| Pricing equity-linked life insurance with endogenous minimum guarantees AR Bacinello, F Ortu Insurance: Mathematics and Economics 12 (3), 245-257, 1993 | 199 | 1993 |
| Long-run risk and the persistence of consumption shocks F Ortu, A Tamoni, C Tebaldi The Review of Financial Studies 26 (11), 2876-2915, 2013 | 120 | 2013 |
| Single and periodic premiums for guaranteed equity-linked life insurance under interest-rate risk: the “lognormal+ Vasicek” case AR Bacinello, F Ortu Financial Modelling: Recent Research, 1-25, 1994 | 55 | 1994 |
| Pricing guaranteed securities-linked life insurance under interest rate risk”, Actuarial Approach for Financial Risks, 3rd AFIR International Colloquium, vol. 1, Roma, 1993, p … AR Bacinello, F Ortu Istituto Italiano degli Attuari, 1993 | 40 | 1993 |
| Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results AR Bacinello, F Ortu European Journal of Operational Research 91 (2), 235-249, 1996 | 29 | 1996 |
| A persistence‐based Wold‐type decomposition for stationary time series F Ortu, F Severino, A Tamoni, C Tebaldi Quantitative Economics 11 (1), 203-230, 2020 | 28 | 2020 |
| Arbitrage, linear programming and martingales¶ in securities markets with bid-ask spreads F Ortu Decisions in Economics and Finance 24, 79-105, 2001 | 26 | 2001 |
| Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets B Girotto, F Ortu Journal of Mathematical Economics 27 (3), 283-294, 1997 | 14 | 1997 |
| Existence of equivalent martingale measures in finite dimensional securities markets B Girotto, F Ortu Journal of Economic Theory 69 (1), 262-277, 1996 | 14 | 1996 |
| A spectral estimation of tempered stable stochastic volatility models and option pricing J Li, C Favero, F Ortu Computational Statistics & Data Analysis 56 (11), 3645-3658, 2012 | 11 | 2012 |
| Effective securities in arbitrage-free markets with bid–ask spreads at liquidation: a linear programming characterization M Baccara, A Battauz, F Ortu Journal of Economic Dynamics and Control 30 (1), 55-79, 2006 | 9 | 2006 |
| Implications of return predictability for consumption dynamics and asset pricing CA Favero, F Ortu, A Tamoni, H Yang Journal of Business & Economic Statistics 38 (3), 527-541, 2020 | 8 | 2020 |
| Consumption And Portfolio Policies With Incomplete Markets And Short‐Sale Constraints In The Finite‐Dimensional Case: Some Remarks B Girotto, F Ortu Mathematical Finance 4 (1), 69-73, 1994 | 8 | 1994 |
| Envelope theorems in Banach lattices and asset pricing A Battauz, M De Donno, F Ortu Mathematics and Financial Economics 9, 303-323, 2015 | 7 | 2015 |
| Intertemporal asset pricing and the marginal utility of wealth A Battauz, M De Donno, F Ortu Journal of Mathematical Economics 47 (2), 227-244, 2011 | 5 | 2011 |
| Generalized numeraire portfolios B Gerard, GD Santis, F Ortu Working Paper, 2000 | 5 | 2000 |
| Arbitrage and martingales in securities markets with transaction costs: a linear programming approach F Ortu Technical report, Columbia University Business School, 1996 | 5 | 1996 |
| Optimal asset allocation with heterogeneous persistent shocks and myopic and intertemporal hedging demand D Di Virgilio, F Ortu, F Severino, C Tebaldi Behavioral Finance: The Coming of Age, 57-108, 2019 | 4 | 2019 |
| Implications of return predictability across horizons for asset pricing models CA Favero, F Ortu, A Tamoni, H Yang CEPR Discussion Paper No. DP11645, 2016 | 4 | 2016 |
| Generic existence and robust nonexistence of numeraires in finite dimensional securities markets B Girotto, F Ortu Mathematical Finance 10 (4), 429-442, 2000 | 3 | 2000 |
