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Fulvio Ortu

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Journal Articles

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2024
[j2]
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  dblp key:
  - journals/anor/CerreiaVioglioORS24
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  persistent URL:
  - https://dblp.org/rec/journals/anor/CerreiaVioglioORS24
Simone Cerreia-Vioglio, Fulvio Ortu, Francesco Rotondi, Federico Severino:
On horizon-consistent mean-variance portfolio allocation. Ann. Oper. Res. 336(1-2): 797-828 (2024)
2012
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  - journals/csda/LiFO12
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Junye Li, Carlo Favero, Fulvio Ortu:
A spectral estimation of tempered stable stochastic volatility models and option pricing. Comput. Stat. Data Anal. 56(11): 3645-3658 (2012)

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