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Content
2000, Volume 23, Issue 2
- 101-120 Measuring the set of blocking coalitions in infinite dimensional economies
by Maria Gabriella Graziano - 121-132 A uniqueness theorem for convex-ranged probabilities
by Massimo Marinacci - 133-150 Linearity properties of a three-moments portfolio model
by Flavio Pressacco & Patrizia Stucchi
2000, Volume 23, Issue 1
- 1-13 Testable consequences of economic theory
by Ivar Ekeland - 15-29 Normal approximations by Stein's method
by Yosef Rinott & Vladimir Rotar - 31-52 Volatility estimation from observed option prices
by Phelim P. Boyle & Draviam Thangaraj - 53-74 Decision analysis using targets instead of utility functions
by Robert Bordley & Marco LiCalzi
March 1999, Volume 22, Issue 1
- 5-11 Existence of a convex extension of a preference relation
by Paolo Scapparone - 13-30 On local relative stability of large sistems with small parameters. The example of a classical model of competition
by Luciano Boggio - 31-39 η-Pseudolinearity
by Qamrul Ansari & Siegfried Schaible & Jen-Chih Yao - 41-75 Qualitative parametric optimization for applications
by Piera Mazzoleni - 77-99 Stress testing techniques and value-at-risk measures: A unified approach
by Umberto Cherubini & Giovanni Lunga - 101-108 A note on direct term structure estimation using monotonic splines
by Luca Barzanti & Corrado Corradi - 111-112 Ricordo del Prof. Mario Volpato
by Giovanni Castellani
June 1998, Volume 21, Issue 1
- 3-23 Two stage rationality under risk: Experimental results and perspectives
by Bertrand Munier - 25-48 A three-moment based portfolio selection model
by Andrea Gamba & Francesco Rossi - 49-71 Optimal auctions under collusion of buyers with discrete valuations
by Domenico Menicucci - 73-95 Swap pricing and hedging of general DCFs
by Elisa Luciano - 97-123 Directed hypergraphs as a modelling paradigm
by Giorgio Gallo & Maria Scutellà - 125-146 Pricing dynamic solvency insurance and investment fund protection
by Hans Gerber & Gérard Pafumi - 147-164 Convergence problems in stochastic programming models with probabilistic constraints
by Giovanna Redaelli
September 1997, Volume 20, Issue 2
- 125-131 Monotonicity preserving regression techniques for interest rate term structure estimation: A note
by Luca Barzanti & Corrado Corradi - 133-151 On optimal investiment strategies
by Hans Gerber & Elias Shiu - 153-158 Vitali’s early contribution to non-additive integration
by Massimo Marinacci - 159-168 On the definition of integral of functions of one variable
by Giuseppe Vitali - 169-185 Su Una Estensione Bidimensionale del Teorema di Scomposizione di Peccati
by Flavio Pressacco & Patrizia Stucchi
June 1997, Volume 20, Issue 1
- 3-21 Futures options with futures-style margining in the Gaussian models setting
by Maria Iovino - 23-43 Some new ideas in the concept of financial law
by Salvador Cruz Rambaud - 45-66 Twenty years of fuzzy preference structures (1978–1997)
by Bernard Baets & János Fodor - 67-82 The interbanking liquidity market: Short-time prediction and the central bank reserve management
by Michele Bonollo & Francesco Lisi - 83-98 Retrospective reserves for the insurances of the person in the framework of multistate models
by Annamaria Olivieri - 99-109 Ranking and weak consistency in the A.H.P. context
by Luciano Basile & Livia D’Apuzzo - 111-116 Semicontinuous utility functions in topological spaces
by Romano Isler
March 1996, Volume 19, Issue 1
- 3-14 Alcune nuove nozioni di semicontinuità per multifunzioni
by Roberto Raucci - 15-32 Trasformata inversa di laplace per funzioni positive e problema dei momenti
by Marco Frontini & Aldo Tagliani - 33-38 A geometric property of indifference curves in the (mean-standard deviation) plane
by Fabrizio Cacciafesta - 39-52 Modelli multistato per le assicurazioni di persone: approccio stocastico all'analisi dell'utile con procedimenti simulativi
by Maria Gota - 53-79 Equilibrium with endogenous technological changes: Theory and applications
by Lorenzo Garlappi - 81-94 Una applicazione dell'approccio multistato ai fondi pensione
by Renato Pelessoni & Marco Zecchin - 95-102 A note on principal components and morse theorem
by Cinzia Carota & Ernesto Salinelli - 103-112 Solutions to linear equations depending on a parameter
by Christian Bidard & Neri Salvadori - 113-185 Market economies with many commodities
by Charalambos Aliprantis & Kim Border & Owen Burkinshaw - 187-203 On the aubin-like characterization of competitive equilibria in infinite dimensional economies
by Achille Basile & Anna Simone & Maria Graziano
September 1995, Volume 18, Issue 2
- 105-117 Linear operators, time dominance and IRR
by Francesca Beccacece - 119-129 Test di coerenza per indici statistici di proiezione
by Fernando Bignami - 131-142 Some properties of pseudo P-convex functions
by Monica Bianchi - 143-151 Stock market dynamics with institutional trading
by Angelo Antoci - 153-163 Funzioni scalari affini generalizzate
by Riccardo Cambini - 165-180 A characterization for solutions of stochastic discrete time optimization models
by Fabio Privileggi - 181-198 Some applications of stochastic analysis in financial economics: An outline
by Pio Zanzotto - 199-227 Funzioni di Green per equazioni differenziali ordinarie e applicazioni in finanza
by Elisa Luciano - 229-243 Un approccio unificato alla dominanza temporale
by Andrea Gamba - 245-260 Stratified realization of comparative probabilities
by Paolo Vicig
March 1995, Volume 18, Issue 1
- 3-14 Notes on pareto improvement in incomplete financial markets
by David Cass - 15-31 Learning non-rational expectations equilibria
by Emilio Barucci & Leonardo Landi - 33-45 Un modello matriciale per la dominanza stocastica e stocastico-temporale
by Laura Levi - 47-63 Dini derivatives in optimization — Part III
by Giorgio Giorgi & Sándor Komlósi - 65-74 Approccio di tipo max-min per la determinazione del prezzo psicologico in caso di incertezza
by Roberto Raucci - 75-81 Continuous representations of interval orders based on induced preorders
by Gianni Bosi - 83-89 Monotone generalized differentiability in nonsmooth optimization
by Carla Sutti
September 1994, Volume 17, Issue 2
- 3-20 Continuous and discrete models in finance, in particular for stochastic interest rates
by Hans Bühlmann - 21-32 Recent progresses in Multicriteria Decision-Aid
by Philippe Vincke - 33-39 La teoria HSSB e il concetto di certo equivalente
by Franco Molinari - 41-48 Proprietà analitiche delle soluzioni di un'equazione intergrale della teoria collettiva del rischio
by Antonio Carbone - 49-60 Sulla vitalità di un mercato finanziario
by Giancarlo Costa & Marco Calzi - 61-77 Un metodo di valutazione di un portafoglio assicurativo vita
by Renato Camillo & Marina Marena - 79-92 Ricordo di Giuseppe Ottaviani
by Luciano Daboni
March 1994, Volume 17, Issue 1
- 3-10 Studio delle eliminazioni da una collettività per più case con il metodo simulativo
by Paola Verico - 11-18 On the flexible functional forms
by Francesca Beccacece - 19-33 Una funzione ordinale di benessere sociale
by Alfonso D'errico - 35-52 Nuove classi di funzioni scalari concave generalizzate
by Riccardo Cambini - 53-67 Optimal advertising for selling a product with a nondifferentiable demand function
by Bruno Viscolani - 69-84 A non-parametric statistical model for the control of Italian insurance companies
by Paolo Angelis & Fulvio Gismondi & Riccardo Ottaviani
September 1993, Volume 16, Issue 2
- 3-14 Problemi reciproci ed ottimi paretiani
by Piera Mazzoleni - 15-19 A numerical representation of semiorders on a countable set
by Gianni Bosi - 21-37 Risk aversion in the small and Jensen inequalities
by Luigi Montrucchio & Luisa Tibiletti - 39-58 Multiple patterns in the dynamics of a stock market model
by Marcello Galeotti & Franco Gori - 59-76 Disequilibrium models due to a “learning by doing” process
by Cristiana Mammana & Mauro Galleati - 77-88 A parametric simplex-like algorithm for a fractional programming problem
by Andrea Ellero & Elena Tomasin
March 1993, Volume 16, Issue 1
- 3-15 On local relative stability. With special reference to economic applications
by Luciano Boggio - 17-32 Una classe di funzioni monotone generalizzate
by Monica Bianchi - 33-39 Alcune considerazioni sulle relazioni di indifferenza non transitive
by Eraldo Giuli - 41-71 Insiemi invarianti globalmente attrattivi nell'interazione fra il “mercato dei beni” ed il “mercato della moneta”
by Laura Gardini - 73-86 Project analysis using a linear approach (P.A.U.L.A.)
by Emanuele Carezzano & Maria Giuli & Umberto Magnani - 87-97 Aspetti dinamici di leggi finanziarie scindibili
by Michele Mulazzani - 99-106 Ricordo di Guido Lisei
by Cristina Gosio & Maria Marina
September 1992, Volume 15, Issue 2
- 3-24 Dini derivatives in optimization — Part II
by G. Giorgi & S. Komlósi - 25-45 Optimal control theory and the reelection problem: The rise of a political business cycle
by E. Barucci & P. Zezza - 47-53 Alcune considerazioni a proposito di giudizi di vantaggiosita' che coinvolgono valutazioni finanziarie di flussi monetari certi
by A. Nigro - 55-62 Una disuguaglianza riguardante la funzione gamma incompleta
by L. Cupello - 63-72 The internal financial law set
by B. Viscolani - 73-86 Soluzione ottima esplicita di un particolare problema di programmazione quadratica
by R. Cambini
March 1992, Volume 15, Issue 1
- 3-30 Dini derivatives in optimization — Part I
by G. Giorgi & S. Komlósi - 31-38 On certainty equivalent
by Margherita Cigola - 39-51 On the solutions in rational expectations models
by Marcello Braglia - 53-63 Un modello di controllo ottimo per i margini finanziari
by Rita Pini - 65-78 A generalization of the indiscernibility relation for rough set analysis of quantitative information
by R. Slowinski - 79-92 Un modello non lineare sul funzionamento dei mercati azionari
by Luca Ghezzi
September 1991, Volume 14, Issue 2
- 3-13 The internal rate of return of fuzzy cash flow
by L. Biacino & M. Simonelli - 15-30 About an interactive model for sexual populations
by P. Manfredi & E. Salinelli - 31-57 Reputazione e credibilità di una minaccia in un gioco di contrattazione
by C. Magni & G. Ricci - 59-73 On the decomposition of stochastic discounted cash flows
by F. Beccacece & M. Calzi
March 1991, Volume 14, Issue 1
- 3-7 Approximating the solution of an integral equation arising in the theory of risk: A comment
by C. Corradi - 9-23 Una generalizzazione del modello Inferenziale bayesiano «Poisson-Gamma». Application in assicurazioni malattia
by E. Pitacco - 25-31 Alcune formule valide per lo studio di collettività aperte con rimpiazzo
by F. Cacciafesta - 33-46 Order preserving functions and generalized convexity
by E. Castagnoli & P. Mazzoleni
March 1990, Volume 13, Issue 1
- 3-21 Sulla valutazione di un contratto di interest rate swap
by E. Salinelli - 23-42 Forecasting quarterly movements of the lira/pound-sterling exchange rate: Random walks, drift, seasonality and variable parameters
by A. Pollock - 43-57 Il modello input-output dei prezzi con capitale fisso: Aspetti economici e numerici
by G. Marangoni & C. Sutti - 59-64 Alcune proprieta′ di monotonia generalizzata
by P. Mazzoleni - 65-72 Una luce nuova su una vecchia storia: La “scindibilitá” di Cantelli-insolera e la struttura a termine dei tassi d'interesse
by F. Cacciafesta - 73-85 La rovina del giocatore con dipendenza markoffiana nel processo di alternativa
by L. Vannucci - 87-98 Alcune osservazioni su indici di durata per operazioni finanziarie di scadenza finale aleatoria
by E. Salinelli - 99-110 Sulla scelta tra variabili aleatorie
by F. Molinari - 111-131 Global dynamics in models of fluctuating growth Part I: Two dimensional systems
by M. Galeotti & F. Gori - 133-145 Global dynamics in models of fluctuating growth Part II: Three dimensional systems
by M. Galeotti & F. Gori - 147-161 L'approccio di B. De Finetti per la riassicurazione individuale proporzionale. Modelli semplificati e considerazioni operative
by P. Gigante
September 1979, Volume 2, Issue 2
- 113-126 A generalization of an inequality on binomial coefficients
by Luigi Vannucci - 169-172 The structure of threshold graphs
by Frank Harary
March 1979, Volume 2, Issue 1
- 3-8 On a simple characterisation of threshold graphs
by Paolo Manca - 27-38 On the problems of classification and enumeration in a class of 6-valent planar graphs
by Aldo Ruscitti - 39-52 A general approach to Bayesian analysis of nonparametric problems
by Donato Cifarelli & Eugenio Regazzini - 71-75 The equivalence of the bishop-de leeuw and the pigou dalton order structures of measures
by Georg Pflug
September 1978, Volume 1, Issue 2
- 3-14 The method of entropy maximization
by Carlo Brumat - 33-50 Two combinatorial problems pertaining the partitions of a finite set
by Giulio Diale - 67-80 On associative operations among random variables
by Erio Castagnoli - 81-88 Consistent graphs with signed points
by Lowell Beineke & Frank Harary - 89-98 Product liability, quality control and insurance
by Karl Borch - 101-101 On the class of games of timing of incomplete information
by Augusto Bellieri dei Belliera
March 1978, Volume 1, Issue 1
- 3-6 Presentazione
by Luciano Daboni - 7-38 Estimates of regression coefficient based on gini’s rank association coefficient
by D. Cifarelli - 39-54 Irreversibility and entropy
by Carlo Brumat - 55-69 A balanced arbitration scheme for homogeneous weighted majority games
by Flavio Pressacco - 70-75 On a problem of L. Moser
by E. Aparo - 76-104 On the class of games of timing of incomplete information
by Augusto Bellieri dei Belliera - 105-108 A conjecture on a caracterisation of all 4-connected planar graphs
by Paolo Manca