Ortu Fulvio
Professor
Department of Finance
Bocconi University
Italy
Biography
Dr. ORTU FULVIO is affiliated to Department of Finance, Bocconi University, where Dr. ORTU FULVIO is currently working as Professor. Dr. ORTU FULVIO has authored and co-authored several national and international publications and also working as a reviewer for reputed professional journals. Dr. ORTU FULVIO is having an active association with different societies and academies around the world. Dr. ORTU FULVIO made his mark in the scientific community with the contributions and widely recognition from honourable subject experts around the world. Dr. ORTU FULVIO has received several awards for the contributions to the scientific community. Dr. ORTU FULVIO major research interest involves Theory of Finance: Asset Pricing and Stochastic Discount Factors. Martingale Approach to Pricing Contingent Claims. Term Structure of Interest Rates. Valuation of Corporate Bonds. Insurance: Pricing and Investment Policies for Non-Traditional Life Insurance Products.
Research Interest
Theory of Finance: Asset Pricing and Stochastic Discount Factors. Martingale Approach to Pricing Contingent Claims. Term Structure of Interest Rates. Valuation of Corporate Bonds. Insurance: Pricing and Investment Policies for Non-Traditional Life Insurance Products
Publications
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Envelope Theorems in Banach Lattices and Asset Pricingâ€, with A. Battauz and M. De Donno, Mathematics and Financial Economics, Vol.9, No. 4, 2015
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Long-Run Risk and the Persistence of Consumption Shocksâ€, with A Tamoni and C. Tebaldi The Review of Financial Studies Vol. 26, No. 11, 2013