Browsing by Author "Petronio, Filomena"
Now showing items 1-4 of 4
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A portfolio return definition coherent with the investors' preferences
Lozza, Sergio Ortobelli; Petronio, Filomena; Lando, Tommaso (IMA Journal of Management Mathematics. 2017, vol. 28, issue 3, p. 451-466.) -
Asymptotic multivariate dominance: a financial application
Ortobelli, Sergio; Lando, Tommaso; Petronio, Filomena; Tichý, Tomáš (Methodology and Computing in Applied Probability. 2016, vol. 18, issue 4, p. 1097-1115.) -
Asymptotic stochastic dominance rules for sums of i.i.d. random variables
Ortobelli, Sergio; Lando, Tommaso; Petronio, Filomena; Tichý, Tomáš (Journal of Computational and Applied Mathematics. 2016, vol. 300, p. 432-448.) -
Optimal portfolio performance with exchange-traded funds
Petronio, Filomena; Lando, Tommaso; Biglova, Almira; Ortobelli, Sergio (Ekonomická revue. 2014, roč. 17, č. 1, s. 5-12 : il.)