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Springer

Decisions in Economics and Finance

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Web page: http://link.springer.de/link/service/journals/10203/index.htm

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Download restrictions: Access to the full text of the articles in this series is restricted.
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For technical questions regarding this series, please contact (Christopher F Baum)
Series handle: repec:spr:decfin

2009, Volume 32, Issue 2

79-81 Memory of Jean-Yves Jaffray
by M. Cohen [Downloadable! (restricted)]
83-128 An equilibrium model of insider trading in continuous time
by Roberto Monte & Barbara Trivellato [Downloadable! (restricted)]
129-148 Pricing American barrier options with discrete dividends by binomial trees
by Marcellino Gaudenzi & Antonino Zanette [Downloadable! (restricted)]
149-160 The predictive power of fund ratings with a novel approach using uncertainty measures to analyzing risk
by Virginie Terraza & Carole Toque [Downloadable! (restricted)]
161-181 Computationally simple lattice methods for option and bond pricing
by Massimo Costabile & Arturo Leccadito & Ivar Massabó [Downloadable! (restricted)]

2009, Volume 32, Issue 1

1-4 Obituary
by Achille Basile [Downloadable! (restricted)]
5-12 Arbitrage in stationary markets
by Igor Evstigneev & Dhruv Kapoor [Downloadable! (restricted)]
13-33 Knightian uncertainty and insurance regulation decision
by An Chen & Xia Su [Downloadable! (restricted)]
35-48 A scenario-based integrated approach for modeling carbon price risk
by Zili Zhu & Paul Graham & Luke Reedman & Thomas Lo [Downloadable! (restricted)]
49-65 Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options
by Piergiacomo Sabino [Downloadable! (restricted)]
67-78 On the computability of quasi-transitive binary social choice rules in an infinite society and the halting problem
by Yasuhito Tanaka [Downloadable! (restricted)]

2008, Volume 31, Issue 2

81-94 Unawareness, priors and posteriors
by Salvatore Modica [Downloadable! (restricted)]
95-115 Axiomatic approach to approximate solutions in multiobjective optimization
by E. Miglierina & E. Molho & F. Patrone & S. Tijs [Downloadable! (restricted)]
117-136 Approximate equilibrium in pure strategies for a two-stage game of asset creation
by Marta Faias [Downloadable! (restricted)]
137-170 Optimal consumption and investment under partial information
by Wolfgang Putschögl & Jörn Sass [Downloadable! (restricted)]

2008, Volume 31, Issue 1

1-11 The competitive firm under price uncertainty: the role of information and hedging
by Udo Broll & Bernhard Eckwert [Downloadable! (restricted)]
13-32 Path dependent volatility
by Paolo Foschi & Andrea Pascucci [Downloadable! (restricted)]
33-49 A moments and strike matching binomial algorithm for pricing American Put options
by Benjamin Jourdain & Antonino Zanette [Downloadable! (restricted)]
51-72 The optimal capital structure of the firm with stable Lévy assets returns
by Olivier Le Courtois & François Quittard-Pinon [Downloadable! (restricted)]
73-79 A note on arbitrage in term structure
by Miklós Rásonyi [Downloadable! (restricted)]

2007, Volume 30, Issue 2

109-136 Default-risky bond prices with jumps, liquidity risk and incomplete information
by Monique Jeanblanc & Stoyan Valchev [Downloadable! (restricted)]
137-150 On the smoothness of optimal paths II: some local turnpike results
by Joël Blot & Bertrand Crettez [Downloadable! (restricted)]

2007, Volume 30, Issue 1

1-18 Linear cumulative prospect theory with applications to portfolio selection and insurance demand
by Ulrich Schmidt & Horst Zank [Downloadable! (restricted)]
19-49 The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later
by Flavio Pressacco & Paolo Serafini [Downloadable! (restricted)]
51-70 Core equivalence theorem: countably many types of agents and commodities in $\vec{L}^{1}(\mu)$
by Anna Martellotti [Downloadable! (restricted)]
71-78 Shortfall risk minimization in a discrete regime switching model
by Gerard Awanou [Downloadable! (restricted)]

2006, Volume 29, Issue 2

139-153 On pricing lookback options under the CEV process
by Massimo Costabile [Downloadable! (restricted)]
155-160 On the relationship between absolute prudence and absolute risk aversion
by Mario Maggi & Umberto Magnani & Mario Menegatti [Downloadable! (restricted)]

2006, Volume 29, Issue 1

1-21 The completion of security markets
by Christos Kountzakis & Ioannis Polyrakis [Downloadable! (restricted)]
23-54 Taxes and money in incomplete financial markets
by Elena Mercato & Antonio Villanacci [Downloadable! (restricted)]
55-69 Notes and Comments: Stochastic demand correspondences and their aggregation properties
by José Alcantud [Downloadable! (restricted)]

2006, Volume 28, Issue 2

79-93 Homogeneous semi-Markov reliability models for credit risk management
by Guglielmo D’Amico & Jacques Janssen & Raimondo Manca [Downloadable! (restricted)]
95-112 An overlapping generations model with non-ordered preferences and numeraire-incomplete markets
by Abdelkrim Seghir [Downloadable! (restricted)]
113-127 Notes and Comments: An approximation of caplet implied volatilities in Gaussian models
by Flavio Angelini & Stefano Herzel [Downloadable! (restricted)]

2005, Volume 28, Issue 1

53-65 Notes and Comments: Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
by Thomas Eichner & Andreas Wagener [Downloadable! (restricted)]
67-78 Notes and Comments: Sup-convolutions of HARA utilities in the affine term structure
by Martino Grasselli [Downloadable! (restricted)]

2004, Volume 27, Issue 2

87-107 Weak convergence of tree methods, to price options on defaultable assets
by J.W. Nieuwenhuis & M.H. Vellekoop [Downloadable! (restricted)]
109-123 Arbitrage pricing theory and risk-neutral measures
by Miklós Rásonyi [Downloadable! (restricted)]
125-151 Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
by Simona Sanfelici [Downloadable! (restricted)]
153-166 Conditional comonotonicity
by Elyès Jouini & Clotilde Napp [Downloadable! (restricted)]

2004, Volume 27, Issue 1

1-34 On the smoothness of optimal paths
by Joël Blot & Bertrand Crettez [Downloadable! (restricted)]
35-56 A two-step simulation procedure to analyze the exercise features of American options
by Antonella Basso & Martina Nardon & Paolo Pianca [Downloadable! (restricted)]
57-80 Arbitrage and completeness in financial markets with given N-dimensional distributions
by Luciano Campi [Downloadable! (restricted)]
81-85 Notes and Comments: On the uniqueness of convex-ranged probabilities
by Massimiliano Amarante [Downloadable! (restricted)]

2003, Volume 26, Issue 2

81-96 Insuring against the shortfall risk associated with real options
by Heinz Weisshaupt [Downloadable! (restricted)]
97-128 Income taxation when markets are incomplete
by Mario Tirelli [Downloadable! (restricted)]
129-144 Representing complete and incomplete subjective linear preferences on random numbers
by Bruno Girotto & Silvano Holzer [Downloadable! (restricted)]
145-152 Notes and Comments: Profitability in a multiple strategy market
by Giacomo Aletti & Vincenzo Capasso [Downloadable! (restricted)]
153-166 Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
by Ralf Korn & Frank Oertel & Manfred Schäl [Downloadable! (restricted)]

2001, Volume 24, Issue 1

1-19 Optimality in a financial economy with outside money and restricted participation
by Laura Carosi [Downloadable! (restricted)]
21-39 Asset pricing with endogenous aspirations
by Fabio Antonelli & Emilio Barucci & Maria Elvira Mancino [Downloadable! (restricted)]
41-47 Homothetic preferences on star-shaped sets
by Fabio Maccheroni [Downloadable! (restricted)]
49-59 notes and comments: A discrete-time algorithmfor pricing double barrier options
by Massimo Costabile [Downloadable! (restricted)]
59-69 notes and comments: A note on mixture sets in decision theory
by Philippe Mongin [Downloadable! (restricted)]
71-77 notes and comments: On the use of capacities in representing premium calculation principles
by Marta Cardin & Paola Ferretti [Downloadable! (restricted)]

2000, Volume 23, Issue 2

75-99 Option pricing with stochastic volatility models
by Stefano Herzel [Downloadable! (restricted)]
101-120 Measuring the set of blocking coalitions in infinite dimensional economies
by Maria Gabriella Graziano [Downloadable! (restricted)]
121-132 A uniqueness theorem for convex-ranged probabilities
by Massimo Marinacci [Downloadable! (restricted)]
133-150 Linearity properties of a three-moments portfolio model
by Flavio Pressacco & Patrizia Stucchi [Downloadable! (restricted)]

2000, Volume 23, Issue 1

1-13 Testable consequences of economic theory
by Ivar Ekeland [Downloadable! (restricted)]
15-29 Normal approximations by Stein's method
by Yosef Rinott & Vladimir Rotar [Downloadable! (restricted)]
31-52 Volatility estimation from observed option prices
by Phelim P. Boyle & Draviam Thangaraj [Downloadable! (restricted)]
53-74 Decision analysis using targets instead of utility functions
by Robert Bordley & Marco LiCalzi [Downloadable! (restricted)]

1999, Volume 22, Issue 1

5-11 Existence of a convex extension of a preference relation
by Paolo Scapparone [Downloadable! (restricted)]
13-30 On local relative stability of large sistems with small parameters. The example of a classical model of competition
by Luciano Boggio [Downloadable! (restricted)]
31-39 η-Pseudolinearity
by Qamrul Ansari & Siegfried Schaible & Jen-Chih Yao [Downloadable! (restricted)]
41-75 Qualitative parametric optimization for applications
by Piera Mazzoleni [Downloadable! (restricted)]
77-99 Stress testing techniques and value-at-risk measures: A unified approach
by Umberto Cherubini & Giovanni Lunga [Downloadable! (restricted)]
101-108 A note on direct term structure estimation using monotonic splines
by Luca Barzanti & Corrado Corradi [Downloadable! (restricted)]
111-112 Ricordo del Prof. Mario Volpato
by Giovanni Castellani [Downloadable! (restricted)]

1998, Volume 21, Issue 1

3-23 Two stage rationality under risk: Experimental results and perspectives
by Bertrand Munier [Downloadable! (restricted)]
25-48 A three-moment based portfolio selection model
by Andrea Gamba & Francesco Rossi [Downloadable! (restricted)]
49-71 Optimal auctions under collusion of buyers with discrete valuations
by Domenico Menicucci [Downloadable! (restricted)]
73-95 Swap pricing and hedging of general DCFs
by Elisa Luciano [Downloadable! (restricted)]
97-123 Directed hypergraphs as a modelling paradigm
by Giorgio Gallo & Maria Scutellà [Downloadable! (restricted)]
125-146 Pricing dynamic solvency insurance and investment fund protection
by Hans Gerber & Gérard Pafumi [Downloadable! (restricted)]
147-164 Convergence problems in stochastic programming models with probabilistic constraints
by Giovanna Redaelli [Downloadable! (restricted)]

1997, Volume 20, Issue 2

125-131 Monotonicity preserving regression techniques for interest rate term structure estimation: A note
by Luca Barzanti & Corrado Corradi [Downloadable! (restricted)]
133-151 On optimal investiment strategies
by Hans Gerber & Elias Shiu [Downloadable! (restricted)]
153-158 Vitali’s early contribution to non-additive integration
by Massimo Marinacci [Downloadable! (restricted)]
159-168 On the definition of integral of functions of one variable
by Giuseppe Vitali [Downloadable! (restricted)]
169-185 Su Una Estensione Bidimensionale del Teorema di Scomposizione di Peccati
by Flavio Pressacco & Patrizia Stucchi [Downloadable! (restricted)]

1997, Volume 20, Issue 1

3-21 Futures options with futures-style margining in the Gaussian models setting
by Maria Iovino [Downloadable! (restricted)]
23-43 Some new ideas in the concept of financial law
by Salvador Cruz Rambaud [Downloadable! (restricted)]
45-66 Twenty years of fuzzy preference structures (1978–1997)
by Bernard Baets & János Fodor [Downloadable! (restricted)]
67-82 The interbanking liquidity market: Short-time prediction and the central bank reserve management
by Michele Bonollo & Francesco Lisi [Downloadable! (restricted)]
83-98 Retrospective reserves for the insurances of the person in the framework of multistate models
by Annamaria Olivieri [Downloadable! (restricted)]
99-109 Ranking and weak consistency in the A.H.P. context
by Luciano Basile & Livia D’Apuzzo [Downloadable! (restricted)]
111-116 Semicontinuous utility functions in topological spaces
by Romano Isler [Downloadable! (restricted)]

1996, Volume 19, Issue 1

3-14 Alcune nuove nozioni di semicontinuità per multifunzioni
by Roberto Raucci [Downloadable! (restricted)]
15-32 Trasformata inversa di laplace per funzioni positive e problema dei momenti
by Marco Frontini & Aldo Tagliani [Downloadable! (restricted)]
33-38 A geometric property of indifference curves in the (mean-standard deviation) plane
by Fabrizio Cacciafesta [Downloadable! (restricted)]
39-52 Modelli multistato per le assicurazioni di persone: approccio stocastico all'analisi dell'utile con procedimenti simulativi
by Maria Gota [Downloadable! (restricted)]
53-79 Equilibrium with endogenous technological changes: Theory and applications
by Lorenzo Garlappi [Downloadable! (restricted)]
81-94 Una applicazione dell'approccio multistato ai fondi pensione
by Renato Pelessoni & Marco Zecchin [Downloadable! (restricted)]
95-102 A note on principal components and morse theorem
by Cinzia Carota & Ernesto Salinelli [Downloadable! (restricted)]
103-112 Solutions to linear equations depending on a parameter
by Christian Bidard & Neri Salvadori [Downloadable! (restricted)]
113-185 Market economies with many commodities
by Charalambos Aliprantis & Kim Border & Owen Burkinshaw [Downloadable! (restricted)]
187-203 On the aubin-like characterization of competitive equilibria in infinite dimensional economies
by Achille Basile & Anna Simone & Maria Graziano [Downloadable! (restricted)]

1995, Volume 18, Issue 2

105-117 Linear operators, time dominance and IRR
by Francesca Beccacece [Downloadable! (restricted)]
119-129 Test di coerenza per indici statistici di proiezione
by Fernando Bignami [Downloadable! (restricted)]
131-142 Some properties of pseudo P-convex functions
by Monica Bianchi [Downloadable! (restricted)]
143-151 Stock market dynamics with institutional trading
by Angelo Antoci [Downloadable! (restricted)]
153-163 Funzioni scalari affini generalizzate
by Riccardo Cambini [Downloadable! (restricted)]
165-180 A characterization for solutions of stochastic discrete time optimization models
by Fabio Privileggi [Downloadable! (restricted)]
181-198 Some applications of stochastic analysis in financial economics: An outline
by Pio Zanzotto [Downloadable! (restricted)]
199-227 Funzioni di Green per equazioni differenziali ordinarie e applicazioni in finanza
by Elisa Luciano [Downloadable! (restricted)]
229-243 Un approccio unificato alla dominanza temporale
by Andrea Gamba [Downloadable! (restricted)]
245-260 Stratified realization of comparative probabilities
by Paolo Vicig [Downloadable! (restricted)]

1995, Volume 18, Issue 1

3-14 Notes on pareto improvement in incomplete financial markets
by David Cass [Downloadable! (restricted)]
15-31 Learning non-rational expectations equilibria
by Emilio Barucci & Leonardo Landi [Downloadable! (restricted)]
33-45 Un modello matriciale per la dominanza stocastica e stocastico-temporale
by Laura Levi [Downloadable! (restricted)]
47-63 Dini derivatives in optimization — Part III
by Giorgio Giorgi & Sándor Komlósi [Downloadable! (restricted)]
65-74 Approccio di tipo max-min per la determinazione del prezzo psicologico in caso di incertezza
by Roberto Raucci [Downloadable! (restricted)]
75-81 Continuous representations of interval orders based on induced preorders
by Gianni Bosi [Downloadable! (restricted)]
83-89 Monotone generalized differentiability in nonsmooth optimization
by Carla Sutti [Downloadable! (restricted)]

1994, Volume 17, Issue 2

3-20 Continuous and discrete models in finance, in particular for stochastic interest rates
by Hans Bühlmann [Downloadable! (restricted)]
21-32 Recent progresses in Multicriteria Decision-Aid
by Philippe Vincke [Downloadable! (restricted)]
33-39 La teoria HSSB e il concetto di certo equivalente
by Franco Molinari [Downloadable! (restricted)]
41-48 Proprietà analitiche delle soluzioni di un'equazione intergrale della teoria collettiva del rischio
by Antonio Carbone [Downloadable! (restricted)]
49-60 Sulla vitalità di un mercato finanziario
by Giancarlo Costa & Marco Calzi [Downloadable! (restricted)]
61-77 Un metodo di valutazione di un portafoglio assicurativo vita
by Renato Camillo & Marina Marena [Downloadable! (restricted)]
79-92 Ricordo di Giuseppe Ottaviani
by Luciano Daboni [Downloadable! (restricted)]

1994, Volume 17, Issue 1

3-10 Studio delle eliminazioni da una collettività per più case con il metodo simulativo
by Paola Verico [Downloadable! (restricted)]
11-18 On the flexible functional forms
by Francesca Beccacece [Downloadable! (restricted)]
19-33 Una funzione ordinale di benessere sociale
by Alfonso D'errico [Downloadable! (restricted)]
35-52 Nuove classi di funzioni scalari concave generalizzate
by Riccardo Cambini [Downloadable! (restricted)]
53-67 Optimal advertising for selling a product with a nondifferentiable demand function
by Bruno Viscolani [Downloadable! (restricted)]
69-84 A non-parametric statistical model for the control of Italian insurance companies
by Paolo Angelis & Fulvio Gismondi & Riccardo Ottaviani [Downloadable! (restricted)]

1993, Volume 16, Issue 2

3-14 Problemi reciproci ed ottimi paretiani
by Piera Mazzoleni [Downloadable! (restricted)]
15-19 A numerical representation of semiorders on a countable set
by Gianni Bosi [Downloadable! (restricted)]
21-37 Risk aversion in the small and Jensen inequalities
by Luigi Montrucchio & Luisa Tibiletti [Downloadable! (restricted)]
39-58 Multiple patterns in the dynamics of a stock market model
by Marcello Galeotti & Franco Gori [Downloadable! (restricted)]
59-76 Disequilibrium models due to a “learning by doing” process
by Cristiana Mammana & Mauro Galleati [Downloadable! (restricted)]
77-88 A parametric simplex-like algorithm for a fractional programming problem
by Andrea Ellero & Elena Tomasin [Downloadable! (restricted)]

1993, Volume 16, Issue 1

3-15 On local relative stability. With special reference to economic applications
by Luciano Boggio [Downloadable! (restricted)]
17-32 Una classe di funzioni monotone generalizzate
by Monica Bianchi [Downloadable! (restricted)]
33-39 Alcune considerazioni sulle relazioni di indifferenza non transitive
by Eraldo Giuli [Downloadable! (restricted)]
41-71 Insiemi invarianti globalmente attrattivi nell'interazione fra il “mercato dei beni” ed il “mercato della moneta”
by Laura Gardini [Downloadable! (restricted)]
73-86 Project analysis using a linear approach (P.A.U.L.A.)
by Emanuele Carezzano & Maria Giuli & Umberto Magnani [Downloadable! (restricted)]
87-97 Aspetti dinamici di leggi finanziarie scindibili
by Michele Mulazzani [Downloadable! (restricted)]
99-106 Ricordo di Guido Lisei
by Cristina Gosio & Maria Marina [Downloadable! (restricted)]

1992, Volume 15, Issue 2

3-24 Dini derivatives in optimization — Part II
by G. Giorgi & S. Komlósi [Downloadable! (restricted)]
25-45 Optimal control theory and the reelection problem: The rise of a political business cycle
by E. Barucci & P. Zezza [Downloadable! (restricted)]
47-53 Alcune considerazioni a proposito di giudizi di vantaggiosita' che coinvolgono valutazioni finanziarie di flussi monetari certi
by A. Nigro [Downloadable! (restricted)]
55-62 Una disuguaglianza riguardante la funzione gamma incompleta
by L. Cupello [Downloadable! (restricted)]
63-72 The internal financial law set
by B. Viscolani [Downloadable! (restricted)]
73-86 Soluzione ottima esplicita di un particolare problema di programmazione quadratica
by R. Cambini [Downloadable! (restricted)]

1992, Volume 15, Issue 1

3-30 Dini derivatives in optimization — Part I
by G. Giorgi & S. Komlósi [Downloadable! (restricted)]
31-38 On certainty equivalent
by Margherita Cigola [Downloadable! (restricted)]
39-51 On the solutions in rational expectations models
by Marcello Braglia [Downloadable! (restricted)]
53-63 Un modello di controllo ottimo per i margini finanziari
by Rita Pini [Downloadable! (restricted)]
65-78 A generalization of the indiscernibility relation for rough set analysis of quantitative information
by R. Slowinski [Downloadable! (restricted)]
79-92 Un modello non lineare sul funzionamento dei mercati azionari
by Luca Ghezzi [Downloadable! (restricted)]

1991, Volume 14, Issue 2

3-13 The internal rate of return of fuzzy cash flow
by L. Biacino & M. Simonelli [Downloadable! (restricted)]
15-30 About an interactive model for sexual populations
by P. Manfredi & E. Salinelli [Downloadable! (restricted)]
31-57 Reputazione e credibilità di una minaccia in un gioco di contrattazione
by C. Magni & G. Ricci [Downloadable! (restricted)]
59-73 On the decomposition of stochastic discounted cash flows
by F. Beccacece & M. Calzi [Downloadable! (restricted)]

1991, Volume 14, Issue 1

3-7 Approximating the solution of an integral equation arising in the theory of risk: A comment
by C. Corradi [Downloadable! (restricted)]
9-23 Una generalizzazione del modello Inferenziale bayesiano «Poisson-Gamma». Application in assicurazioni malattia
by E. Pitacco [Downloadable! (restricted)]
25-31 Alcune formule valide per lo studio di collettività aperte con rimpiazzo
by F. Cacciafesta [Downloadable! (restricted)]
33-46 Order preserving functions and generalized convexity
by E. Castagnoli & P. Mazzoleni [Downloadable! (restricted)]

1990, Volume 13, Issue 1

3-21 Sulla valutazione di un contratto di interest rate swap
by E. Salinelli [Downloadable! (restricted)]
23-42 Forecasting quarterly movements of the lira/pound-sterling exchange rate: Random walks, drift, seasonality and variable parameters
by A. Pollock [Downloadable! (restricted)]
43-57 Il modello input-output dei prezzi con capitale fisso: Aspetti economici e numerici
by G. Marangoni & C. Sutti [Downloadable! (restricted)]
59-64 Alcune proprieta′ di monotonia generalizzata
by P. Mazzoleni [Downloadable! (restricted)]
65-72 Una luce nuova su una vecchia storia: La “scindibilitá” di Cantelli-insolera e la struttura a termine dei tassi d'interesse
by F. Cacciafesta [Downloadable! (restricted)]
73-85 La rovina del giocatore con dipendenza markoffiana nel processo di alternativa
by L. Vannucci [Downloadable! (restricted)]
87-98 Alcune osservazioni su indici di durata per operazioni finanziarie di scadenza finale aleatoria
by E. Salinelli [Downloadable! (restricted)]
99-110 Sulla scelta tra variabili aleatorie
by F. Molinari [Downloadable! (restricted)]
111-131 Global dynamics in models of fluctuating growth Part I: Two dimensional systems
by M. Galeotti & F. Gori [Downloadable! (restricted)]
133-145 Global dynamics in models of fluctuating growth Part II: Three dimensional systems
by M. Galeotti & F. Gori [Downloadable! (restricted)]
147-161 L'approccio di B. De Finetti per la riassicurazione individuale proporzionale. Modelli semplificati e considerazioni operative
by P. Gigante [Downloadable! (restricted)]

1979, Volume 2, Issue 2

113-126 A generalization of an inequality on binomial coefficients
by Luigi Vannucci [Downloadable! (restricted)]
169-172 The structure of threshold graphs
by Frank Harary [Downloadable! (restricted)]

1979, Volume 2, Issue 1

3-8 On a simple characterisation of threshold graphs
by Paolo Manca [Downloadable! (restricted)]
27-38 On the problems of classification and enumeration in a class of 6-valent planar graphs
by Aldo Ruscitti [Downloadable! (restricted)]
39-52 A general approach to Bayesian analysis of nonparametric problems
by Donato Cifarelli & Eugenio Regazzini [Downloadable! (restricted)]
71-75 The equivalence of the bishop-de leeuw and the pigou dalton order structures of measures
by Georg Pflug [Downloadable! (restricted)]

1978, Volume 1, Issue 2

3-14 The method of entropy maximization
by Carlo Brumat [Downloadable! (restricted)]
33-50 Two combinatorial problems pertaining the partitions of a finite set
by Giulio Diale [Downloadable! (restricted)]
67-80 On associative operations among random variables
by Erio Castagnoli [Downloadable! (restricted)]
81-88 Consistent graphs with signed points
by Lowell Beineke & Frank Harary [Downloadable! (restricted)]
89-98 Product liability, quality control and insurance
by Karl Borch [Downloadable! (restricted)]
101-101 On the class of games of timing of incomplete information
by Augusto Bellieri dei Belliera [Downloadable! (restricted)]

1978, Volume 1, Issue 1

3-6 Presentazione
by Luciano Daboni [Downloadable! (restricted)]
7-38 Estimates of regression coefficient based on gini’s rank association coefficient
by D. Cifarelli [Downloadable! (restricted)]
39-54 Irreversibility and entropy
by Carlo Brumat [Downloadable! (restricted)]
55-69 A balanced arbitration scheme for homogeneous weighted majority games
by Flavio Pressacco [Downloadable! (restricted)]
70-75 On a problem of L. Moser
by E. Aparo [Downloadable! (restricted)]
76-104 On the class of games of timing of incomplete information
by Augusto Bellieri dei Belliera [Downloadable! (restricted)]
105-108 A conjecture on a caracterisation of all 4-connected planar graphs
by Paolo Manca [Downloadable! (restricted)]

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