Fulvio Ortu

482 total citations
27 papers, 282 citations indexed

About

Fulvio Ortu is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Fulvio Ortu has authored 27 papers receiving a total of 282 indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 20 papers in Economics and Econometrics and 6 papers in Management Science and Operations Research. Recurrent topics in Fulvio Ortu's work include Stochastic processes and financial applications (17 papers), Financial Markets and Investment Strategies (12 papers) and Economic theories and models (10 papers). Fulvio Ortu is often cited by papers focused on Stochastic processes and financial applications (17 papers), Financial Markets and Investment Strategies (12 papers) and Economic theories and models (10 papers). Fulvio Ortu collaborates with scholars based in Italy, United States and United Kingdom. Fulvio Ortu's co-authors include Anna Rita Bacinello, Andrea Tamoni, Claudio Tebaldi, Carlo A. Favero, Junye Li, Bruno Gérard, Giorgio De Santis, Simone Cerreia‐Vioglio and Mariagiovanna Baccara and has published in prestigious journals such as Review of Financial Studies, European Journal of Operational Research and Journal of Economic Theory.

In The Last Decade

Fulvio Ortu

25 papers receiving 253 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Fulvio Ortu Italy 8 209 200 112 51 45 27 282
Frank Thomas Seifried Germany 12 319 1.5× 235 1.2× 53 0.5× 20 0.4× 146 3.2× 52 403
Daniël Linders Belgium 10 267 1.3× 213 1.1× 110 1.0× 29 0.6× 192 4.3× 46 433
Marcel Rindisbacher United States 12 288 1.4× 220 1.1× 68 0.6× 53 1.0× 55 1.2× 27 370
Sanjay K. Nawalkha United States 12 319 1.5× 113 0.6× 53 0.5× 63 1.2× 42 0.9× 55 359
Pierre‐François Koehl France 5 244 1.2× 136 0.7× 148 1.3× 13 0.3× 66 1.5× 9 320
Kenneth R. Vetzal Canada 12 370 1.8× 100 0.5× 103 0.9× 28 0.5× 61 1.4× 24 463
Martino Grasselli Italy 8 501 2.4× 161 0.8× 243 2.2× 24 0.5× 83 1.8× 11 560
Jörn Saß Germany 11 192 0.9× 122 0.6× 31 0.3× 18 0.4× 106 2.4× 43 261
K. Ben Nowman United Kingdom 13 507 2.4× 240 1.2× 57 0.5× 370 7.3× 45 1.0× 39 644
Iraj Kani United States 6 466 2.2× 137 0.7× 72 0.6× 36 0.7× 33 0.7× 8 478

Countries citing papers authored by Fulvio Ortu

Since Specialization
Citations

This map shows the geographic impact of Fulvio Ortu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Fulvio Ortu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Fulvio Ortu more than expected).

Fields of papers citing papers by Fulvio Ortu

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Fulvio Ortu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Fulvio Ortu. The network helps show where Fulvio Ortu may publish in the future.

Co-authorship network of co-authors of Fulvio Ortu

This figure shows the co-authorship network connecting the top 25 collaborators of Fulvio Ortu. A scholar is included among the top collaborators of Fulvio Ortu based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Fulvio Ortu. Fulvio Ortu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Cerreia‐Vioglio, Simone, et al.. (2023). Multivariate Wold decompositions: a Hilbert A-module approach. Decisions in Economics and Finance. 46(1). 45–96.
2.
Ortu, Fulvio, et al.. (2020). A persistence‐based Wold‐type decomposition for stationary time series. Quantitative Economics. 11(1). 203–230. 17 indexed citations
3.
Favero, Carlo A., et al.. (2018). Implications of Return Predictability for Consumption Dynamics and Asset Pricing. Journal of Business and Economic Statistics. 38(3). 527–541. 3 indexed citations
4.
Ortu, Fulvio, et al.. (2015). Envelope theorems in Banach lattices and asset pricing. Mathematics and Financial Economics. 9(4). 303–323. 2 indexed citations
5.
Favero, Carlo A., et al.. (2012). Implications of Predictability Across Horizons for Asset Pricing Models. SSRN Electronic Journal. 2 indexed citations
6.
Ortu, Fulvio, et al.. (2011). Envelope Theorems in Banach Lattices. SSRN Electronic Journal. 1 indexed citations
7.
Li, Junye, Carlo A. Favero, & Fulvio Ortu. (2010). A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing. SSRN Electronic Journal.
8.
Li, Junye, Carlo A. Favero, & Fulvio Ortu. (2010). A spectral estimation of tempered stable stochastic volatility models and option pricing. Computational Statistics & Data Analysis. 56(11). 3645–3658. 8 indexed citations
9.
Tamoni, Andrea, Fulvio Ortu, & Claudio Tebaldi. (2010). Long Run Risk and the Persistence of Consumption Shocks. SSRN Electronic Journal. 7 indexed citations
10.
Ortu, Fulvio, et al.. (2007). Intertemporal asset pricing and the marginal utility of wealth. SSRN Electronic Journal. 1 indexed citations
11.
Baccara, Mariagiovanna, et al.. (2005). Effective securities in arbitrage-free markets with bid–ask spreads at liquidation: a linear programming characterization. Journal of Economic Dynamics and Control. 30(1). 55–79. 2 indexed citations
12.
Ortu, Fulvio, et al.. (2005). Dynamic versus one-period completeness in event-tree security markets. Economic Theory. 30(1). 191–193. 1 indexed citations
13.
Ortu, Fulvio. (2001). Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads. Decisions in Economics and Finance. 24(2). 79–105. 13 indexed citations
14.
Santis, Giorgio De, Bruno Gérard, & Fulvio Ortu. (2000). Generalized Numeraire Portfolios. RePEc: Research Papers in Economics. 5 indexed citations
15.
Ortu, Fulvio, et al.. (2000). Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets. Mathematical Finance. 10(4). 429–442. 1 indexed citations
16.
Ortu, Fulvio, et al.. (1997). Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets. Journal of Mathematical Economics. 27(3). 283–294. 2 indexed citations
17.
18.
Ortu, Fulvio, et al.. (1996). Existence of Equivalent Martingale Measures in Finite Dimensional Securities Markets. Journal of Economic Theory. 69(1). 262–277. 5 indexed citations
19.
Bacinello, Anna Rita & Fulvio Ortu. (1996). Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results. European Journal of Operational Research. 91(2). 235–249. 10 indexed citations
20.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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