Items where Subject is "Area 13 - Economics and Statistics > SECS-S/06 Mathematics for Economics, Actuarial Studies and Finance"

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Number of items at this level: 22.

B

Bambi, Mauro and Fabbri, Giorgi and Gozzi, Fausto (2009) Optimal policy and consumption smoothing effects in the time-to-build AK model. [Working Paper]. p. 34. MPRA Paper (No. 17128). (Submitted)

Boucekkine, Raouf and Fabbri, Giorgi and Gozzi, Fausto (2009) Maintenance and investment: complements or substitutes? A reappraisal. [Working Paper]. p. 29. Working Papers (2009_21).

Branzei, Rodica and Dall'Aglio, Marco and Tijs, Stef H. (2008) Interval Game Theoretic Division Rules. [Discussion Paper]. Tilburg University, The Netherlands. p. 19. CentER Discussion Paper Series (No. 2008-97). (Unpublished)

C

Cecchetti, Sara (2011) An analysis of credit risk financial indicators. Tesi di Dottorato, LUISS Guido Carli, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Giovanna Nappo, p. 53. [Doctoral Thesis]

Cretarola, Alessandra and Gozzi, Fausto and Pham, Huyen and Tankov, Peter (2008) Optimal consumption policies in illiquid markets. [Working Paper]. p. 30. Working Papers (hal-00292673_v1).

D

Dall'Aglio, Marco and Branzei, Rodica and Tijs, Stef H. (2008) Cooperation in Dividing the Cake. [Discussion Paper]. Tilburg University, The Netherlands. p. 22. CentER Discussion Paper Series (No. 2008-101).

Dall'Aglio, Marco and Maccheroni, Fabio (2007) Disputed Lands. [Working Paper]. Collegio Carlo Alberto. p. 29. Carlo Alberto Notebooks (n. 58).

Dall'Aglio, Marco and Scarsini, Marco (2003) Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex. [Working Paper]. p. 25. ICER Working Papers - Applied Mathematics Series (no. 27/2003).

Di Giacinto, Marina and Salvatore, Federico and Gozzi, Fausto and Vigna, Elena (2010) Constrained Portfolio Choices in the Decumulation Phase of a Pension Plan. [Working Paper]. p. 54. Carlo Alberto Notebooks (No. 155).

Di Giacinto, Marina and Gozzi, Fausto and Salvatore, Federico (2008) Pension Funds with a Minimum Guarantee: A Stochastic Control Approach. [Working Paper]. Social Science Electronic Publishing. p. 44. SSRN Working Paper Series (In Press)

Di Girolami, Cristina (2010) Infinite dimensional stochastic calculus via regularization with financial motivations. Tesi di Dottorato, LUISS Guido Carli - Université Paris 13, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Fausto Gozzi and Francesco Russo, p. 130. [Doctoral Thesis]

F

Fabbri, Giorgi and Gozzi, Fausto (2007) Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations. [Working Paper]. p. 29. MPRA Paper (No. 3547).

Fabbri, Giorgi and Gozzi, Fausto (2008) Vintage Capital in the AK growth model: a Dynamic Programming approach. Extended version. [Working Paper]. p. 50. MPRA Paper (No. 7334). (Submitted)

Faggian, Silvia and Gozzi, Fausto (2008) Optimal investment models with vintage capital: Dynamic Programming approach. [Working Paper]. Universita degli Studi di Venezia (Ca' Foscari), Dipartimento di Matematica Applicata, Venezia. p. 34. Working Papers (n. 174/2008).

Freni, Giuseppe and Gozzi, Fausto and Salvadori, Neri (2004) Existence of Optimal Strategies in linear Multisector Models. [Discussion Paper]. p. 70. Discussion Papers (No. 2004/29).

Freni, Giuseppe and Gozzi, Fausto and Salvadori, Neri (2010) Existence of optimal strategies in linear multisector models with several consumption goods. [Working Paper]. p. 36. MPRA Paper (No. 18766). (Submitted)

G

Goutte, Stéphane (2010) Variance Optimal Hedging in incomplete market for processes with independent increments and applications to electricity market. Tesi di Dottorato, LUISS Guido Carli - Université Paris 13, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Francesco Russo and Fausto Gozzi, p. 68. [Doctoral Thesis]

M

Mattioli, Mauro (2011) Estimates on degenerate jump-diffusion processes and regularity of the related valuation equation. Tesi di Dottorato, LUISS Guido Carli, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Fausto Gozzi and Marco Papi, p. 101. [Doctoral Thesis]

Mega, Mirko Stefano (2010) Modelling and Pricing communication networks services in Markets for Bandwidth. Tesi di Dottorato, LUISS Guido Carli - Université Paris 13, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Marco Isopi and Francesco Russo, p. 107. [Doctoral Thesis]

Mezzedimi, Marcello (2011) A defensive investment strategy for portfolio alpha return and market risk reduction. Tesi di Dottorato, LUISS Guido Carli, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Marco Isopi, p. 156. [Doctoral Thesis]

R

Raso, Vanessa (2011) An optimal Markovian consumption-investment problem in a market with longevity bonds. Tesi di Dottorato, LUISS Guido Carli, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Giovanna Nappo, p. 113. [Doctoral Thesis]

T

Tacconi, Elisa (2011) Two Problems in Control Theory and Applications to Economics. Tesi di Dottorato, LUISS Guido Carli, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Salvatore Federico and Fausto Gozzi and Marco Papi, p. 122. [Doctoral Thesis]

This list was generated on Tue Jul 28 01:00:17 2015 CEST.