To search, Click below search items.

 

All Published Papers Search Service

Results for Sergio Ortobelli Lozza; Total 2

Title

Distributional Approximation of Asset Returns with Nonparametric Markovian Trees

Author

Gaetano Iaquinta, Sergio Ortobelli Lozza

Citation

Vol. 6  No. 11  pp. 69-74

Keywords

Computational complexity, Markov chain, return distribution, financial applications.


Title

Portfolio Selection and Risk Management with Markov Chains

Author

Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo

Citation

Vol. 7  No. 6  pp. 115-123

Keywords

Markov chain, Portfolio theory, VaR and CVaR models


[1]