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 27 1 1 5 88
Envelope theorems in Banach lattices 0 0 2 24 0 1 4 75
Generalized Numeraire Portfolios 0 0 0 2 0 0 0 19
Implications of Return Predictability across Horizons for Asset Pricing Models 0 0 2 28 1 4 15 42
Total Working Papers 0 0 5 81 2 6 24 224


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 3 21
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates 0 0 0 197 0 0 1 1,341
Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads 0 0 0 2 0 0 4 10
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 38
Dynamic versus one-period completeness in event-tree security markets 0 0 1 31 0 1 3 85
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization 0 0 0 26 0 0 1 148
Existence of Equivalent Martingale Measures in Finite Dimensional Securities Markets 0 0 0 29 0 0 1 107
Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results 0 0 0 25 0 0 1 85
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 0 0 4 87
Long-Run Risk and the Persistence of Consumption Shocks 0 0 1 13 0 1 8 48
Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets 0 0 0 27 0 0 0 73
Pricing equity-linked life insurance with endogenous minimum guarantees 1 2 4 324 1 4 6 684
Pricing equity-linked life insurance with endogenous minimum guarantees: A corrigendum 0 1 4 105 0 3 8 241
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 1 3 4 81
Total Journal Articles 1 3 10 827 3 13 45 3,066


Statistics updated 2019-07-03