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Impact of different distributional assumptions in forecasting Italian mortality rates
Giacometti, Rosella; Ortobelli, Sergio; Bertocchi, Maria Ida - In: Investment management and financial innovations 6 (2009) 3, pp. 186-193
Persistent link: https://www.econbiz.de/10009910619
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Orderings and Probability Functionals Consistent with Preferences
Ortobelli, Sergio; Rachev, Svetlozar; Shalit, Haim; … - In: Applied mathematical finance 16 (2009) 1, pp. 81
Persistent link: https://www.econbiz.de/10008211949
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Delta hedging strategies comparison
De Giovanni, Domenico; Ortobelli, Sergio; Rachev, Svetlozar - In: European journal of operational research : EJOR 185 (2008) 3, pp. 1615-1631
Persistent link: https://www.econbiz.de/10007895485
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Orderings and Probability Functionals Consistent with Preferences
Ortobelli, Sergio; Rachev, Svetlozar; Shalit, Haim; … - In: Applied mathematical finance 16 (2009) 1-2, pp. 81-102
Persistent link: https://www.econbiz.de/10008311800
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Relative deviation metrics and the problem of strategy replication
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Ortobelli, Sergio - In: Journal of banking & finance 32 (2008) 2, pp. 199-206
Persistent link: https://www.econbiz.de/10007908348
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Risk management and dynamic portfolio selection with stable Paretian distributions
Ortobelli, Sergio; Rachev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of empirical finance 17 (2010) 2, pp. 195-212
Persistent link: https://www.econbiz.de/10008387161
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A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates
Giacometti, Rosella; Bertocchi, Marida; Rachev, Svetlozar T. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 85-94
Persistent link: https://www.econbiz.de/10009818864
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Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin; Giacometti, Rosella; Rachev, Svetlozar T. - 2012
Persistent link: https://www.econbiz.de/10010047416
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Momentum strategies based on reward–risk stock selection criteria
Rachev, Svetlozar; Jašić, Teo; Stoyanov, Stoyan; … - In: Journal of banking & finance 31 (2007) 8, pp. 2325-2346
Persistent link: https://www.econbiz.de/10007757881
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Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns
Sun, Wei; Rachev, Svetlozar; Fabozzi, Frank J. - In: Journal of economics and business 59 (2007) 6, pp. 575
Persistent link: https://www.econbiz.de/10007859708