Content
2011
- 206 The power of diversity over large solution spaces
by Marco LiCalzi & Oktay Surucu
2010
- 205 Preliminary Studies on a Variant of TSP for Servicing Printers and Copiers
by Daniela Favaretto & Paola Pellegrini - 204 Identity, reputation and social interaction with an application to sequential voting
by Emilio Barucci & Marco Tolotti - 203 Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements
by Antonella Campana & Paola Ferretti - 202 Learning Cancellation Strategies in a Continuous Double Auction Market
by Lucia Milone - 201 Relative performance of SRI equity funds: An analysis of European funds using Data Envelopment Analysis
by Antonella Basso & Stefania Funari - 200 An Ordinal Approach to Risk Measurement
by Marta Cardin & Miguel Couceiro - 199 Lying for the Greater Good: Bounded Rationality in a Team
by Oktay Surucu - 198 Extracting Implied Dividends from Options Prices: some Applications to the Italian Derivatives Market
by Martina Nardon & Paolo Pianca - 197 Airport slot allocation in Europe: economic efficiency and fairness
by Lorenzo Castelli & Paola Pellegrini & Raffaele Pesenti - 196 Convergence of outcomes and evolution of strategic behavior in double auctions
by Shira Fano & Marco Li Calzi & Paolo Pellizzari
2009
- 195 Implied volatilities of American options with cash dividends: an application to Italian Derivatives Market (IDEM)
by Martina Nardon & Paolo Pianca - 194 Optimal investment in age-structured goodwill
by Silvia Faggian & Luca Grosset - 193 Portfolio management with minimum guarantees: some modeling and optimization issues
by Diana Barro & Elio Canestrelli - 192 Bounds on the speed and on regeneration times for certain processes on regular trees
by Andrea Collevecchio & Tom Schmitz - 191 Allocating Air Traffic Flow Management Slots
by Lorenzo Castelli & Raffaele Pesenti & Andrea Ranieri - 190 Some effects of transaction taxes under different microstructures
by Paolo Pellizzari & Frank Westerhoff - 189 The dynamics of social interaction with agents’ heterogeneity
by Emilio Barucci & Marco Tolotti - 188 Mutual funds flows and the "Sheriff of Nottingham" effect
by Lucia Milone & Paolo Pellizzari - 187 Symmetric Equilibria in Double Auctions with Markdown Buyers and Markup Sellers
by Roberto Cervone & Stefano Galavotti & Marco LiCalzi
2008
- 186 Credit contagion in a network of firms with spatial interaction
by Diana Barro & Antonella Basso - 185 What Sequences obey Benford's Law ?
by Marco Corazza & Andrea Ellero & Alberto Zorzi - 184 Limit Theorems for Reinforced Jump Processes on Regular Trees
by Andrea Collevecchio - 183 Multivariate dependence modeling using copulas
by Marta Cardin & Maddalena Manzi - 182 Equilibrium Points for Optimal Investment with Vintage Capital
by Silvia Faggian - 181 Maximum Principle for Boundary Control Problems Arising in Optimal Investment with Vintage Capital
by Silvia Faggian - 180 A Modified Galam's Model
by Andrea Ellero & Giovanni Fasano & Annamaria Sorato - 179 Notes on a 3-term Conjugacy Recurrence for the Iterative Solution of Symmetric Linear Systems
by Giovanni Fasano - 178 An efficient binomial approach to the pricing of options on stocks with cash dividends
by Martina Nardon & Paolo Pianca - 177 An MCDA-based Approach for Creditworthiness Assessment
by Marco Corazza & Stefania Funari & Federico Siviero - 176 Modelling smoothly the joint effect of several advertising media on sales in a homogeneous market
by Annamaria Sorato & Bruno Viscolani - 175 What do distortion risk measures tell us on excess of loss reinsurance with reinstatements ?
by Antonella Campana & Paola Ferretti - 174 Optimal investment models with vintage capital: Dynamic Programming approach
by Silvia Faggian & Fausto Gozzi - 173 A new algorithm for the 2-period Balanced Traveling Salesman Problem in Euclidean graphs
by Tatiana Bassetto & Francesco Mason - 172 Tracking error with minimum guarantee constraints
by Diana Barro & Elio Canestrelli - 171 A network of business relations to model counterparty risk
by Diana Barro & Antonella Basso - 170 Fuzzy interval net present value
by Marco Corazza & Silvio Giove - 169 Exploration in stochastic algorithms: An application on MAX-MIN Ant System
by Paola Pellegrini & Elena Moretti & Daniela Favaretto - 168 Allocative efficiency and traders' protection under zero intelligence behavior
by Marco LiCalzi & Lucia Milone & Paolo Pellizzari - 167 Leading advertisers efficiency evaluated by data envelopment analysis
by Andrea Ellero & Stefania Funari & Elena Moretti - 166 Multivariate measures of positive dependence
by Marta Cardin - 165 Some proposals about multivariate risk measurement
by Marta Cardin & Elisa Pagani - 164 Zero-Intelligence Trading without Resampling
by Marco LiCalzi & Paolo Pellizzari - 163 Urn-based models for dependent credit risks and their calibration through EM algorithm
by Riccardo Gusso & Uwe Schmock - 162 A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio
by Antonella Basso & Riccardo Gusso - 161 On Efficient Trading Mechanisms with Ex-Post Individually Rational Traders
by Stefano Galavotti - 160 Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs
by Sergiy Gerasymchuk
2007
- 159 Aggregation functions: an approach using copulae
by Marta Cardin & Maddalena Manzi - 158 A fractional optimal control problem for maximizing advertising efficiency
by Igor Bykadorov & Andrea Ellero & Stefania Funari & Elena Moretti - 157 Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance
by Giuseppe De Nadai & Paolo Pianca - 156 On non-monotonic Choquet integrals as aggregation functions
by Marta Cardin & Silvio Giove - 155 Advertising and production of a seasonal good for a heterogeneous market: from total segment separability to real media
by Daniela Favaretto & Bruno Viscolani - 154 The 2-period balanced traveling salesman problem
by Tatiana Bassetto & Francesco Mason - 153 DEA models for ethical and non ethical mutual funds with negative data
by Antonella Basso & Stefania Funari - 152 Efficient Egalitarian Equivalent Allocations over a Single Good
by Marco LiCalzi & Antonio Nicolo - 151 Which market protocols facilitate fair trading?
by Marco LiCalzi & Paolo Pellizzari - 150 Mean-Variance Portfolio Selection with Reference Dependent Preferences
by Sergiy Gerasymchuk - 149 Asset price dynamics with small world interactions under hetereogeneous beliefs
by Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov
2006
- 148 A solving tool for fuzzy quadratic optimal control problems
by Silvio Giove & Paolo Bortot - 147 On the efficient application of the repeated Richardson extrapolation technique to option pricing
by Luca Barzanti & Corrado Corradi & Martina Nardon - 146 On Bounds for Concave Distortion Risk Measures for Sums of Risks
by Antonella Campana & Paola Ferretti - 145 Simulation techniques for generalized Gaussian densities
by Martina Nardon & Paolo Pianca - 144 Incomplete pairwise comparison and consistency optimization
by Michele Fedrizzi & Silvio Giove - 143 A credit contagion model for loan portfolios in a network of firms with spatial interaction
by Diana Barro & Antonella Basso - 142 On the characterization of convex premium principles
by Marta Cardin & Graziella Pacelli - 141 Financial trading systems: Is recurrent reinforcement the via?
by Francesco Bertoluzzo & Marco Corazza - 140 A comparison of different trading protocols in an agent-based market
by Paolo Pellizzari & Arianna Dal Forno - 139 A copula-based approach to aggregation functions
by Marta Cardin & Maddalena Manzi - 138 Selection matters
by Paolo Pin - 137 Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests
by Marco Corazza & A.G. Malliaris & Elisa Scalco - 136 Simple Market Protocols for Efficient Risk Sharing
by Marco LiCalzi & Paolo Pellizzari - 135 Learning and equilibrium selection in a coordination game with heterogeneous agents
by Alberto Fogale & Paolo Pellizzari & Massimo Warglien - 134 The allocative effectiveness of market protocols under intelligent trading
by Marco LiCalzi & Paolo Pellizzari