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Department of Applied Mathematics, University of Venice

Working Papers

Contact information of Department of Applied Mathematics, University of Venice:
Postal: Dorsoduro, 3825/E, 30123 Venezia
Phone: ++39 041 2346910-6911
Fax: ++ 39 041 5221756
Web page: http://www.dma.unive.it/
More information through EDIRC

For technical questions regarding this series, please contact (Marco LiCalzi)
Series handle: repec:vnm:wpaper

2008

165 Some proposals about multivariate risk measurement
by Marta Cardin & Elisa Pagani [Downloadable!]
164 Zero-Intelligence Trading without Resampling
by Marco LiCalzi & Paolo Pellizzari [Downloadable!]
163 Urn-based models for dependent credit risks and their calibration through EM algorithm
by Riccardo Gusso & Uwe Schmock [Downloadable!]
162 A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio
by Antonella Basso & Riccardo Gusso [Downloadable!]
161 On Efficient Trading Mechanisms with Ex-Post Individually Rational Traders
by Stefano Galavotti [Downloadable!]
160 Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs
by Sergiy Gerasymchuk [Downloadable!]

2007

159 Aggregation functions: an approach using copulae
by Marta Cardin & Maddalena Manzi [Downloadable!]
158 A fractional optimal control problem for maximizing advertising efficiency
by Igor Bykadorov & Andrea Ellero & Stefania Funari & Elena Moretti [Downloadable!]
157 Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance
by Giuseppe De Nadai & Paolo Pianca [Downloadable!]
156 On non-monotonic Choquet integrals as aggregation functions
by Marta Cardin & Silvio Giove [Downloadable!]
155 Advertising and production of a seasonal good for a heterogeneous market: from total segment separability to real media
by Daniela Favaretto & Bruno Viscolani [Downloadable!]
154 The 2-period balanced traveling salesman problem
by Tatiana Bassetto & Francesco Mason [Downloadable!]
153 DEA models for ethical and non ethical mutual funds with negative data
by Antonella Basso & Stefania Funari [Downloadable!]
152 Efficient Egalitarian Equivalent Allocations over a Single Good
by Marco LiCalzi & Antonio Nicolo [Downloadable!]
151 Which market protocols facilitate fair trading?
by Marco LiCalzi & Paolo Pellizzari [Downloadable!]
150 Mean-Variance Portfolio Selection with Reference Dependent Preferences
by Sergiy Gerasymchuk [Downloadable!]
149 Asset price dynamics with small world interactions under hetereogeneous beliefs
by Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov [Downloadable!]

2006

148 A solving tool for fuzzy quadratic optimal control problems
by Silvio Giove & Paolo Bortot [Downloadable!]
147 On the efficient application of the repeated Richardson extrapolation technique to option pricing
by Luca Barzanti & Corrado Corradi & Martina Nardon [Downloadable!]
146 On Bounds for Concave Distortion Risk Measures for Sums of Risks
by Antonella Campana & Paola Ferretti [Downloadable!]
145 Simulation techniques for generalized Gaussian densities
by Martina Nardon & Paolo Pianca [Downloadable!]
144 Incomplete pairwise comparison and consistency optimization
by Michele Fedrizzi & Silvio Giove [Downloadable!]
143 A credit contagion model for loan portfolios in a network of firms with spatial interaction
by Diana Barro & Antonella Basso [Downloadable!]
142 On the characterization of convex premium principles
by Marta Cardin & Graziella Pacelli [Downloadable!]
141 Financial trading systems: is recurrent reinforcement the via?
by Francesco Bertoluzzo & Marco Corazza [Downloadable!]
140 A comparison of different trading protocols in an agent-based market
by Paolo Pellizzari & Arianna Dal Forno [Downloadable!]
139 A copula-based approach to aggregation functions
by Marta Cardin & Maddalena Manzi [Downloadable!]
138 Selection matters
by Paolo Pin [Downloadable!]
137 Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests
by Marco Corazza & A.G. Malliaris & Elisa Scalco [Downloadable!]
136 Simple Market Protocols for Efficient Risk Sharing
by Marco LiCalzi & Paolo Pellizzari [Downloadable!]
135 Learning and equilibrium selection in a coordination game with heterogeneous agents
by Alberto Fogale & Paolo Pellizzari & Massimo Warglien [Downloadable!]
134 The allocative effectiveness of market protocols under intelligent trading
by Marco LiCalzi & Paolo Pellizzari [Downloadable!]

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This page was last updated on 2008-7-22.

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