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Information about:
Marco Corazza

Personal Details | Affiliation | Works
This is information that was supplied by Marco Corazza in registering through RePEc. If you are Marco Corazza , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors


Personal Details

First Name: Marco
Middle Name:
Last Name: Corazza
Suffix:

RePEc Short-ID: pco232

Email:
Homepage:
http://www.dma.unive.it/~corazza/
Postal Address: Department of Applied Mathematics University Ca' Foscari of Venezia Dorsoduro, 3825/E - 30123 Venezia (Italy)
Phone: +39 041 2346921

Affiliation

(in no particular order)

Works

|
Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Francesco Bertoluzzo & Marco Corazza, 2006. "Financial trading systems: is recurrent reinforcement the via?," Working Papers 141, Department of Applied Mathematics, University of Venice. [Downloadable!]

  2. 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!]

  3. 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.


Articles

  1. 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. 127(3), pages 1947-1960, February. [Downloadable!] (restricted)


NEP Fields

2 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2006-11-18 Author is listed
  2. NEP-ECM: Econometrics (1) 2006-09-16 Author is listed
  3. NEP-ENE: Energy Economics (1) 2006-09-16 Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2006-09-16 Author is listed
  5. NEP-FIN: Finance (1) 2006-09-16 Author is listed
  6. NEP-FMK: Financial Markets (1) 2006-09-16 Author is listed
  7. NEP-MST: Market Microstructure (1) 2006-11-18 Author is listed
  8. NEP-RMG: Risk Management (1) 2006-11-18 Author is listed

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This page was last updated on 2008-7-20.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.