STEFANI, ILARIA
STEFANI, ILARIA
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An overview on dynamic optimal portfolio allocation
2022 Stefani, Ilaria
Co-jumps and recursive preferences in portfolio choices
2023 Oliva, Immacolata; Stefani, Ilaria
Dynamic portfolio optimization with stochastic investment opportunities and discontinuities
2024 Stefani, Ilaria
Robustness meets co-jumps: optimal consumption and portfolio choice with derivatives
2024 Oliva, Immacolata; Stefani, Ilaria
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| An overview on dynamic optimal portfolio allocation | 2022 | Stefani, Ilaria | |
| Co-jumps and recursive preferences in portfolio choices | 2023 | Oliva, Immacolata; Stefani, Ilaria | |
| Dynamic portfolio optimization with stochastic investment opportunities and discontinuities | 2024 | Stefani, Ilaria | |
| Robustness meets co-jumps: optimal consumption and portfolio choice with derivatives | 2024 | Oliva, Immacolata; Stefani, Ilaria |