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Fabio Lamantia

  • 2 publications
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  • An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed Returns

    Fabio Lamantia , Sergio Ortobelli , Svetlozar Rachev
    Investment Management and Financial Innovations Volume 3, 2006         Issue #3
    Views: 452 Downloads: 115 TO CITE
  • VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns

    Fabio Lamantia , Sergio Ortobelli , Svetlozar Rachev
    Investment Management and Financial Innovations Volume 3, 2006         Issue #4
    Views: 569 Downloads: 175 TO CITE
Investment Management and Financial Innovations
Business, Management and Accounting Decision Sciences Economics, Econometrics and Finance

Investment Management and Financial Innovations

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Sergio Ortobelli
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Svetlozar Rachev
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