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Barbara Vantaggi

Personal Details

First Name:Barbara
Middle Name:
Last Name:Vantaggi
Suffix:
RePEc Short-ID:pva1039
[This author has chosen not to make the email address public]

Affiliation

Dipartimento di Metodi e modelli per l'economia, il territorio e la finanza (MEMOTEF)
Facoltà di Economia
"Sapienza" Università di Roma

Roma, Italy
https://web.uniroma1.it/memotef/
RePEc:edi:dmrosit (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Petturiti, Davide & Vantaggi, Barbara, 2024. "The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model," European Journal of Operational Research, Elsevier, vol. 314(3), pages 1029-1039.
  2. Andrea Cinfrignini & Davide Petturiti & Barbara Vantaggi, 2023. "Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting," Annals of Operations Research, Springer, vol. 321(1), pages 103-137, February.
  3. Cinfrignini, Andrea & Petturiti, Davide & Vantaggi, Barbara, 2023. "Dynamic bid–ask pricing under Dempster-Shafer uncertainty," Journal of Mathematical Economics, Elsevier, vol. 107(C).
  4. Gianluca Cassese & Pietro Rigo & Barbara Vantaggi, 2020. "A special issue on the mathematics of subjective probability," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 1-2, June.
  5. Giulianella Coletti & Davide Petturiti & Barbara Vantaggi, 2019. "Dutch book rationality conditions for conditional preferences under ambiguity," Annals of Operations Research, Springer, vol. 279(1), pages 115-150, August.
  6. G. Coletti & D. Petturiti & B. Vantaggi, 2014. "Bayesian inference: the role of coherence to deal with a prior belief function," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(4), pages 519-545, November.
  7. Coletti, Giulianella & Gervasi, Osvaldo & Tasso, Sergio & Vantaggi, Barbara, 2012. "Generalized Bayesian inference in a fuzzy context: From theory to a virtual reality application," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 967-980.
  8. Vantaggi, Barbara, 2010. "Incomplete preferences on conditional random quantities: Representability by conditional previsions," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 104-112, September.
  9. Andrea Capotorti & Giulianella Coletti & Barbara Vantaggi, 2008. "Preferences Representable by a Lower Expectation: Some Characterizations," Theory and Decision, Springer, vol. 64(2), pages 119-146, March.
  10. Giulianella Coletti & Barbara Vantaggi, 2006. "Representability of Ordinal Relations on a Set of Conditional Events," Theory and Decision, Springer, vol. 60(2), pages 137-174, May.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Andrea Cinfrignini & Davide Petturiti & Barbara Vantaggi, 2023. "Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting," Annals of Operations Research, Springer, vol. 321(1), pages 103-137, February.

    Cited by:

    1. Cinfrignini, Andrea & Petturiti, Davide & Vantaggi, Barbara, 2023. "Dynamic bid–ask pricing under Dempster-Shafer uncertainty," Journal of Mathematical Economics, Elsevier, vol. 107(C).

  2. Gianluca Cassese & Pietro Rigo & Barbara Vantaggi, 2020. "A special issue on the mathematics of subjective probability," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 1-2, June.

    Cited by:

    1. Pierpaolo Angelini, 2023. "Probability Spaces Identifying Ordinal and Cardinal Utilities in Problems of an Economic Nature: New Issues and Perspectives," Mathematics, MDPI, vol. 11(20), pages 1-22, October.
    2. Fabrizio Maturo & Pierpaolo Angelini, 2023. "Aggregate Bound Choices about Random and Nonrandom Goods Studied via a Nonlinear Analysis," Mathematics, MDPI, vol. 11(11), pages 1-30, May.
    3. Pierpaolo Angelini & Fabrizio Maturo, 2020. "Non-Parametric Probability Distributions Embedded Inside of a Linear Space Provided with a Quadratic Metric," Mathematics, MDPI, vol. 8(11), pages 1-17, October.
    4. Pierpaolo Angelini & Fabrizio Maturo, 2022. "The consumer’s demand functions defined to study contingent consumption plans," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(3), pages 1159-1175, June.

  3. G. Coletti & D. Petturiti & B. Vantaggi, 2014. "Bayesian inference: the role of coherence to deal with a prior belief function," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(4), pages 519-545, November.

    Cited by:

    1. Angelini Pierpaolo & Angela De Sanctis, 2019. "An Essential Analogy Between Coherent Previsions of Random Gains and Well-Behaved Preferences," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 8(3), pages 1-46, November.
    2. Pierpaolo Angelini, 2020. "A Portfolio of Risky Assets and Its Intrinsic Properties," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 12(3), pages 1-61, June.
    3. Angelini, Pierpaolo & Maturo, Fabrizio, 2022. "The price of risk based on multilinear measures," International Review of Economics & Finance, Elsevier, vol. 81(C), pages 39-57.
    4. Angelini Pierpaolo, 2019. "An Original and Additional Mathematical Model Characterizing a Bayesian Approach to Decision Theory," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 11(3), pages 1-13, June.
    5. Pierpaolo Angelini & Fabrizio Maturo, 2020. "Non-Parametric Probability Distributions Embedded Inside of a Linear Space Provided with a Quadratic Metric," Mathematics, MDPI, vol. 8(11), pages 1-17, October.

  4. Coletti, Giulianella & Gervasi, Osvaldo & Tasso, Sergio & Vantaggi, Barbara, 2012. "Generalized Bayesian inference in a fuzzy context: From theory to a virtual reality application," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 967-980.

    Cited by:

    1. G. Coletti & D. Petturiti & B. Vantaggi, 2014. "Bayesian inference: the role of coherence to deal with a prior belief function," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(4), pages 519-545, November.

  5. Vantaggi, Barbara, 2010. "Incomplete preferences on conditional random quantities: Representability by conditional previsions," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 104-112, September.

    Cited by:

    1. Giulianella Coletti & Davide Petturiti & Barbara Vantaggi, 2019. "Dutch book rationality conditions for conditional preferences under ambiguity," Annals of Operations Research, Springer, vol. 279(1), pages 115-150, August.

  6. Andrea Capotorti & Giulianella Coletti & Barbara Vantaggi, 2008. "Preferences Representable by a Lower Expectation: Some Characterizations," Theory and Decision, Springer, vol. 64(2), pages 119-146, March.

    Cited by:

    1. Vantaggi, Barbara, 2010. "Incomplete preferences on conditional random quantities: Representability by conditional previsions," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 104-112, September.

  7. Giulianella Coletti & Barbara Vantaggi, 2006. "Representability of Ordinal Relations on a Set of Conditional Events," Theory and Decision, Springer, vol. 60(2), pages 137-174, May.

    Cited by:

    1. Capotorti, Andrea & Barbanera, Eva, 2012. "Credit scoring analysis using a fuzzy probabilistic rough set model," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 981-994.
    2. Andrea Capotorti & Giulianella Coletti & Barbara Vantaggi, 2008. "Preferences Representable by a Lower Expectation: Some Characterizations," Theory and Decision, Springer, vol. 64(2), pages 119-146, March.
    3. Vantaggi, Barbara, 2010. "Incomplete preferences on conditional random quantities: Representability by conditional previsions," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 104-112, September.

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