Publications

by members of

Dipartimento di Matematica Applicata
Facoltà di Economia
Università degli Studi di Venezia "Ca' Foscari"
Venezia, Italy

(Department of Applied Mathematics, Faculty of Economics, )

Working papers

2009

1. Roberto Cervone & Stefano Galavotti & Marco LiCalzi, 2009. "Symmetric Equilibria in Double Auctions with Markdown Buyers and Markup Sellers," Working Papers 187, Department of Applied Mathematics, University of Venice. [Downloadable!]
2. Ron Bird & Lorenzo Casavecchia & Paolo Pellizzari & Paul Woolley, 2009. "The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients," Working Paper Series 3, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney. [Downloadable!]
3. Lucia Milone & Paolo Pellizzari, 2009. "Mutual funds flows and the "Sheriff of Nottingham" effect," Working Papers 188, Department of Applied Mathematics, University of Venice. [Downloadable!]
4. Carl Chiarella & Xue-Zhong He & Paolo Pellizzari, 2009. "A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market," Research Paper Series 251, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
5. Paolo Pellizzari & Frank Westerhoff, 2009. "Some effects of transaction taxes under different microstructures," Working Papers 190, Department of Applied Mathematics, University of Venice. [Downloadable!]
6. Emilio Barucci & Marco Tolotti, 2009. "The dynamics of social interaction with agents’ heterogeneity," Working Papers 189, Department of Applied Mathematics, University of Venice. [Downloadable!]

2008

1. Marta Cardin & Elisa Pagani, 2008. "Some proposals about multivariate risk measurement," Working Papers 165, Department of Applied Mathematics, University of Venice. [Downloadable!]
2. Marta Cardin, 2008. "Multivariate measures of positive dependence," Working Papers 166, Department of Applied Mathematics, University of Venice. [Downloadable!]
3. Marta Cardin & Maddalena Manzi, 2008. "Multivariate dependence modeling using copulas," Working Papers 183, Department of Applied Mathematics, University of Venice. [Downloadable!]
4. Andrea Ellero & Stefania Funari & Elena Moretti, 2008. "Leading advertisers efficiency evaluated by data envelopment analysis," Working Papers 167, Department of Applied Mathematics, University of Venice. [Downloadable!]
5. Andrea Ellero & Giovanni Fasano & Annamaria Sorato, 2008. "A Modified Galam's Model," Working Papers 180, Department of Applied Mathematics, University of Venice. [Downloadable!]
6. Marco Corazza & Andrea Ellero & Alberto Zorzi, 2008. "What Sequences obey Benford's Law ?," Working Papers 185, Department of Applied Mathematics, University of Venice. [Downloadable!]
7. Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2008. "Allocative efficiency and traders' protection under zero intelligence behavior," Working Papers 168, Department of Applied Mathematics, University of Venice, revised Nov 2009. [Downloadable!]
8. Giovanni Fasano, 2008. "Notes on a 3-term Conjugacy Recurrence for the Iterative Solution of Symmetric Linear Systems," Working Papers 179, Department of Applied Mathematics, University of Venice. [Downloadable!]
9. Paolo Pellizzari, 2008. "The Toll of Subrational Trading in an Agent Based Economy," Research Paper Series 217, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
10. Silvia Faggian & Fausto Gozzi, 2008. "Optimal investment models with vintage capital: Dynamic Programming approach," Working Papers 174, Department of Applied Mathematics, University of Venice. [Downloadable!]
11. Silvia Faggian, 2008. "Maximum Principle for Boundary Control Problems Arising in Optimal Investment with Vintage Capital," Working Papers 181, Department of Applied Mathematics, University of Venice. [Downloadable!]
12. Silvia Faggian, 2008. "Equilibrium Points for Optimal Investment with Vintage Capital," Working Papers 182, Department of Applied Mathematics, University of Venice. [Downloadable!]
13. Riccardo Gusso & Uwe Schmock, 2008. "Urn-based models for dependent credit risks and their calibration through EM algorithm," Working Papers 163, Department of Applied Mathematics, University of Venice. [Downloadable!]
14. Martina Nardon & Paolo Pianca, 2008. "An efficient binomial approach to the pricing of options on stocks with cash dividends," Working Papers 178, Department of Applied Mathematics, University of Venice. [Downloadable!]
15. Paolo Dai Pra & Marco Tolotti, 2008. "Heterogeneous credit portfolios and the dynamics of the aggregate losses," Quantitative Finance Papers 0806.3399, arXiv.org. [Downloadable!]
16. Annamaria Sorato & Bruno Viscolani, 2008. "Modelling smoothly the joint effect of several advertising media on sales in a homogeneous market," Working Papers 176, Department of Applied Mathematics, University of Venice. [Downloadable!]
17. Antonella Campana & Paola Ferretti, 2008. "What do distortion risk measures tell us on excess of loss reinsurance with reinstatements ?," Working Papers 175, Department of Applied Mathematics, University of Venice. [Downloadable!]
18. Diana Barro & Antonella Basso, 2008. "A network of business relations to model counterparty risk," Working Papers 171, Department of Applied Mathematics, University of Venice. [Downloadable!]
19. Diana Barro & Antonella Basso, 2008. "Credit contagion in a network of firms with spatial interaction," Working Papers 186, Department of Applied Mathematics, University of Venice. [Downloadable!]
20. Diana Barro & Elio Canestrelli, 2008. "Tracking error with minimum guarantee constraints," Working Papers 172, Department of Applied Mathematics, University of Venice. [Downloadable!]
21. Marco Corazza & Stefania Funari & Federico Siviero, 2008. "An MCDA-based Approach for Creditworthiness Assessment," Working Papers 177, Department of Applied Mathematics, University of Venice. [Downloadable!]
22. Marco Corazza & Silvio Giove, 2008. "Fuzzy interval net present value," Working Papers 170, Department of Applied Mathematics, University of Venice. [Downloadable!]
23. Sergiy Gerasymchuk, 2008. "Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs," Working Papers 160, Department of Applied Mathematics, University of Venice. [Downloadable!]
24. Paola Pellegrini & Elena Moretti & Daniela Favaretto, 2008. "Exploration in stochastic algorithms: An application on MAX-MIN Ant System," Working Papers 169, Department of Applied Mathematics, University of Venice. [Downloadable!]
25. Andrea Collevecchio, 2008. "Limit Theorems for Reinforced Jump Processes on Regular Trees," Working Papers 184, Department of Applied Mathematics, University of Venice. [Downloadable!]

2007

1. Marta Cardin & Silvio Giove, 2007. "On non-monotonic Choquet integrals as aggregation functions," Working Papers 156, Department of Applied Mathematics, University of Venice. [Downloadable!]
2. Marta Cardin & Maddalena Manzi, 2007. "Aggregation functions: an approach using copulae," Working Papers 159, Department of Applied Mathematics, University of Venice. [Downloadable!]
3. Igor Bykadorov & Andrea Ellero & Stefania Funari & Elena Moretti, 2007. "A fractional optimal control problem for maximizing advertising efficiency," Working Papers 158, Department of Applied Mathematics, University of Venice. [Downloadable!]
4. Marco LiCalzi & Paolo Pellizzari, 2007. "Which market protocols facilitate fair trading?," Working Papers 151, Department of Applied Mathematics, University of Venice. [Downloadable!]
5. Marco LiCalzi & Antonio Nicolo, 2007. "Efficient Egalitarian Equivalent Allocations over a Single Good," Working Papers 152, Department of Applied Mathematics, University of Venice. [Downloadable!]
6. Paolo Pelizzari & Frank Westerhoff, 2007. "Some Effects of Transaction Taxes Under Different Microstructures," Research Paper Series 212, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
7. Paolo Dai Pra & Wolfgang J. Runggaldier & Elena Sartori & Marco Tolotti, 2007. "Large portfolio losses: A dynamic contagion model," Quantitative Finance Papers 0704.1348, arXiv.org, revised Mar 2009. [Downloadable!]
8. Antonella Ianni, 2007. "Learning Strict Nash Equilibria through Reinforcement," Economics Working Papers ECO2007/21, European University Institute. [Downloadable!]
9. Giuseppe De Nadai & Paolo Pianca, 2007. "Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance," Working Papers 157, Department of Applied Mathematics, University of Venice. [Downloadable!]
10. Antonella Basso & Stefania Funari, 2007. "DEA models for ethical and non ethical mutual funds with negative data," Working Papers 153, Department of Applied Mathematics, University of Venice. [Downloadable!]
11. Sergiy Gerasymchuk, 2007. "Mean-Variance Portfolio Selection with Reference Dependent Preferences," Working Papers 150, Department of Applied Mathematics, University of Venice. [Downloadable!]
12. Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2007. "Asset price dynamics with small world interactions under hetereogeneous beliefs," Working Papers 149, Department of Applied Mathematics, University of Venice. [Downloadable!]
13. Daniela Favaretto & Bruno Viscolani, 2007. "Advertising and production of a seasonal good for a heterogeneous market: from total segment separability to real media," Working Papers 155, Department of Applied Mathematics, University of Venice. [Downloadable!]

2006

1. Marta Cardin & Maddalena Manzi, 2006. "A copula-based approach to aggregation functions," Working Papers 139, Department of Applied Mathematics, University of Venice. [Downloadable!]
2. Marta Cardin & Graziella Pacelli, 2006. "On the characterization of convex premium principles," Working Papers 142, Department of Applied Mathematics, University of Venice. [Downloadable!]
3. Marco LiCalzi & Paolo Pellizzari, 2006. "The allocative effectiveness of market protocols under intelligent trading," Working Papers 134, Department of Applied Mathematics, University of Venice. [Downloadable!]
4. Marco LiCalzi & Paolo Pellizzari, 2006. "Simple Market Protocols for Efficient Risk Sharing," Working Papers 136, Department of Applied Mathematics, University of Venice. [Downloadable!]
5. Alberto Fogale & Paolo Pellizzari & Massimo Warglien, 2006. "Learning and equilibrium selection in a coordination game with heterogeneous agents," Working Papers 135, Department of Applied Mathematics, University of Venice. [Downloadable!]
6. Paolo Pellizzari & Arianna Dal Forno, 2006. "A comparison of different trading protocols in an agent-based market," Working Papers 140, Department of Applied Mathematics, University of Venice. [Downloadable!]
7. Fabbri, Giorgio & Faggian, Silvia & Gozzi, Fausto, 2006. "On the Dynamic Programming approach to economic models governed by DDE's," MPRA Paper 2825, University Library of Munich, Germany. [Downloadable!]
8. Martina Nardon & Paolo Pianca, 2006. "Simulation techniques for generalized Gaussian densities," Working Papers 145, Department of Applied Mathematics, University of Venice. [Downloadable!]
9. Luca Barzanti & Corrado Corradi & Martina Nardon, 2006. "On the efficient application of the repeated Richardson extrapolation technique to option pricing," Working Papers 147, Department of Applied Mathematics, University of Venice. [Downloadable!]
10. Antonella Campana & Paola Ferretti, 2006. "On Bounds for Concave Distortion Risk Measures for Sums of Risks," Working Papers 146, Department of Applied Mathematics, University of Venice. [Downloadable!]
11. Diana Barro & Antonella Basso, 2006. "A credit contagion model for loan portfolios in a network of firms with spatial interaction," Working Papers 143, Department of Applied Mathematics, University of Venice. [Downloadable!]
12. Marco Corazza & A.G. Malliaris & Elisa Scalco, 2006. "Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests," Working Papers 137, Department of Applied Mathematics, University of Venice. [Downloadable!]
13. Francesco Bertoluzzo & Marco Corazza, 2006. "Financial trading systems: is recurrent reinforcement the via?," Working Papers 141, Department of Applied Mathematics, University of Venice. [Downloadable!]
14. Silvio Giove & Paolo Bortot, 2006. "A solving tool for fuzzy quadratic optimal control problems," Working Papers 148, Department of Applied Mathematics, University of Venice. [Downloadable!]
15. Michele Fedrizzi & Silvio Giove, 2006. "Incomplete pairwise comparison and consistency optimization," Working Papers 144, Department of Applied Mathematics, University of Venice. [Downloadable!]

2005

1. Marta Cardin, 2005. "Preference Rapresentation for Multicriteria Decision Making," GE, Growth, Math methods 0511009, EconWPA. [Downloadable!]
2. Erio Castagnoli & Marco LiCalzi, 2005. "Benchmarking real-valued acts," Microeconomics 0502001, EconWPA. [Downloadable!]
3. Marco LiCalzi & Paolo Pellizzari, 2005. "Simple market protocols for efficient risk sharing," Finance 0504019, EconWPA. [Downloadable!]
4. Marco LiCalzi & Paolo Pellizzari, 2005. "Breeds of risk-adjusted fundamentalist strategies in an order- driven market," Computational Economics 0506001, EconWPA. [Downloadable!]
5. Erio Castagnoli & Marco LiCalzi, 2005. "Expected utility without utility," Game Theory and Information 0508004, EconWPA. [Downloadable!]
6. Marco LiCalzi & Arthur F. Veinott, 2005. "Subextremal functions and lattice programming," GE, Growth, Math methods 0509001, EconWPA. [Downloadable!]
7. Marco LiCalzi, 2005. "A language for the construction of preferences under uncertainty," Game Theory and Information 0509002, EconWPA. [Downloadable!]
8. Marco LiCalzi, 2005. "A sufficient condition for all-or-nothing information supply in price discrimination," Game Theory and Information 0510005, EconWPA. [Downloadable!]
9. Marco LiCalzi & Antonio Nicolò, 2005. "Efficient Egalitarian Equivalent Allocations over a Single Good," Microeconomics 0510014, EconWPA. [Downloadable!]
10. Paolo Pellizzari & Arianna Dal Forno, 2005. "A comparison of different trading protocols in an agent-based market," Computational Economics 0511001, EconWPA. [Downloadable!]
11. Martina Nardon, 2005. "Valuing defaultable bonds: an excursion time approach," Finance 0511015, EconWPA. [Downloadable!]
12. paolo pianca, 2005. "Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model," Finance 0511005, EconWPA. [Downloadable!]
13. Antonella Campana & Paola Ferretti, 2005. "Distortion Risk Measures and Discrete Risks," Game Theory and Information 0510013, EconWPA. [Downloadable!]
14. Paola Ferretti, 2005. "Time, risk and utility: a role-play analysis," Game Theory and Information 0511010, EconWPA. [Downloadable!]
15. Diana Barro & Elio Canestrelli, 2005. "Tracking Error: a multistage portfolio model," GE, Growth, Math methods 0510012, EconWPA. [Downloadable!]
16. Diana Barro & Elio Canestrelli, 2005. "Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization," GE, Growth, Math methods 0510011, EconWPA. [Downloadable!]
17. Antonella Basso & Stefania Funari, 2005. "Performance evaluation of ethical mutual funds in slump periods," GE, Growth, Math methods 0511001, EconWPA. [Downloadable!]

2004

1. Marta_Cardin & Paola_Ferretti, 2004. "Some theory of bivariate risk attitude," Game Theory and Information 0411009, EconWPA. [Downloadable!]
2. Paola Ferretti, 2004. "Environmental management: analytical approximate solutions to the problem of detecting optimal random audit schemes," Game Theory and Information 0411010, EconWPA. [Downloadable!]

2003

1. Marco LiCalzi & Annamaria Sorato, 2003. "The Pearson system of utility functions," Game Theory and Information 0311002, EconWPA. [Downloadable!]
2. Marco LiCalzi & Alessandro Pavan, 2003. "Tilting the Supply Schedule to Enhance Competition in Uniform-Price Auctions," Working Papers 2003.22, Fondazione Eni Enrico Mattei. [Downloadable!]
3. Paolo Pellizzari, 2003. "Static Hedging of Multivariate Derivatives by Simulation," Finance 0311013, EconWPA, revised 04 Dec 2003. [Downloadable!]

2002

1. M. LiCalzi & P. Pellizzari, 2002. "Clashing Fundamentalists and the Dynamics of Price Formation," Computing in Economics and Finance 2002 95, Society for Computational Economics.
2. Marco LiCalzi & Paolo Pellizzari, 2002. "Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets," Computational Economics 0207001, EconWPA, revised 04 Mar 2003. [Downloadable!]
3. Marco LiCalzi & Alessandro Pavan, 2002. "Tilting the Supply Schedule to Enhance Competition in Uniform- Price Auctions," Game Theory and Information 0210003, EconWPA. [Downloadable!]
4. Pizzi Claudio & Pellizzari Paolo, 2002. "Monte Carlo Pricing of American Options Using Nonparametric Regression," Finance 0207007, EconWPA, revised 04 Mar 2003. [Downloadable!]

2001

1. Ianni, A, 2001. "Reinforcement Learning and the Power Law of Practice: some Analytical Results," Discussion Paper Series In Economics And Econometrics 0203, Economics Division, School of Social Sciences, University of Southampton.
2. Ianni, A & Corradi, V, 2001. "The Dynamics of Public Opinion Under Majority Rules," Discussion Paper Series In Economics And Econometrics 0109, Economics Division, School of Social Sciences, University of Southampton. [Downloadable!]
3. Stefania Funari & Bruno Viscolani, 2001. "Advertising and congestion management policies for a museum temporary exhibition," CeNDEF Workshop Papers, January 2001 PO7, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

2000

1. Ianni, A. & Corradi, V., 2000. "Ergodicity and Clustering in Opinion Formation," Discussion Paper Series In Economics And Econometrics 0011, Economics Division, School of Social Sciences, University of Southampton. [Downloadable!]
2. Ianni, A. & Corradi, V., 2000. "Consensus, Contagion and Clustering in a Space-Time Model of Public Opinion Formation," Discussion Paper Series In Economics And Econometrics 0009, Economics Division, School of Social Sciences, University of Southampton. [Downloadable!]
3. Ianni, A., 2000. "Learning Correlated Equilibria in Potential Games," Discussion Paper Series In Economics And Econometrics 0012, Economics Division, School of Social Sciences, University of Southampton.
4. Corradi, V & Ianni, A, 2000. "A Simple Locally Interactive Model of Ergodic and Nonergodic Growth," Discussion Paper Series In Economics And Econometrics 0010, Economics Division, School of Social Sciences, University of Southampton. [Downloadable!]
5. Marco Corazza & Marco Corazza, 2000. "Nonlinear Stochastic Dynamics For Supply Counterfeiting In Monopolistic Markets," Computing in Economics and Finance 2000 176, Society for Computational Economics.

1999

1. A. Gamba & P. Pellizzari, 1999. "Utility based pricing of contingent claims," Finance 9902003, EconWPA, revised 14 Oct 2002. [Downloadable!]

1998

1. P. Pellizzari, 1998. "Efficient Monte Carlo Pricing of Basket Options," Finance 9801001, EconWPA. [Downloadable!]

1997

1. Ianni, A., 1997. "Learning Correlated Equilibria in Normal Form Games," Discussion Paper Series In Economics And Econometrics 9713, Economics Division, School of Social Sciences, University of Southampton.

1996

1. Anderlini, L. & Ianni, A., 1996. "Learning on a Torus," Discussion Paper Series In Economics And Econometrics 9611, Economics Division, School of Social Sciences, University of Southampton.

1994

1. Giuseppe Folloni & Silvio Giove, 1994. "Un'interpretazione della crescita regionale: leaders, attività indotte e conseguenze di policy," Department of Economics Working Papers 9401, Department of Economics, University of Trento, Italia.

1993

1. Aderlini, L. & Ianni, A., 1993. "Path Dependence and Learning from Neighbours," Papers 186, Cambridge - Risk, Information & Quantity Signals.

Undated

1. Valentina Corradi & Antonella Ianni, . "Consensus and Co-Existence in an Interactive Process of Opinion Formation," Penn CARESS Working Papers 69d00c7ec336b2f687ab3f9c5, Penn Economics Department. [Downloadable!]
2. Valentina Corradi & Antonella Ianni, . "Ergodicity and Clustering in Opinion Formation," Penn CARESS Working Papers 4e07391e101139fde2f8e70d4, Penn Economics Department. [Downloadable!]
3. Valentina Corradi & Antonella Ianni, . ""Ergodicity and Clustering in Opinion Formation''," CARESS Working Papres 98-10, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. [Downloadable!]
4. Antonella Ianni, . ""Learning Correlated Equilibria in Potential Games''," CARESS Working Papres 98-05, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. [Downloadable!]
5. Antonella Ianni, . "Learning Correlated Equilibria in Potential Games," Penn CARESS Working Papers 34ac2118b0340df9732abdd0b, Penn Economics Department. [Downloadable!]
6. Valentina Corradi & Antonella Ianni, . ""Consensus and Co-Existence in an Interactive Process of Opinion Formation''," CARESS Working Papres 98-09, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. [Downloadable!]

Journal articles

2009

1. Bykadorov, Igor & Ellero, Andrea & Moretti, Elena & Vianello, Silvia, 2009. "The role of retailer's performance in optimal wholesale price discount policies," European Journal of Operational Research, Elsevier, vol. 194(2), pages 538-550, April. [Downloadable!] (restricted)
2. Marco LiCalzi & Antonio Nicolò, 2009. "Efficient egalitarian equivalent allocations over a single good," Economic Theory, Springer, vol. 40(1), pages 27-45, July. [Downloadable!] (restricted)
3. Bauso, Dario & Giarré, Laura & Pesenti, Raffaele, 2009. "Distributed consensus in noncooperative inventory games," European Journal of Operational Research, Elsevier, vol. 192(3), pages 866-878, February. [Downloadable!] (restricted)

2008

1. Martina Nardon, 2008. "First Passage and Excursion Time Models for Valuing Defautltable Bonds: a Review with Some Insights," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 5(2), pages 1-25, October. [Downloadable!]

2007

1. LiCalzi, Marco & Pellizzari, Paolo, 2007. "Simple market protocols for efficient risk sharing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3568-3590, November. [Downloadable!] (restricted)
2. Paolo Pellizzari & Arianna Forno, 2007. "A comparison of different trading protocols in an agent-based market," Journal of Economic Interaction and Coordination, Springer, vol. 2(1), pages 27-43, June. [Downloadable!] (restricted)
3. Corazza, Marco & Favaretto, Daniela, 2007. "On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem," European Journal of Operational Research, Elsevier, vol. 176(3), pages 1947-1960, February. [Downloadable!] (restricted)

2006

1. Castagnoli, Erio & LiCalzi, Marco, 2006. "Benchmarking real-valued acts," Games and Economic Behavior, Elsevier, vol. 57(2), pages 236-253, November. [Downloadable!] (restricted)
2. LiCalzi, Marco & Sorato, Annamaria, 2006. "The Pearson system of utility functions," European Journal of Operational Research, Elsevier, vol. 172(2), pages 560-573, July. [Downloadable!] (restricted)
3. Giove, Silvio & Funari, Stefania & Nardelli, Carla, 2006. "An interval portfolio selection problem based on regret function," European Journal of Operational Research, Elsevier, vol. 170(1), pages 253-264, April. [Downloadable!] (restricted)
4. Coslovich, Luca & Pesenti, Raffaele & Ukovich, Walter, 2006. "A two-phase insertion technique of unexpected customers for a dynamic dial-a-ride problem," European Journal of Operational Research, Elsevier, vol. 175(3), pages 1605-1615, December. [Downloadable!] (restricted)
5. Coslovich, Luca & Pesenti, Raffaele & Ukovich, Walter, 2006. "Minimizing fleet operating costs for a container transportation company," European Journal of Operational Research, Elsevier, vol. 171(3), pages 776-786, June. [Downloadable!] (restricted)

2005

1. LiCalzi, Marco & Pavan, Alessandro, 2005. "Tilting the supply schedule to enhance competition in uniform-price auctions," European Economic Review, Elsevier, vol. 49(1), pages 227-250, January. [Downloadable!] (restricted)
2. Pellizzari, P., 2005. "Static hedging of multivariate derivatives by simulation," European Journal of Operational Research, Elsevier, vol. 166(2), pages 507-519, October. [Downloadable!] (restricted)
3. Barro, Diana & Canestrelli, Elio, 2005. "Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach," European Journal of Operational Research, Elsevier, vol. 163(1), pages 217-229, May. [Downloadable!] (restricted)
4. Omero, Marta & D'Ambrosio, Lorenzo & Pesenti, Raffaele & Ukovich, Walter, 2005. "Multiple-attribute decision support system based on fuzzy logic for performance assessment," European Journal of Operational Research, Elsevier, vol. 160(3), pages 710-725, February. [Downloadable!] (restricted)

2004

1. Antonella Basso & Martina Nardon & Paolo Pianca, 2004. "A two-step simulation procedure to analyze the exercise features of American options," Decisions in Economics and Finance, Springer, vol. 27(1), pages 35-56, 08. [Downloadable!] (restricted)
2. Antonella Basso & Stefania Funari, 2004. "A Quantitative Approach to Evaluate the Relative Efficiency of Museums," Journal of Cultural Economics, Springer, vol. 28(3), pages 195-216, August. [Downloadable!] (restricted)
3. Castelli, Lorenzo & Pesenti, Raffaele & Ukovich, Walter, 2004. "DEA-like models for the efficiency evaluation of hierarchically structured units," European Journal of Operational Research, Elsevier, vol. 154(2), pages 465-476, April. [Downloadable!] (restricted)
4. Castelli, Lorenzo & Pesenti, Raffaele & Ukovich, Walter, 2004. "Scheduling multimodal transportation systems," European Journal of Operational Research, Elsevier, vol. 155(3), pages 603-615, June. [Downloadable!] (restricted)

2003

1. Marco LiCalzi & Sandrine Spaeter, 2003. "Distributions for the first-order approach to principal-agent problems," Economic Theory, Springer, vol. 21(1), pages 167-173, 01. [Downloadable!] (restricted)
2. Pesenti, Raffaele & Ukovich, Walter, 2003. "Economic lot scheduling on multiple production lines with resource constraints," International Journal of Production Economics, Elsevier, vol. 81(1), pages 469-481, January. [Downloadable!] (restricted)

2002

1. Andrea Gam & Paolo Pellizzari, 2002. "Utility based pricing of contingent claims in incomplete markets," Applied Mathematical Finance, Taylor and Francis Journals, vol. 9(4), pages 241-260, December. [Downloadable!] (restricted)

2001

1. Marta Cardin & Paola Ferretti, 2001. "notes and comments: On the use of capacities in representing premium calculation principles," Decisions in Economics and Finance, Springer, vol. 24(1), pages 71-77. [Downloadable!] (restricted)
2. DellaVigna, Stefano & LiCalzi, Marco, 2001. "Learning to make risk neutral choices in a symmetric world," Mathematical Social Sciences, Elsevier, vol. 41(1), pages 19-37, January. [Downloadable!] (restricted)
3. Ianni, Antonella, 2001. "Learning correlated equilibria in population games," Mathematical Social Sciences, Elsevier, vol. 42(3), pages 271-294, November. [Downloadable!] (restricted)
4. Basso, A. & Pianca, P., 2001. "Option pricing bounds with standard risk aversion preferences," European Journal of Operational Research, Elsevier, vol. 134(2), pages 249-260, October. [Downloadable!] (restricted)
5. Basso, Antonella & Peccati, Lorenzo A., 2001. "Optimal resource allocation with minimum activation levels and fixed costs," European Journal of Operational Research, Elsevier, vol. 131(3), pages 536-549, June. [Downloadable!] (restricted)
6. Basso, Antonella & Funari, Stefania, 2001. "A data envelopment analysis approach to measure the mutual fund performance," European Journal of Operational Research, Elsevier, vol. 135(3), pages 477-492, December. [Downloadable!] (restricted)
7. Favaretto, Daniela & Pesenti, Raffaele & Ukovich, Walter, 2001. "Discrete frequency models for inventory management - an introduction," International Journal of Production Economics, Elsevier, vol. 71(1-3), pages 331-342, May. [Downloadable!] (restricted)
8. Castelli, Lorenzo & Pesenti, Raffaele & Ukovich, Walter, 2001. "DEA-like models for efficiency evaluations of specialized and interdependent units," European Journal of Operational Research, Elsevier, vol. 132(2), pages 274-286, July. [Downloadable!] (restricted)

2000

1. Robert Bordley & Marco LiCalzi, 2000. "Decision analysis using targets instead of utility functions," Decisions in Economics and Finance, Springer, vol. 23(1), pages 53-74. [Downloadable!] (restricted)

1998

1. LiCalzi, Marco, 1998. "Variations on the measure representation approach," Journal of Mathematical Economics, Elsevier, vol. 29(3), pages 255-269, April. [Downloadable!] (restricted)
2. Baita, Flavio & Ukovich, Walter & Pesenti, Raffaele & Favaretto, Daniela, 1998. "Dynamic routing-and-inventory problems: a review," Transportation Research Part A: Policy and Practice, Elsevier, vol. 32(8), pages 585-598, November. [Downloadable!] (restricted)

1997

1. Antonella Basso, Paolo Pianca, 1997. "On the relative efficiency of nth order and DARA stochastic dominance rules," Applied Mathematical Finance, Taylor and Francis Journals, vol. 4(4), pages 207-222, December. [Downloadable!] (restricted)

1996

1. Anderlini, Luca & Ianni, Antonella, 1996. "Path Dependence and Learning from Neighbors," Games and Economic Behavior, Elsevier, vol. 13(2), pages 141-177, April. [Downloadable!] (restricted)
2. D. Favaretto & B. Viscolani, 1996. "Optimal purchase and advertising for a product with immediate sale start," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 4(2), pages 301-318, December. [Downloadable!] (restricted)

1995

1. LiCalzi Marco, 1995. "Fictitious Play by Cases," Games and Economic Behavior, Elsevier, vol. 11(1), pages 64-89, October. [Downloadable!] (restricted)
2. Pesenti, Raffaele, 1995. "Hierarchical resource planning for shipping companies," European Journal of Operational Research, Elsevier, vol. 86(1), pages 91-102, October. [Downloadable!] (restricted)

1993

1. Andrea Ellero & Elena Tomasin, 1993. "A parametric simplex-like algorithm for a fractional programming problem," Decisions in Economics and Finance, Springer, vol. 16(2), pages 77-88, September. [Downloadable!] (restricted)

This page was last updated on 2009-12-2.