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by members of

Dipartimento di Matematica per le Decisioni
Facoltà di Economia
Università degli Studi di Firenze
Firenze, Italy

(Department of Decision Mathematics, Faculty of Economics, University of Florence))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2013

  1. Michele Gori & Daniela Bubboloni, 2013. "Anonymous and neutral majority rules," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2013-02, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Oct 2013.

2012

  1. Domenico Colucci & Vincenzo Valori, 2012. "Bounded rationality and parameters’ uncertainty in a simple monetary policy model," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2012-03, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  2. Domenico Colucci & Nicola Doni & Vincenzo Valori, 2012. "Information revelation in procurement auctions: an equivalence result," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2012-07, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  3. Domenico Colucci & Nicola Doni & Vincenzo Valori, 2012. "Preferential treatment in procurement auctions through information revelation," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2012-06, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  4. Flavia Barsotti, 2012. "Optimal Capital Structure with Endogenous Default and Volatility Risk," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2012-02, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  5. Flavia Barsotti & Simona Sanfelici, 2012. "Microstructure effect on firm’s volatility risk," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2012-05, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2011

  1. Domenico Colucci & Nicola Doni & Vincenzo Valori, 2011. "Information Disclosure in Procurement Auctions with Horizontally Differentiated Suppliers," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2011-02, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  2. Domenico Colucci & Vincenzo Valori, 2011. "Can endogenous participation explain price volatility? Evidence from an agent-based cobweb model," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2011-03, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  3. Domenico Colucci & Simone Salotti & Vincenzo Valori, 2011. "Good bargains and reputable sellers - An experimental investigation of electronic feedback systems," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2011-04, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  4. Maria Elvira Mancino & Simona Sanfelici, 2011. "Estimation of Quarticity with High Frequency Data," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2011-06, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Jan 2012.
  5. Flavia Barsotti & Maria Elvira Mancino & Monique Pontier, 2011. "Corporate Debt Value with Switching Tax Benefits and Payouts," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2011-10, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2010

  1. Flavia Barsotti & Maria Elvira Mancino & Monique Pontier, 2010. "Debt Value and Capital Structure with Firm's Net Cash Payouts," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2010-10, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2009

  1. Domenico Colucci & Nicola Doni & Vincenzo Valori, 2009. "Dynamics in Non-Binding Procurement Auctions with Boundedly Rational Bidders," Working Papers - Economics wp2009_03.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  2. Domenico Colucci & Vincenzo Valori, 2009. "Heterogeneous adaptive expectations and cobweb phenomena," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2009-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  3. Franco Birardi, 2009. "Equivalence, recursive negation and invariance of the mathematical uncertainty predicate," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2009-07, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  4. Mancino Maria Elvira & Simona Sanfelici, 2009. "Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2009-09, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2008

  1. S. Sanfelici & M. E. Mancino, 2008. "Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise," Economics Department Working Papers 2008-ME01, Department of Economics, Parma University (Italy).

2006

  1. Domenico Colucci & Vincenzo Valori, 2006. "Asset price dynamics when behavioural heterogeneity varies," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2006-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2005

  1. Villanacci, Antonio & Zenginobuz, Unal, 2005. "Subscription equilibria with public production: Existence and regularity," MPRA Paper 132, University Library of Munich, Germany, revised 21 Sep 2006.
  2. Domenico Colucci & Vincenzo Valori, 2005. "Ways of learning in a simple economic setting: a comparison," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2005-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2004

  1. Villanacci, Antonio & Zenginobuz, Unal, 2004. "Pareto improving interventions in a general equilibrium model with private provision of public goods," MPRA Paper 183, University Library of Munich, Germany, revised 07 Jun 2006.
  2. Domenico Colucci & Vincenzo Valori, 2004. "Generalised Fading Memory Learning in a Cobweb Model: some evidence," Computing in Economics and Finance 2004, Society for Computational Economics 272, Society for Computational Economics.
  3. Domenico Colucci & Vincenzo Valori, 2004. "Adaptive learning in the Cobweb with an endogenous gain sequence," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2004-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  4. M. E. Mancino & S. Ogawa & S. Sanfelici, 2004. "A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model," Economics Department Working Papers 2004-ME01, Department of Economics, Parma University (Italy).

2003

  1. Michele Longo & Vincenzo Valori, 2003. "The comparison test - Not just for nonnegative series," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2003-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2001

  1. Villanacci, Antonio & Zenginobuz, Unal, 2001. "On the neutrality of redistribution in a general equilibrium model with public goods," MPRA Paper 190, University Library of Munich, Germany, revised 09 Aug 2005.
  2. CITANNA, Alessandro & CRES, Herve & DREZE, Jacques & HERINGS, Jean-Jacques & VILLANACCI, Antonio, 2001. "Continua of underemployment equilibria reflecting coordination failures, also at Walrasian prices," Les Cahiers de Recherche 732, HEC Paris.
  3. Domenico Colucci & V. Valori, 2001. "Error learning behaviour and stability revisited," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance 1A.1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Michele Longo & Vincenzo Valori, 2001. "Existence and stability of equilibria in OLG models under adaptive expectations," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2001-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2000

  1. Vincenzo Valori & Emilio Barucci, 2000. "Monetary Authorities' Forecasts And The Inflation Targeting Monetary Policy," Computing in Economics and Finance 2000, Society for Computational Economics 201, Society for Computational Economics.
  2. Domenico Colucci & Vicenzo Valori, 2000. "Expectations Of Learning Agents And Stability Of Perfect Foresight Equilibria In Discrete Time Dynamic Economic Models," Computing in Economics and Finance 2000, Society for Computational Economics 218, Society for Computational Economics.
  3. Gian-Italo Bischi & Vincenzo Valori, 2000. "Nonlinear effects in a discrete-time dynamic model of a stock market," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2000-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

1998

  1. Alessandro Citanna & Antonio Villanacci, 1998. "Existence and Regularity of Partially Revealing Rational Expectations Equilibrium with Finite Signal Spaces," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 249, Carnegie Mellon University, Tepper School of Business.
  2. Daniela Bubboloni, 1998. "Coverings of the Symmetric and Alternating groups," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 1998-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

1997

  1. Alessandro Citanna & Antonio Villanacci, 1997. "Production, pooling and endogenous market incompleteness," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 137, Carnegie Mellon University, Tepper School of Business.
  2. Alessandro Citanna & Antonio Villanacci, 1997. "Competitive equilibrium with moral hazard in economies with multiple commodities," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 136, Carnegie Mellon University, Tepper School of Business.

Undated

  1. Alessandro Citanna & Antonio Villanacci, . ""Financial Innovation and Expectations''," CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences 95-01, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
  2. Alessandro Citanna & Antonio Villanacci, . "Incomplete markets, allocative efficiency and the information revealed by prices," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 10, Carnegie Mellon University, Tepper School of Business.
  3. Alessandro Citanna & Herve Cres & Antonio Villanacci, . "Underemployment of resources and self-fulfilling beliefs: Nonwalrasian allocations at walrasian prices," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 11, Carnegie Mellon University, Tepper School of Business.
  4. Emilio Barucci & Maria Elvira Mancino, . "Pricing and Hedging Contingent Claims via Malliavin Calculus," Computing in Economics and Finance 1997, Society for Computational Economics 28, Society for Computational Economics.

Journal articles

2012

  1. Colucci, Domenico & Doni, Nicola & Valori, Vincenzo, 2012. "Preferential treatment in procurement auctions through information revelation," Economics Letters, Elsevier, Elsevier, vol. 117(3), pages 883-886.
  2. Emilio Barucci & Davide Magno & Maria Elvira Mancino, 2012. "Fourier volatility forecasting with high-frequency data and microstructure noise," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(2), pages 281-293, September.
  3. Maria Elvira Mancino & Simona Sanfelici, 2012. "Estimation of quarticity with high-frequency data," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(4), pages 607-622, December.
  4. Flavia Barsotti & Maria Elvira Mancino & Monique Pontier, 2012. "The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 41(3), pages 115-144, November.

2011

  1. Colucci, Domenico & Valori, Vincenzo, 2011. "Adaptive expectations and cobweb phenomena: Does heterogeneity matter?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(8), pages 1307-1321, August.
  2. Domenico Colucci & Vincenzo Valori, 2011. "Can Endogenous Participation Explain Price Volatility? Evidence from an Agent-Based Cobweb Model," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 38(3), pages 425-437, October.
  3. Maria Elvira Mancino & Simona Sanfelici, 2011. "Estimating Covariance via Fourier Method in the Presence of Asynchronous Trading and Microstructure Noise," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(2), pages 367-408, Spring.

2010

  1. Emilio Barucci & Maria Elvira Mancino, 2010. "Computation Of Volatility In Stochastic Volatility Models With High Frequency Data," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 13(05), pages 767-787.

2008

  1. Domenico Colucci & Vincenzo Valori, 2008. "Asset Price Dynamics When Behavioural Heterogeneity Varies," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 32(1), pages 3-20, September.
  2. Mancino, M.E. & Sanfelici, S., 2008. "Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 52(6), pages 2966-2989, February.

2007

  1. Antonio Villanacci & Ünal Zenginobuz, 2007. "On the Neutrality of Redistribution in a General Equilibrium Model with Public Goods," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 9(2), pages 183-200, 04.

2006

  1. Elena Mercato & Antonio Villanacci, 2006. "Taxes and money in incomplete financial markets," Decisions in Economics and Finance, Springer, Springer, vol. 29(1), pages 23-54, 05.
  2. Villanacci, Antonio & Zenginobuz, E. Unal, 2006. "Subscription equilibria with public production: Existence and regularity," Research in Economics, Elsevier, Elsevier, vol. 60(4), pages 199-215, December.

2005

  1. Villanacci, Antonio & Zenginobuz, E.Unal, 2005. "Existence and regularity of equilibria in a general equilibrium model with private provision of a public good," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 617-636, August.
  2. Colucci, Domenico & Valori, Vincenzo, 2005. "Error learning behaviour and stability revisited," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(3), pages 371-388, March.
  3. Maria Elvira Mancino & Roberto Reno, 2005. "Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis," Applied Mathematical Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(2), pages 187-199.

2004

  1. Alessandro Citanna & Antonio Villanacci, 2004. "Pooling and endogenous market incompleteness," Economic Theory, Springer, Springer, vol. 24(3), pages 549-560, October.

2003

  1. Emilio Barucci & Paul Malliavin & Maria Elvira Mancino & Roberto Ren� & Anton Thalmaier, 2003. "The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 13(1), pages 17-35.

2002

  1. Citanna, Alessandro & Villanacci, Antonio, 2002. "Competitive equilibrium with moral hazard in economies with multiple commodities," Journal of Mathematical Economics, Elsevier, vol. 38(1-2), pages 117-147, September.
  2. Maria Elvira Mancino & Paul Malliavin, 2002. "Fourier series method for measurement of multivariate volatilities," Finance and Stochastics, Springer, Springer, vol. 6(1), pages 49-61.

2001

  1. Citanna, Alessandro & Cres, Herve & Dreze, Jacques & Herings, P. Jean-Jacques & Villanacci, Antonio, 2001. "Continua of underemployment equilibria reflecting coordination failures, also at Walrasian prices," Journal of Mathematical Economics, Elsevier, vol. 36(3), pages 169-200, December.
  2. Cass, David & Siconolfi, Paolo & Villanacci, Antonio, 2001. "Generic regularity of competitive equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 61-76, September.
  3. Antonelli, Fabio & Barucci, Emilio & Mancino, Maria Elvira, 2001. "Asset pricing with a forward-backward stochastic differential utility," Economics Letters, Elsevier, Elsevier, vol. 72(2), pages 151-157, August.

2000

  1. Citanna, Alessandro & Villanacci, Antonio, 2000. "Incomplete Markets, Allocative Efficiency, and the Information Revealed by Prices," Journal of Economic Theory, Elsevier, Elsevier, vol. 90(2), pages 222-253, February.
  2. Citanna, Alessandro & Villanacci, Antonio, 2000. "Existence and regularity of partially revealing rational expectations equilibrium in finite economies," Journal of Mathematical Economics, Elsevier, vol. 34(1), pages 1-26, August.

1998

  1. Atsushi Kajii & Antonio Villanacci & Alessandro Citanna, 1998. "Constrained suboptimality in incomplete markets: a general approach and two applications," Economic Theory, Springer, Springer, vol. 11(3), pages 495-521.

1992

  1. Suda, Shinichi & Tallon, Jean-Marc & Villanacci, Antonio, 1992. "Real Indeterminacy of Equilibria in a Sunspot Economy with Inside Money," Economic Theory, Springer, Springer, vol. 2(3), pages 309-19, July.

1991

  1. Siconolfi, P & Villanacci, A, 1991. "Real Indeterminacy in Incomplete Financial Market Economies without Aggregate Risk," Economic Theory, Springer, Springer, vol. 1(3), pages 265-76, July.