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Publications

by members of

Dipartimento di Matematica per le Decisioni
Scuola di Economia e Management
Università degli Studi di Firenze
Firenze, Italy

(Department of Decision Mathematics, Florence School of Economics and Management, University of Florence)

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2018

  1. Jiro Akahori & Flavia Barsotti & Yuri Imamura, 2018. "Asymptotic Static Hedge via Symmetrization," Papers 1801.04045, arXiv.org.

2017

  1. Jiro Akahori & Flavia Barsotti & Yuri Imamura, 2017. "The Value of Timing Risk," Papers 1701.05695, arXiv.org.

2016

  1. Flavia Barsotti & Xavier Milhaud & Yahia Salhi, 2016. "Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors," Post-Print hal-01282601, HAL.

2015

  1. Daniela Bubboloni & Michele Gori, 2015. "On the reversal bias of the Minimax social choice correspondence," Papers 1508.05948, arXiv.org, revised Dec 2015.
  2. Daniela Bubboloni & Michele Gori, 2015. "Resolute refinements of social choice correspondences," Papers 1506.06069, arXiv.org, revised Jun 2016.
  3. Daniela Bubboloni & Michele Gori, 2015. "Symmetric majority social choice functions," Working Papers - Mathematical Economics 2015-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2014

  1. Daniela Bubboloni & Michele Gori, 2014. "Symmetric majority rules," Working Papers - Mathematical Economics 2014-02, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Mar 2015.

2013

  1. Daniela Bubboloni & Michele Gori, 2013. "Anonymous and neutral majority rules," Working Papers - Mathematical Economics 2013-02, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Oct 2013.
  2. Daniela Bubboloni & Michele Gori, 2013. "Anonymous, neutral and reversal symmetric majority rules," Working Papers - Mathematical Economics 2013-05, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  3. Franco Birardi, 2013. "Non cancella non. (Una nota sulla impossibilita' di dimostrare la equivalenza della doppia negazione per i sistemi formali del prim’ordine)," Working Papers - Mathematical Economics 2013-03, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2012

  1. Flavia Barsotti, 2012. "Optimal Capital Structure with Endogenous Default and Volatility Risk," Working Papers - Mathematical Economics 2012-02, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  2. Flavia Barsotti & Simona Sanfelici, 2012. "Microstructure effect on firm’s volatility risk," Working Papers - Mathematical Economics 2012-05, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2011

  1. Flavia Barsotti & Maria Elvira Mancino & Monique Pontier, 2011. "Corporate Debt Value with Switching Tax Benefits and Payouts," Working Papers - Mathematical Economics 2011-10, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2010

  1. Flavia Barsotti & Maria Elvira Mancino & Monique Pontier, 2010. "Debt Value and Capital Structure with Firm's Net Cash Payouts," Working Papers - Mathematical Economics 2010-10, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2009

  1. Franco Birardi, 2009. "Equivalence, recursive negation and invariance of the mathematical uncertainty predicate," Working Papers - Mathematical Economics 2009-07, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2005

  1. Villanacci, Antonio & Zenginobuz, Unal, 2005. "Subscription equilibria with public production: Existence and regularity," MPRA Paper 132, University Library of Munich, Germany, revised 21 Sep 2006.

2004

  1. Villanacci, Antonio & Zenginobuz, Unal, 2004. "Pareto improving interventions in a general equilibrium model with private provision of public goods," MPRA Paper 183, University Library of Munich, Germany, revised 07 Jun 2006.

2001

  1. Villanacci, Antonio & Zenginobuz, Unal, 2001. "On the neutrality of redistribution in a general equilibrium model with public goods," MPRA Paper 190, University Library of Munich, Germany, revised 09 Aug 2005.
  2. CITANNA, Alessandro & CRES, Herve & DREZE, Jacques & HERINGS, Jean-Jacques & VILLANACCI, Antonio, 2001. "Continua of underemployment equilibria reflecting coordination failures, also at Walrasian prices," HEC Research Papers Series 732, HEC Paris.

1998

  1. Alessandro Citanna & Antonio Villanacci, 1998. "Existence and Regularity of Partially Revealing Rational Expectations Equilibrium with Finite Signal Spaces," GSIA Working Papers 249, Carnegie Mellon University, Tepper School of Business.
  2. Daniela Bubboloni, 1998. "Coverings of the Symmetric and Alternating groups," Working Papers - Mathematical Economics 1998-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

1997

  1. Alessandro Citanna & Antonio Villanacci, 1997. "Production, pooling and endogenous market incompleteness," GSIA Working Papers 137, Carnegie Mellon University, Tepper School of Business.
  2. Alessandro Citanna & Antonio Villanacci, 1997. "Competitive equilibrium with moral hazard in economies with multiple commodities," GSIA Working Papers 136, Carnegie Mellon University, Tepper School of Business.

Undated

  1. Alessandro Citanna & Antonio Villanacci, "undated". ""Financial Innovation and Expectations''," CARESS Working Papres 95-01, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
  2. Alessandro Citanna & Antonio Villanacci, "undated". "Incomplete markets, allocative efficiency and the information revealed by prices," GSIA Working Papers 10, Carnegie Mellon University, Tepper School of Business.
  3. Alessandro Citanna & Herve Cres & Antonio Villanacci, "undated". "Underemployment of resources and self-fulfilling beliefs: Nonwalrasian allocations at walrasian prices," GSIA Working Papers 11, Carnegie Mellon University, Tepper School of Business.

Journal articles

2023

  1. J. Akahori & F. Barsotti & Y. Imamura, 2023. "Hedging error as generalized timing risk," Quantitative Finance, Taylor & Francis Journals, vol. 23(4), pages 693-703, April.

2016

  1. Bubboloni, Daniela & Gori, Michele, 2016. "On the reversal bias of the Minimax social choice correspondence," Mathematical Social Sciences, Elsevier, vol. 81(C), pages 53-61.
  2. Barsotti, Flavia & Milhaud, Xavier & Salhi, Yahia, 2016. "Lapse risk in life insurance: Correlation and contagion effects among policyholders’ behaviors," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 317-331.
  3. Flavia Barsotti & Simona Sanfelici, 2016. "Market Microstructure Effects on Firm Default Risk Evaluation," Econometrics, MDPI, vol. 4(3), pages 1-31, July.

2015

  1. Bubboloni, Daniela & Gori, Michele, 2015. "Symmetric majority rules," Mathematical Social Sciences, Elsevier, vol. 76(C), pages 73-86.
  2. Barsotti, Flavia & Viva, Luca Del, 2015. "Performance and determinants of the Merton structural model: Evidence from hedging coefficients," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 95-111.

2014

  1. Daniela Bubboloni & Michele Gori, 2014. "Anonymous and neutral majority rules," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 43(2), pages 377-401, August.
  2. Barsotti, Flavia & De Castro, Yohann & Espinasse, Thibault & Rochet, Paul, 2014. "Estimating the transition matrix of a Markov chain observed at random times," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 98-105.

2012

  1. Flavia Barsotti & Maria Elvira Mancino & Monique Pontier, 2012. "The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 41(3), pages 115-144, November.

2007

  1. Antonio Villanacci & Ünal Zenginobuz, 2007. "On the Neutrality of Redistribution in a General Equilibrium Model with Public Goods," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 9(2), pages 183-200, April.

2006

  1. Elena Mercato & Antonio Villanacci, 2006. "Taxes and money in incomplete financial markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 29(1), pages 23-54, May.
  2. Villanacci, Antonio & Zenginobuz, E. Unal, 2006. "Subscription equilibria with public production: Existence and regularity," Research in Economics, Elsevier, vol. 60(4), pages 199-215, December.

2005

  1. Villanacci, Antonio & Zenginobuz, E.Unal, 2005. "Existence and regularity of equilibria in a general equilibrium model with private provision of a public good," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 617-636, August.

2004

  1. Alessandro Citanna & Antonio Villanacci, 2004. "Pooling and endogenous market incompleteness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(3), pages 549-560, October.

2002

  1. Citanna, Alessandro & Villanacci, Antonio, 2002. "Competitive equilibrium with moral hazard in economies with multiple commodities," Journal of Mathematical Economics, Elsevier, vol. 38(1-2), pages 117-147, September.

2001

  1. Citanna, Alessandro & Cres, Herve & Dreze, Jacques & Herings, P. Jean-Jacques & Villanacci, Antonio, 2001. "Continua of underemployment equilibria reflecting coordination failures, also at Walrasian prices," Journal of Mathematical Economics, Elsevier, vol. 36(3), pages 169-200, December.
  2. Cass, David & Siconolfi, Paolo & Villanacci, Antonio, 2001. "Generic regularity of competitive equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 61-76, September.

2000

  1. Citanna, Alessandro & Villanacci, Antonio, 2000. "Incomplete Markets, Allocative Efficiency, and the Information Revealed by Prices," Journal of Economic Theory, Elsevier, vol. 90(2), pages 222-253, February.
  2. Citanna, Alessandro & Villanacci, Antonio, 2000. "Existence and regularity of partially revealing rational expectations equilibrium in finite economies," Journal of Mathematical Economics, Elsevier, vol. 34(1), pages 1-26, August.

1998

  1. Atsushi Kajii & Antonio Villanacci & Alessandro Citanna, 1998. "Constrained suboptimality in incomplete markets: a general approach and two applications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(3), pages 495-521.

1992

  1. Suda, Shinichi & Tallon, Jean-Marc & Villanacci, Antonio, 1992. "Real Indeterminacy of Equilibria in a Sunspot Economy with Inside Money," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(3), pages 309-319, July.

1991

  1. Siconolfi, P & Villanacci, A, 1991. "Real Indeterminacy in Incomplete Financial Market Economies without Aggregate Risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(3), pages 265-276, July.

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