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SpringerLink电子期刊(7)
在“
SpringerLink电子期刊
”中,
命中:
7
条,耗时:小于0.01 秒
在所有数据库中总计命中:
7
条
1.
Asymptotic Multivariate Dominance: A Financial Application
作者:
Sergio
Ortobelli
Lozza
;
Tommaso Lando…
关键词:
Multivariate preferences
;
Stochastic dominance
;
Stable distribution
;
Financial markets comparison
刊名:Methodology and Computing in Applied Probability
出版年:2016
2.
Maximum Expected Utility of Markovian Predicted Wealth
作者:
Enrico Angelelli
;
Sergio
Ortobelli
Lozza
关键词:
Markov chains
;
expected utility
;
portfolio strategies
;
heuristic
;
computational complexity
刊名:Lecture Notes in Computer Science
出版年:2009
3.
Discrete Time Portfolio Selection with Lévy Processes
作者:
Cesarino Bertini
;
Sergio
Ortobelli
Lozza
;
Alessandro Staino
关键词:
Subordinated Lévy models
;
term structure
;
expected utility
;
portfolio strategies
刊名:Lecture Notes in Computer Science
出版年:2007
4.
Discrete Time Portfolio Selection with L¨¦vy Processes
作者:
Cesarino Bertini
;
Sergio
Ortobelli
Lozza
;
Alessandro Staino
关键词:
Subordinated L¨¦vy models
;
term structure
;
expected utility
;
portfolio strategies
刊名:Lecture Notes in Computer Science
出版年:2007
5.
Financial Risk Modeling with Markov Chains
作者:
Arturo Leccadito
;
Sergio
Ortobelli
Lozza
;
Emilio Russo
;
Gaetano Iaquinta
刊名:Lecture Notes in Computer Science
出版年:2006
6.
Financial Risk Modeling with Markov Chains
作者:
Arturo Leccadito
;
Sergio
Ortobelli
Lozza
;
Emilio Russo
;
Gaetano Iaquinta
刊名:Lecture Notes in Computer Science
出版年:2006
7.
The classification of parametric choices under uncertainty: analysis of the portfolio choice problem
作者:
Sergio
Ortobelli
Lozza
关键词:
Dispersion measures
;
Market restrictions
;
Parameterized returns
;
Portfolio theory
刊名:Theory and Decision
出版年:2001
1
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