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Publications by members of Dipartimento di Statistica e Matematica Applicata "D. De Castro" Università degli Studi di Torino Torino, Italy (Department of Statistics and Applied Mathematics, )
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 2008 Elisa Luciano & Giovanna Nicodano, 2008.
"Ownership links, leverage and credit risk ,"
Carlo Alberto Notebooks
69, Collegio Carlo Alberto.
[Downloadable!] Elisa Luciano & Giovanna Nicodano, 2008.
"Leverage and Value Creation in Holding-Subsidiary Structures ,"
Carlo Alberto Notebooks
95, Collegio Carlo Alberto, revised 2009.
[Downloadable!] Elisa Luciano & Patrizia Semeraro, 2008.
"A Generalized Normal Mean Variance Mixture for Return Processes in Finance ,"
Carlo Alberto Notebooks
97, Collegio Carlo Alberto, revised 2009.
[Downloadable!] Elisa Luciano & Patrizia Semeraro, 2008.
"Multivariate Variance Gamma and Gaussian dependence: a study with copulas ,"
Carlo Alberto Notebooks
96, Collegio Carlo Alberto.
[Downloadable!] Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008.
"Uncertainty Averse Preferences ,"
Carlo Alberto Notebooks
77, Collegio Carlo Alberto.
[Downloadable!] Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008.
"Complete Monotone Quasiconcave Duality ,"
Carlo Alberto Notebooks
80, Collegio Carlo Alberto.
[Downloadable!] Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008.
"Risk Measures: Rationality and Diversification ,"
Carlo Alberto Notebooks
100, Collegio Carlo Alberto.
[Downloadable!] Silvia Salini & Ron Kenett, 2008.
"Relative Linkage Disequilibrium: A New measure for association rules ,"
UNIMI - Research Papers in Economics, Business, and Statistics
1069, Universitá degli Studi di Milano.
[Downloadable!] 2007 Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2007.
"Revealed Ambiguity and Its Consequences: Updating ,"
Carlo Alberto Notebooks
44, Collegio Carlo Alberto.
[Downloadable!] Filippo Fiorani & Elisa Luciano & Patrizia Semeraro, 2007.
"Single and joint default in a structural model with purely discontinuous assets ,"
Carlo Alberto Notebooks
41, Collegio Carlo Alberto.
[Downloadable!] Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2007.
"Modelling Stochastic Mortality for Dependent Lives ,"
CeRP Working Papers
58, Center for Research on Pensions and Welfare Policies, Turin (Italy).
[Downloadable!] Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2007.
"Modelling stochastic mortality for dependent lives ,"
Carlo Alberto Notebooks
43, Collegio Carlo Alberto.
[Downloadable!] Elisa Luciano & Patrizia Semeraro, 2007.
"Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators ,"
Carlo Alberto Notebooks
42, Collegio Carlo Alberto.
[Downloadable!] Elisa Luciano & Luca Regis, 2007.
"Bank Efficiency and Banking Sector Development: the Case of Italy ,"
ICER Working Papers - Applied Mathematics Series
5-2007, ICER - International Centre for Economic Research.
[Downloadable!] Elisa Luciano, 2007.
"Copulas and Dependence models in Credit Risk: Diffusions versus Jumps ,"
ICER Working Papers - Applied Mathematics Series
31-2007, ICER - International Centre for Economic Research.
[Downloadable!] Elisa Luciano & Patrizia Semeraro, 2007.
"Generalized Normal Mean Variance Mixture and Subordinated Brownian Motion ,"
ICER Working Papers - Applied Mathematics Series
42-2007, ICER - International Centre for Economic Research.
[Downloadable!] Elisa Luciano, 2007.
"Copula-Based Default Dependence Modelling: Where Do We Stand? ,"
ICER Working Papers - Applied Mathematics Series
21-2007, ICER - International Centre for Economic Research.
[Downloadable!] Massimo Marinacci & Luigi Montrucchio, 2007.
"Unique Solutions of Some Recursive Equations in Economic Dynamics ,"
Carlo Alberto Notebooks
46, Collegio Carlo Alberto.
[Downloadable!] Massimiliano Amarante & Luigi Montrucchio, 2007.
"Mas-Colell Bargaining Set of Large Games ,"
Carlo Alberto Notebooks
63, Collegio Carlo Alberto.
[Downloadable!] Silvia SALINI & Ron S. KENETT, 2007.
"Bayesian networks of customer satisfaction survey data ,"
Departemental Working Papers
2007-33, Department of Economics University of Milan Italy.
[Downloadable!] 2006 Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006.
"Ambiguity in Asset Markets: Theory and Experiment ,"
Carlo Alberto Notebooks
27, Collegio Carlo Alberto, revised 2009.
[Downloadable!] Elisa Luciano & Elena Vigna, 2006.
"Non mean reverting affne processes for stochastic mortality ,"
Carlo Alberto Notebooks
30, Collegio Carlo Alberto.
[Downloadable!] Elisa Luciano & Wim Schoutens, 2006.
"A Multivariate Jump-Driven Financial Asset Model ,"
Carlo Alberto Notebooks
29, Collegio Carlo Alberto.
[Downloadable!] Filippo Fiorani & Elisa Luciano, 2006.
"Credit risk in pure jump structural models ,"
ICER Working Papers - Applied Mathematics Series
6-2006, ICER - International Centre for Economic Research.
[Downloadable!] Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2006.
"A note on stochastic survival probabilities and their calibration ,"
ICER Working Papers - Applied Mathematics Series
5-2006, ICER - International Centre for Economic Research.
[Downloadable!] Luigi Montrucchio & Patrizia Semeraro, 2006.
"Refinement Derivatives and Values of Games ,"
Carlo Alberto Notebooks
9, Collegio Carlo Alberto.
[Downloadable!] Massimiliano Amarante & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2006.
"Cores of Non-Atomic Market Games ,"
Carlo Alberto Notebooks
13, Collegio Carlo Alberto.
[Downloadable!] Massimo Marinacci & Luigi Montrucchio, 2006.
"On Concavity and Supermodularity ,"
Carlo Alberto Notebooks
5, Collegio Carlo Alberto.
[Downloadable!] 2005 Kim C. Border & Paolo Ghirardato & Uzi Segal, 2005.
"Objective Subjective Probabilities ,"
Boston College Working Papers in Economics
616, Boston College Department of Economics, revised 07 Dec 2005.
[Downloadable!] Border, Kim C. & Ghirardato, Paolo & Segal, Uzi, 2005.
"Objective subjective probabilities ,"
Working Papers
1228, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!] Elisa Luciano & Elena Vigna, 2005.
"Non mean reverting affine processes for stochastic mortality ,"
ICER Working Papers - Applied Mathematics Series
4-2005, ICER - International Centre for Economic Research.
[Downloadable!] Elisa Luciano & Elena Vigna, 2005.
"A note on stochastic survival probabilities and their calibration ,"
ICER Working Papers - Applied Mathematics Series
1-2005, ICER - International Centre for Economic Research.
[Downloadable!] Elisa Luciano & Wim Schoutens, 2005.
"A Multivariate Jump-Driven Financial Asset Model ,"
ICER Working Papers - Applied Mathematics Series
6-2005, ICER - International Centre for Economic Research.
[Downloadable!] Elisa Luciano, 2005.
"Calibrating risk-neutral default correlation ,"
ICER Working Papers - Applied Mathematics Series
12-2005, ICER - International Centre for Economic Research.
[Downloadable!] Massimo Marinacci & Luigi Montrucchio, 2005.
"On convexity and supermodularity ,"
ICER Working Papers - Applied Mathematics Series
3-2005, ICER - International Centre for Economic Research.
[Downloadable!] Luigi Montrucchio & Marco Scarsini, 2005.
"Large Newsvendor Games ,"
Carlo Alberto Notebooks
15, Collegio Carlo Alberto.
[Downloadable!] Massimiliano Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2005.
"Cores of non-atomic market games ,"
Discussion Papers
0506-10, Columbia University, Department of Economics.
[Downloadable!] 2003 Massimo Marinacci & Luigi Montrucchio, 2003.
"Ultramodular functions ,"
ICER Working Papers - Applied Mathematics Series
13-2003, ICER - International Centre for Economic Research.
[Downloadable!] Massimo Marinacci & Luigi Montrucchio, 2003.
"Cores and stable sets of finite dimensional games ,"
ICER Working Papers - Applied Mathematics Series
07-2003, ICER - International Centre for Economic Research.
[Downloadable!] 2002 Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2002.
"Certainty Independence and the Separation of Utility and Beliefs ,"
ICER Working Papers - Applied Mathematics Series
40-2002, ICER - International Centre for Economic Research.
[Downloadable!] Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2002.
"Ambiguity from the Differential Viewpoint ,"
ICER Working Papers - Applied Mathematics Series
17-2002, ICER - International Centre for Economic Research.
[Downloadable!] Aldo Rustichini & John Dickhaut & Paolo Ghirardato & Kip Smith & Jose V. Pardo, 2002.
"A brain imaging study of the choice procedure ,"
CEEL Working Papers
0217, Computable and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
[Downloadable!] Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2002.
"Ambiguity from the Differential Viewpoint ,"
Working Papers
1130, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!] Umberto Cherubini & Elisa Luciano, 2002.
"Pricing Vulnerable Options with Copulas ,"
ICER Working Papers - Applied Mathematics Series
06-2002, ICER - International Centre for Economic Research.
[Downloadable!] Umberto Cherubini & Elisa Luciano, 2002.
"Multivariate Option Pricing with Copulas ,"
ICER Working Papers - Applied Mathematics Series
05-2002, ICER - International Centre for Economic Research.
[Downloadable!] Dirk Tasche & Luisa Tibiletti, 2002.
"A shortcut to sign Incremental Value-at-Risk for risk allocation ,"
Quantitative Finance Papers
cond-mat/0204593, arXiv.org, revised Oct 2002.
[Downloadable!] 2001 Massimo Marinacci & Paolo Ghirardato, 2001.
"Risk, ambiguity, and the separation of utility and beliefs ,"
ICER Working Papers - Applied Mathematics Series
21-2001, ICER - International Centre for Economic Research.
[Downloadable!] Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2001.
"A subjective spin on roulette wheels ,"
ICER Working Papers - Applied Mathematics Series
17-2001, ICER - International Centre for Economic Research, revised Aug 2001.
[Downloadable!] Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo & Siniscalchi, Marciano, 2001.
"A Subjective Spin on Roulette Wheels ,"
Working Papers
1127, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!] Luigi Montrucchio & Fabio Privileggi, 2001.
"On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type ,"
ICER Working Papers - Applied Mathematics Series
05-2001, ICER - International Centre for Economic Research.
[Downloadable!] Massimo Marinacci & Luigi Montrucchio, 2001.
"Subcalculus for set functions and cores of TU games ,"
ICER Working Papers - Applied Mathematics Series
09-2001, ICER - International Centre for Economic Research.
[Downloadable!] Mitra, Tapan & Montrucchio, Luigi & Privileggi, Fabio, 2001.
"The Nature of the Steady State in Models of Optimal Growth Under Uncertainty ,"
Working Papers
01-04, Cornell University, Center for Analytic Economics.
[Downloadable!] 2000 Paolo Ghirardato & Massimo Marinacci, 2000.
"Risk, Ambiguity, and the Separation of Utility and Beliefs ,"
Levine's Bibliography
7616, UCLA Department of Economics.
[Downloadable!] Paolo Ghirardato & Massimo Marinacci, 2000.
"Risk, Ambiguity and the Separation of Utility and Beliefs ,"
Econometric Society World Congress 2000 Contributed Papers
1143, Econometric Society.
[Downloadable!] Ghirardato, Paolo & Katz, Jonathan N., 2000.
"Indecision Theory: Explaining Selective Abstention in Multiple Elections ,"
Working Papers
1106, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!] Ghirardato, Paolo & Marinacci, Massimo, 2000.
"Risk, Ambigity and the Separation of Utility and Beliefs ,"
Working Papers
1085, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!] Ghirardato, Paolo & Marinacci, Massimo, 2000.
"Range Convexity and Ambiguity Averse Preferences ,"
Working Papers
1081, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!] 1999 Ghirardato, Paolo & Marinacci, Massimo, 1999.
"The Impossibility of Compromise: Convexity and Uniqueness in Decision Making Under Risk and Uncertainty ,"
Working Papers
1055, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!] Montrucchio, Luigi & Privileggi, Fabio, 1999.
"On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type ,"
P.O.L.I.S. department's Working Papers
5, Department of Public Policy and Public Choice - POLIS.
[Downloadable!] 1997 Ghirardato, Paolo & Le Breton, Michel, 1997.
"Choquet Rationalizability ,"
Working Papers
1000, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!] Ghirardato, Paolo & Marinacci, M., 1997.
"Ambiguity Made Precise: A Comparative Foundation and Some Implications ,"
Working Papers
1026, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!] 1996 Ghirardato, Paolo, 1996.
"Coping With Ignorance: Unforeseen Contingencies and Non-Additive Uncertainty ,"
Working Papers
945, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!] Ghirardato, Paolo & Klibanoff, Peter & Marinacci, Massimo, 1996.
"Linearity with Multiple Priors ,"
Working Papers
980, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!] 1995 Ghirardato, Paolo, 1995.
"On Independence For Non-Additive Measures, With a Fubini Theorem ,"
Working Papers
940, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!] 1991 Enrico Colombatto & Elisa Luciano & Luca Gargiulo & Pietro Garibaldi & Giuseppe Russo, 1991.
"The External Financing of Brazilian Imports (Special Series on Mixed Credits, in Collaboration with ICEPS) ,"
OECD Development Centre Working Papers
46, OECD, Development Centre.
[Downloadable!] 1988 Montrucchio, L., 1988.
"Dynamical Systems That Solve Continuous-Time Concave Optimization Problems Anything Goes ,"
UFAE and IAE Working Papers
109-89, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
1987 Michele Boldrin & Luigi Montrucchio, 1987.
"The Dynamic Investment Behavior of Firms and Industries in Perfect Foresight Competitive Equilibrium Over Time ,"
UCLA Economics Working Papers
457, UCLA Department of Economics.
[Downloadable!] Michele Boldrin & Luigi Montrucchio, 1987.
"Acyclicity and Dynamic Stability: Generalizations and Applications ,"
Discussion Papers
980, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!] Undated Bernard Dumas & Elisa Luciano, .
"An Exact Solution to the Portfolio Choice Problem Under Transactions Costs (Reprint 019) ,"
Rodney L. White Center for Financial Research Working Papers
41-89, Wharton School Rodney L. White Center for Financial Research.
Journal articles 2009 Martin Eling & Luisa Tibiletti, 2009.
"Good and Bad News on Capital Market Return Ellipticity ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 37(2), pages 209-210, June.
[Downloadable!] (restricted) Farinelli, Simone & Ferreira, Manuel & Rossello, Damiano & Thoeny, Markus & Tibiletti, Luisa, 2009.
"Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio ,"
European Journal of Operational Research ,
Elsevier, vol. 192(1), pages 209-215, January.
[Downloadable!] (restricted) 2008 Kim Border & Paolo Ghirardato & Uzi Segal, 2008.
"Unanimous subjective probabilities ,"
Economic Theory ,
Springer, vol. 34(2), pages 383-387, February.
[Downloadable!] (restricted) Luciano, Elisa & Spreeuw, Jaap & Vigna, Elena, 2008.
"Modelling stochastic mortality for dependent lives ,"
Insurance: Mathematics and Economics ,
Elsevier, vol. 43(2), pages 234-244, October.
[Downloadable!] (restricted) Farinelli, Simone & Tibiletti, Luisa, 2008.
"Sharpe thinking in asset ranking with one-sided measures ,"
European Journal of Operational Research ,
Elsevier, vol. 185(3), pages 1542-1547, March.
[Downloadable!] (restricted) Farinelli, Simone & Ferreira, Manuel & Rossello, Damiano & Thoeny, Markus & Tibiletti, Luisa, 2008.
"Beyond Sharpe ratio: Optimal asset allocation using different performance ratios ,"
Journal of Banking & Finance ,
Elsevier, vol. 32(10), pages 2057-2063, October.
[Downloadable!] (restricted) 2007 Elisa Luciano, 2007.
"Calibrating risk-neutral default correlation ,"
Journal of Risk Finance ,
Emerald Group Publishing, vol. 8(5), pages 450-464, November.
[Downloadable!] (restricted) Montrucchio, Luigi & Scarsini, Marco, 2007.
"Large newsvendor games ,"
Games and Economic Behavior ,
Elsevier, vol. 58(2), pages 316-337, February.
[Downloadable!] (restricted) 2006 Paolo Ghirardato & Jonathan N. Katz, 2006.
"Indecision Theory: Weight of Evidence and Voting Behavior ,"
Journal of Public Economic Theory ,
Association for Public Economic Theory, vol. 8(3), pages 379-399, 08.
[Downloadable!] (restricted) M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006.
"Cores of non-atomic market games ,"
International Journal of Game Theory ,
Springer, vol. 34(3), pages 399-424, October.
[Downloadable!] (restricted) Luisa Tibiletti, 2006.
"A Shortcut Way of Pricing Default Risk Through Zero-Utility Principle ,"
Journal of Risk & Insurance ,
The American Risk and Insurance Association, vol. 73(2), pages 303-308.
[Downloadable!] (restricted) Ron Kenett, 2006.
"On the planning and design of sample surveys ,"
Journal of Applied Statistics ,
Taylor and Francis Journals, vol. 33(4), pages 405-415, May.
[Downloadable!] (restricted) R. Kenett & P. Thyregod, 2006.
"Aspects of statistical consulting not taught by academia ,"
Statistica Neerlandica ,
Netherlands Society for Statistics and Operations Research, vol. 60(3), pages 396-411.
[Downloadable!] (restricted) 2005 Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2005.
"Certainty Independence and the Separation of Utility and Beliefs ,"
Journal of Economic Theory ,
Elsevier, vol. 120(1), pages 129-136, January.
[Downloadable!] (restricted) Rustichini, Aldo & Dickhaut, John & Ghirardato, Paolo & Smith, Kip & Pardo, Jose V., 2005.
"A brain imaging study of the choice procedure ,"
Games and Economic Behavior ,
Elsevier, vol. 52(2), pages 257-282, August.
[Downloadable!] (restricted) Massimo Marinacci & Luigi Montrucchio, 2005.
"Stable cores of large games ,"
International Journal of Game Theory ,
Springer, vol. 33(2), pages 189-213, 06.
[Downloadable!] (restricted) 2004 Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2004.
"Differentiating ambiguity and ambiguity attitude ,"
Journal of Economic Theory ,
Elsevier, vol. 118(2), pages 133-173, October.
[Downloadable!] (restricted) Luigi Montrucchio, 2004.
"Cass transversality condition and sequential asset bubbles ,"
Economic Theory ,
Springer, vol. 24(3), pages 645-663, October.
[Downloadable!] (restricted) Marinacci, Massimo & Montrucchio, Luigi, 2004.
"A characterization of the core of convex games through Gateaux derivatives ,"
Journal of Economic Theory ,
Elsevier, vol. 116(2), pages 229-248, June.
[Downloadable!] (restricted) Luisa Tibiletti, 2004.
"Pricing default risk premium through fear of ruin ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 32(4), pages 356-356, December.
[Downloadable!] (restricted) 2003 Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2003.
"A Subjective Spin on Roulette Wheels ,"
Econometrica ,
Econometric Society, vol. 71(6), pages 1897-1908, November.
[Downloadable!] (restricted) Umberto Cherubini & Elisa Luciano, 2003.
"Pricing and Hedging Credit Derivatives with Copulas ,"
Economic Notes ,
Banca Monte dei Paschi di Siena SpA, vol. 32(2), pages 219-242, 07.
[Downloadable!] (restricted) Luciano, Elisa & Peccati, Lorenzo & Cifarelli, Donato M., 2003.
"VaR as a risk measure for multiperiod static inventory models ,"
International Journal of Production Economics ,
Elsevier, vol. 81(1), pages 375-384, January.
[Downloadable!] (restricted) Marinacci, Massimo & Montrucchio, Luigi, 2003.
"Subcalculus for set functions and cores of TU games ,"
Journal of Mathematical Economics ,
Elsevier, vol. 39(1-2), pages 1-25, February.
[Downloadable!] (restricted) Tapan Mitra & Luigi Montrucchio & Fabio Privileggi, 2003.
"The nature of the steady state in models of optimal growth under uncertainty ,"
Economic Theory ,
Springer, vol. 23(1), pages 39-71, December.
[Downloadable!] (restricted) Luisa Tibiletti & Simone Farinelli, 2003.
"Upside and downside risk with a benchmark ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 31(4), pages 387-387, December.
[Downloadable!] (restricted) 2002 Paolo Ghirardato, 2002.
"research articles : Revisiting Savage in a conditional world ,"
Economic Theory ,
Springer, vol. 20(1), pages 83-92.
[Downloadable!] (restricted) Ghirardato, Paolo & Marinacci, Massimo, 2002.
"Ambiguity Made Precise: A Comparative Foundation ,"
Journal of Economic Theory ,
Elsevier, vol. 102(2), pages 251-289, February.
[Downloadable!] (restricted) U. Cherubini & E. Luciano, 2002.
"Bivariate option pricing with copulas ,"
Applied Mathematical Finance ,
Taylor and Francis Journals, vol. 9(2), pages 69-85, June.
[Downloadable!] (restricted) Luciano, E. & Peccati, L., 2002.
"Stationary optimal lengths for the plant renewal problem ,"
International Journal of Production Economics ,
Elsevier, vol. 78(3), pages 287-293, August.
[Downloadable!] (restricted) 2001 Paolo Ghirardato, 2001.
"research articles : Coping with ignorance: unforeseen contingencies and non-additive uncertainty ,"
Economic Theory ,
Springer, vol. 17(2), pages 247-276.
[Downloadable!] (restricted) Luciano, Elisa & Peccati, Lorenzo, 2001.
"Cycles optimization: The equivalent annuity and the NPV approaches ,"
International Journal of Production Economics ,
Elsevier, vol. 69(1), pages 65-83, January.
[Downloadable!] (restricted) Fusai, Gianluca & Luciano, Elisa, 2001.
"Dynamic value at risk under optimal and suboptimal portfolio policies ,"
European Journal of Operational Research ,
Elsevier, vol. 135(2), pages 249-269, December.
[Downloadable!] (restricted) Elisa Luciano & Robert Kast, 2001.
"A Value at Risk Approach to Background Risk ,"
The Geneva Risk and Insurance Review ,
Palgrave Macmillan Journals, vol. 26(2), pages 91-115, September.
[Downloadable!] (restricted) Montrucchio, Luigi & Privileggi, Fabio, 2001.
"On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type ,"
Journal of Economic Theory ,
Elsevier, vol. 101(1), pages 158-188, November.
[Downloadable!] (restricted) 2000 Paolo Ghirardato & Massimo Marinacci, 2000.
"research articles : The impossibility of compromise: some uniqueness properties of expected utility preferences ,"
Economic Theory ,
Springer, vol. 16(2), pages 245-258.
[Downloadable!] (restricted) Ghirardato, Paolo & Le Breton, Michel, 2000.
"Choquet Rationality ,"
Journal of Economic Theory ,
Elsevier, vol. 90(2), pages 277-285, February.
[Downloadable!] (restricted) 1999 Luciano, Elisa & Peccati, Lorenzo, 1999.
"Capital structure and inventory management:: The temporary sale price problem ,"
International Journal of Production Economics ,
Elsevier, vol. 59(1-3), pages 169-178, March.
[Downloadable!] (restricted) Luciano, Elisa & Peccati, Lorenzo, 1999.
"Some basic problems in inventory theory: The financial perspective ,"
European Journal of Operational Research ,
Elsevier, vol. 114(2), pages 294-303, April.
[Downloadable!] (restricted) Maria Luisa Gota & Luigi Montrucchio, 1999.
"On Lipschitz continuity of policy functions in continuous-time optimal growth models ,"
Economic Theory ,
Springer, vol. 14(2), pages 479-488.
[Downloadable!] (restricted) Luisa Tibiletti, 1999.
"The paradox of tax full compliance: A solution ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 27(3), pages 356-356, September.
[Downloadable!] (restricted) Göran Skogh & Luisa Tibiletti, 1999.
"Compensation of Uncertain Lost Earnings ,"
European Journal of Law and Economics ,
Springer, vol. 8(1), pages 51-61, July.
[Downloadable!] (restricted) 1998 Ghirardato, Paolo & Klibanoff, Peter & Marinacci, Massimo, 1998.
"Additivity with multiple priors ,"
Journal of Mathematical Economics ,
Elsevier, vol. 30(4), pages 405-420, November.
[Downloadable!] (restricted) Elisa Luciano, 1998.
"Swap pricing and hedging of general DCFs ,"
Decisions in Economics and Finance ,
Springer, vol. 21(1), pages 73-95, June.
[Downloadable!] (restricted) Montrucchio, Luigi, 1998.
"Thompson metric, contraction property and differentiability of policy functions ,"
Journal of Economic Behavior & Organization ,
Elsevier, vol. 33(3-4), pages 449-466, January.
[Downloadable!] (restricted) 1997 Ghirardato, Paolo, 1997.
"On Independence for Non-Additive Measures, with a Fubini Theorem ,"
Journal of Economic Theory ,
Elsevier, vol. 73(2), pages 261-291, April.
[Downloadable!] (restricted) Gallo, Paolo & Luciano, Elisa & Peccati, Lorenzo, 1997.
"Revision of industrial supply conditions and game theory ,"
International Journal of Production Economics ,
Elsevier, vol. 49(1), pages 17-28, March.
[Downloadable!] (restricted) 1996 Montrucchio, Luigi & Sorger, Gerhard, 1996.
"Topological entropy of policy functions in concave dynamic optimization models ,"
Journal of Mathematical Economics ,
Elsevier, vol. 25(2), pages 181-194.
[Downloadable!] (restricted) Ron S. Kenett, Moshe Pollak, 1996.
"Data-analytic aspects of the Shiryayev-Roberts control chart: surveillance of a non-homogeneous Poisson process ,"
Journal of Applied Statistics ,
Taylor and Francis Journals, vol. 23(1), pages 125-138, February.
[Downloadable!] (restricted) 1995 Elisa Luciano, 1995.
"Funzioni di Green per equazioni differenziali ordinarie e applicazioni in finanza ,"
Decisions in Economics and Finance ,
Springer, vol. 18(2), pages 199-227, September.
[Downloadable!] (restricted) Montrucchio, Luigi, 1995.
"A turnpike theorem for continuous-time optimal-control models ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 19(3), pages 599-619, April.
[Downloadable!] (restricted) Montrucchio, Luigi, 1995.
"A New Turnpike Theorem for Discounted Programs ,"
Economic Theory ,
Springer, vol. 5(3), pages 371-82, May.
Boldrin Michele & Montrucchio Luigi, 1995.
"Acyclicity and Dynamic Stability: Generalizations and Applications ,"
Journal of Economic Theory ,
Elsevier, vol. 65(2), pages 303-326, April.
[Downloadable!] (restricted) Luisa Tibiletti, 1995.
"Beneficial changes in random variables via copulas: An application to insurance ,"
The Geneva Risk and Insurance Review ,
Palgrave Macmillan Journals, vol. 20(2), pages 191-202, December.
[Downloadable!] (restricted) Agnihothri, Saligrama R. & Kenett, Ron S., 1995.
"The impact of defects on a process with rework ,"
European Journal of Operational Research ,
Elsevier, vol. 80(2), pages 308-327, January.
[Downloadable!] (restricted) 1994 Montrucchio, Luigi, 1994.
"The neighbourhood turnpike property for continuous-time optimal growth models ,"
Ricerche Economiche ,
Elsevier, vol. 48(3), pages 213-224, September.
[Downloadable!] (restricted) 1993 Luigi Montrucchio & Luisa Tibiletti, 1993.
"Risk aversion in the small and Jensen inequalities ,"
Decisions in Economics and Finance ,
Springer, vol. 16(2), pages 21-37, September.
[Downloadable!] (restricted) 1991 Dumas, Bernard & Luciano, Elisa, 1991.
" An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs ,"
Journal of Finance ,
American Finance Association, vol. 46(2), pages 577-95, June.
[Downloadable!] (restricted) Montrucchio, Luigi & Peccati, Lorenzo, 1991.
"A note on Shiu--Fisher--Weil immunization theorem ,"
Insurance: Mathematics and Economics ,
Elsevier, vol. 10(2), pages 125-131, July.
[Downloadable!] (restricted) 1988 Boldrin, Michele & Montrucchio, Luigi, 1988.
"Acyclicity and Stability of Intertemporal Optimization Models ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(1), pages 137-46, February.
[Downloadable!] (restricted) 1987 Dana, Rose-Anne & Montrucchio, Luigi, 1987.
"On rational dynamic strategies in infinite horizon models where agents discount the future ,"
Journal of Economic Behavior & Organization ,
Elsevier, vol. 8(3), pages 497-511, September.
[Downloadable!] (restricted) Montrucchio, Luigi, 1987.
"Lipschitz continuous policy functions for strongly concave optimization problems ,"
Journal of Mathematical Economics ,
Elsevier, vol. 16(3), pages 259-273, June.
[Downloadable!] (restricted) 1986 Boldrin, Michele & Montrucchio, Luigi, 1986.
"On the indeterminacy of capital accumulation paths ,"
Journal of Economic Theory ,
Elsevier, vol. 40(1), pages 26-39, October.
[Downloadable!] (restricted) Dana, Rose-Anne & Montrucchio, Luigi, 1986.
"Dynamic complexity in duopoly games ,"
Journal of Economic Theory ,
Elsevier, vol. 40(1), pages 40-56, October.
[Downloadable!] (restricted) Did you know? It is the publishers that input data about their publications, as there is no staff at RePEc.
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