Marco Cassader

Valuation of financial derivatives

Marco Cassader, 2014 .

Portfolio selection strategy for fixed income markets with immunization on average

Sergio Ortobelli Lozza, Sebastiano Vitali, Tomás Tichý, 2018, Ann. Oper. Res..

LP active benchmarking strategies based on performance measures and stochastic dominance constraints

Sergio Ortobelli Lozza, Tomáš Tichý, Marco Cassader, 2015 .

Portfolio selection with European call and put options

Valeria Caviezel, Sergio Ortobelli Lozza, Marco Cassader, 2013 .

Reward and risk in the fixed income markets

Sergio Ortobelli Lozza, Sebastiano Vitali, Marco Cassader, 2013 .