems in Banach lattices 0 1 1 27 0 3 6 96
Generalized Numeraire Portfolios 0 0 0 2 0 3 5 37
Implications of Return Predictability across Horizons for Asset Pricing Models 0 0 0 29 0 6 10 79
Total Working Papers 0 1 2 90 3 16 28 329

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 5 8 42
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates 0 0 0 198 0 3 7 1,370
Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads 0 0 0 4 0 2 4 32
CONSUMPTION AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT‐SALE CONSTRAINTS IN THE FINITE‐DIMENSIONAL CASE: SOME REMARKS 0 0 0 16 0 2 3 44
Dynamic versus one-period completeness in event-tree security markets 0 0 0 31 2 2 2 94
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization 0 0 0 26 0 1 1 164
Existence of Equivalent Martingale Measures in Finite Dimensional Securities Markets 0 1 1 34 0 3 4 122
Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results 0 0 0 28 0 3 4 103
Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets 0 0 0 1 0 1 3 23
Intertemporal asset pricing and the marginal utility of wealth 0 0 0 12 0 3 10 113
Long-Run Risk and the Persistence of Consumption Shocks 0 1 1 22 0 4 9 98
Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets 0 0 0 29 0 2 7 92
Pricing equity-linked life insurance with endogenous minimum guarantees 0 0 0 353 0 2 7 746
Pricing equity-linked life insurance with endogenous minimum guarantees: A corrigendum 0 0 1 113 0 1 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 2 21 1 4 17 125
Total Journal Articles 0 2 5 890 4 38 90 3,444

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Statistics updated 2026-04-09