Concepedia

Fulvio Ortu

FO

7

Publications

363

Citations

7

H-Index

1993

Active since

Affiliations

Bocconi University(Current)

University of Trieste

Fulvio Ortu is an author at Bocconi University specializing in business, finance, and economics.

Top concepts

Publications per year

1993–2020

7

Publications

7

Pricing equity-linked life insurance with endogenous minimum guarantees

Anna Rita Bacinello, Fulvio Ortu · Insurance Mathematics and Economics · 1993 · 131 citations

, , +7

Long-Run Risk and the Persistence of Consumption Shocks

Fulvio Ortu, Andrea Tamoni, Claudio Tebaldi · Review of Financial Studies · 2013 · 111 citations

, , +14

Pricing equity-linked life insurance with endogenous minimum guarantees

Anna Rita Bacinello, Fulvio Ortu · Insurance Mathematics and Economics · 1993 · 37 citations

, , +7

A persistence‐based Wold‐type decomposition for stationary time series

Fulvio Ortu, Federico Severino, Andrea Tamoni et al. · Quantitative Economics · 2020 · 32 citations · Full text

, , +13

Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads

Fulvio Ortu · Decisions in Economics and Finance · 2001 · 22 citations

, , +5

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