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A generalized normal mean-variance mixture for return processes in finance
Luciano, Elisa; Semeraro, Patrizia - In: International journal of theoretical and applied finance 13 (2010) 3, pp. 415-440
Persistent link: https://www.econbiz.de/10008904364
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Multivariate marked poisson processes and market related multidimensional information flows
Jevtić, Petar; Marena, Marina; Semeraro, Patrizia - In: International journal of theoretical and applied finance 22 (2019) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10012013851
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On time consistency for mean-variance portfolio selection
Vigna, Elena - In: International journal of theoretical and applied finance 23 (2020) 6, pp. 1-22
Persistent link: https://www.econbiz.de/10012496778