Content
2017
- 2017-01 Optimum thresholding using mean and conditional mean square error
by José E. Figueroa-López & Cecilia Mancini
2015
- 2015-04 Generically distributed investments on flexible projects and endogenous growth
by Mauro Bambi & Cristina Di Girolami & Salvatore Federico & Fausto Gozzi - 2015-03 Optimal boundary surface for irreversible investment with stochastic costs
by Tiziano De Angelis & Salvatore Federico & Giorgio Ferrari - 2015-02 Truncated Realized Covariance when prices have infinite variation jumps
by Cecilia Mancini - 2015-01 Symmetric majority social choice functions
by Daniela Bubboloni & Michele Gori
2014
- 2014-04 Selecting anonymous, neutral and reversal symmetric minimal majority rules
by Michele Gori - 2014-03 Convergence rate of the Truncated Realized Covariance when prices have infinite variation jumps
by Cecilia Mancini - 2014-02 Symmetric majority rules
by Daniela Bubboloni & Michele Gori - 2014-01 Computing the distribution of the sum of dependent random variables via overlapping hypercubes
by Marcello Galeotti
2013
- 2013-05 Anonymous, neutral and reversal symmetric majority rules
by Daniela Bubboloni & Michele Gori - 2013-04 Fourier estimation of stochastic leverage using high frequency data
by Imma Valentina Curato - 2013-03 Non cancella non. (Una nota sulla impossibilita' di dimostrare la equivalenza della doppia negazione per i sistemi formali del prim’ordine)
by Franco Birardi - 2013-02 Anonymous and neutral majority rules
by Daniela Bubboloni & Michele Gori - 2013-01 Computing the probability measure of a d-dimensional simplex via overlapping hypercubes
by Marcello Galeotti
2012
- 2012-11 Asymptotics for the Fourier estimators of the volatility of volatility and the leverage
by Imma Valentina Curato - 2012-10 Spot Volatility Estimation Using Delta Sequences
by Cecilia Mancini & Vanessa Mattiussi & Roberto Reno' - 2012-09 Measuring the relevance of the microstructure noise in financial data
by Cecilia Mancini - 2012-08 Stochastic dominance for law invariant preferences: The happy story of elliptical distributions
by Matteo Del Vigna - 2012-07 Information revelation in procurement auctions: an equivalence result
by Domenico Colucci & Nicola Doni & Vincenzo Valori - 2012-06 Preferential treatment in procurement auctions through information revelation
by Domenico Colucci & Nicola Doni & Vincenzo Valori - 2012-05 Microstructure effect on firm’s volatility risk
by Flavia Barsotti & Simona Sanfelici - 2012-04 Wage setting and unemployment in a general equilibrium model
by Michele Gori & Antonio Villanacci - 2012-03 Bounded rationality and parameters’ uncertainty in a simple monetary policy model
by Domenico Colucci & Vincenzo Valori - 2012-02 Optimal Capital Structure with Endogenous Default and Volatility Risk
by Flavia Barsotti - 2012-01 A note on the existence of CAPM equilibria with homogeneous Cumulative Prospect Theory preferences
by Matteo Del Vigna
2011
- 2011-10 Corporate Debt Value with Switching Tax Benefits and Payouts
by Flavia Barsotti & Maria Elvira Mancino & Monique Pontier - 2011-09 Market equilibrium with heterogeneous behavioural and classical investors' preferences
by Matteo Del Vigna - 2011-08 Financial market equilibria with heterogeneous agents: CAPM and market segmentation
by Matteo Del Vigna - 2011-07 Ambiguity made easier
by Matteo Del Vigna - 2011-06 Estimation of Quarticity with High Frequency Data
by Maria Elvira Mancino & Simona Sanfelici - 2011-05 Controllability of semilinear Schroedinger equation via low-dimensional source term
by Andrey Sarychev - 2011-04 Good bargains and reputable sellers - An experimental investigation of electronic feedback systems
by Domenico Colucci & Simone Salotti & Vincenzo Valori - 2011-03 Can endogenous participation explain price volatility? Evidence from an agent-based cobweb model
by Domenico Colucci & Vincenzo Valori - 2011-02 Information Disclosure in Procurement Auctions with Horizontally Differentiated Suppliers
by Domenico Colucci & Nicola Doni & Vincenzo Valori - 2011-01 Financial tools for the abatement of traffic congestion: a dynamical analysis
by Angelo Antoci & Marcello Galeotti & Davide Radi
2010
- 2010-11 Sharp three sphere inequality for perturbations of a product of two second order elliptic operators and stability for the Cauchy problem for the anisotropic plate equation
by Antonino Morassi & Edi Rosset & Sergio Vessella - 2010-10 Debt Value and Capital Structure with Firm's Net Cash Payouts
by Flavia Barsotti & Maria Elvira Mancino & Monique Pontier - 2010-09 Endogenous household formation and inefficiency in a general equilibrium model
by Michele Gori - 2010-08 Regularity and Pareto Improving on financial equilibria with endogenous borrowing restrictions
by Michele Gori & Marina Pireddu & Antonio Villanacci - 2010-07 Existence of financial equilibria with endogenous short selling restrictions and real assets
by Michele Gori & Marina Pireddu & Antonio Villanacci - 2010-06 An appraisal of the wealth effect in the US: evidence from pseudo-panel data
by Simone Salotti - 2010-05 Identifying the Brownian Covariation from the Co-Jumps Given Discrete Observations
by Cecilia Mancini & Fabio Gobbi - 2010-04 The Euro-dividend: public debt and interest rates in the Monetary Union
by Simone Salotti & Luigi Marattin - 2010-03 Speed of convergence of the threshold estimator of integrated variance
by Cecilia Mancini - 2010-02 Nonparametric tests for pathwise properties of semimartingales
by Rama Cont & Cecilia Mancini - 2010-01 Reducing inefficiency in public good provision through linking
by Stefano Galavotti
2009
- 2009-10 A note on the law of large numbers in economics
by Patrizia Berti & Michele Gori & Pietro Rigo - 2009-09 Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology
by Mancino Maria Elvira & Simona Sanfelici - 2009-08 Stable Determination of the Discontinuous Conductivity Coefficient of a Parabolic Equation
by Michele Di Cristo & Sergio Vessella - 2009-07 Equivalence, recursive negation and invariance of the mathematical uncertainty predicate
by Franco Birardi - 2009-06 Dynamics in Non-Binding Procurement Auctions with Boundedly Rational Bidders
by Domenico Colucci & Nicola Doni & Vincenzo Valori - 2009-05 Over-exploitation of open-access natural resources and global indeterminacy in an economic growth model
by Angelo Antoci & Marcello Galeotti & Paolo Russu - 2009-04 Environmental options and technological innovation: an evolutionary game model
by Angelo Antoci & Simone Borghesi & Marcello Galeotti - 2009-03 On the Arrow-Hahn utility representation method
by Michele Gori & Giulio Pianigiani - 2009-02 Controlling Multiparticle System on the Line, II - Periodic Case
by Andrey Sarychev - 2009-01 Heterogeneous adaptive expectations and cobweb phenomena
by Domenico Colucci & Vincenzo Valori
2008
- 2008-01 Controlling Multiparticle System on the Line, I
by Andrey Sarychev
2006
- 2006-01 Asset price dynamics when behavioural heterogeneity varies
by Domenico Colucci & Vincenzo Valori
2005
- 2005-01 Ways of learning in a simple economic setting: a comparison
by Domenico Colucci & Vincenzo Valori
2004
- 2004-01 Adaptive learning in the Cobweb with an endogenous gain sequence
by Domenico Colucci & Vincenzo Valori
2003
- 2003-01 The comparison test - Not just for nonnegative series
by Michele Longo & Vincenzo Valori
2001
- 2001-01 Existence and stability of equilibria in OLG models under adaptive expectations
by Michele Longo & Vincenzo Valori
2000
- 2000-01 Nonlinear effects in a discrete-time dynamic model of a stock market
by Gian-Italo Bischi & Vincenzo Valori
1998
- 1998-01 Coverings of the Symmetric and Alternating groups
by Daniela Bubboloni