Author:
Ortobelli Sergio,Vitali Sebastiano,Cassader Marco,Tichý Tomáš
Funder
Czech Science Foundation (CZ)
Vysoká Škola bánská - Technická Univerzita Ostrava (CZ)
murst (IT)
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Reference46 articles.
1. Angelelli, E., & Ortobelli, S. L. (2009). American and European portfolio selection strategies: The Markovian approach. In P. N. Catlere (Ed.), Financial hedging (pp. 119–152). New York: Nova Science Publishers.
2. Artzner, P., Delbaen, F., Eber, J. M., & Heath, D. (1999). Coherent measures of risk. Mathematical Finance, 9(3), 203–228.
3. Balbás, A., Ibáñez, A., & López, S. (2002). Dispersion measures as immunization risk measures. Journal of Banking & Finance, 26(6), 1229–1244.
4. Bertocchi, M., Consigli, G., D’Ecclesia, R., Giacometti, R., Moriggia, V., & Ortobelli, L. S. (2013). Euro bonds: Markets, infrastructure and trends. Singapore: World Scientific.
5. Bertocchi, M., Giacometti, R., & Zenios, S. A. (2005). Risk factor analysis and portfolio immunization in the corporate bond market. European Journal of Operational Research, 161(2), 348–363.
Cited by
13 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献