2009 | ||
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3 | EE | Gaetano Iaquinta, Fabio Lamantia, Ivar Massabò, Sergio Ortobelli Lozza: Moment based approaches to value the risk of contingent claim portfolios. Annals OR 165(1): 97-121 (2009) |
2004 | ||
2 | EE | Fabio Lamantia, Sergio Ortobelli Lozza, Svetlozar T. Rachev: Time-Scale Transformations: Effects on VaR Models. International Conference on Computational Science 2004: 779-786 |
1 | EE | Silvia Angilella, Salvatore Greco, Fabio Lamantia, Benedetto Matarazzo: Assessing non-additive utility for multicriteria decision aid. European Journal of Operational Research 158(3): 734-744 (2004) |
1 | Silvia Angilella | [1] |
2 | Salvatore Greco | [1] |
3 | Gaetano Iaquinta | [3] |
4 | Sergio Ortobelli Lozza | [2] [3] |
5 | Ivar Massabò | [3] |
6 | Benedetto Matarazzo | [1] |
7 | Svetlozar T. Rachev | [2] |