Fulvio Ortu

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 1

Top Topics

Investment Strategies

Transaction Costs

Optimal Allocation

Top Venues

Ann. Oper. Res.

Publications

Simone Cerreia-Vioglio, Fulvio Ortu, Francesco Rotondi, Federico Severino
On horizon-consistent mean-variance portfolio allocation. Ann. Oper. Res. 336 (1-2) (2024)
Junye Li, Carlo Favero, Fulvio Ortu
A spectral estimation of tempered stable stochastic volatility models and option pricing. Comput. Stat. Data Anal. 56 (11) (2012)