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DISEI Dipartimento di Scienze per l'Economia e l'Impresa

Working Papers - Mathematical Economics



2015-01  José E. FIGUEROA-LOPEZ, Cecilia MANCINI, Optimum thresholding using mean and conditional mean square error



2015-04 Mauro BAMBI, Cristina DI GIROLAMI, Salvatore FEDERICO, Fausto GOZZI, Generically distributed investments on flexible projects and endogenous growth

2015-03 Tiziano DE ANGELIS, Salvatore FEDERICO, Giorgio FERRARI, Optimal boundary surface for irreversible investment with stochastic costs

2015-02 Cecilia MANCINI, Truncated Realized Covariance when prices have infinite variation jumps

2015-01 Daniela BUBBOLONI, Michele GORI, Symmetric Majority Social Choice Functions



2014-04 Michele GORI, Selecting anonymous, neutral and reversal symmetric minimal majority rules

2014-03 Cecilia MANCINI, Convergence rate of the Truncated Realized Covariance when prices have infinite variation jumps

2014-02 Michele GORI, Daniela BUBBOLONI, Symmetric majority rules

2014-01 Marcello GALEOTTI, Computing the distribution of the sum of dependent random variables via overlapping hypercubes



2013-05. Michele GORI, Daniela BUBBOLONI, Anonymous, neutral and reversal symmetric majority rules.

2013-04. Imma Valentina CURATO, Fourier estimation of stochastic leverage using high frequency data.

2013-03. Franco BIRARDI, Non cancella non. (Una nota sulla impossibilita' di dimostrare la equivalenza della doppia negazione per i sistemi formali del prim’ordine).

2013-02. Michele GORI, Daniela BUBBOLONI, Anonymous and neutral majority rules.

2013-01. Marcello GALEOTTI, Computing the probability measure of a d-dimensional simplex via overlapping hypercubes.



2012-11. Imma Valentina CURATO, Asymptotics for the Fourier estimators of the volatility of volatility and the leverage.

2012-10. Cecilia MANCINI, Vanessa MATTIUSSI, Roberto RENO', Spot Volatility Estimation Using Delta Sequences.

2012-09. Cecilia MANCINI, Measuring the relevance of the microstructure noise in financial data.

2012-08. Matteo DEL VIGNA, Stochastic dominance for law invariant preferences: The happy story of elliptical distributions.

2012-07. Domenico COLUCCI, Nicola DONI, Vincenzo VALORI, Information revelation in procurement auctions: an equivalence result.

2012-06. Domenico COLUCCI, Nicola DONI, Vincenzo VALORI, Preferential treatment in procurement auctions through information revelation.

2012-05. Flavia BARSOTTI, Simona SANFELICI, Microstructure effect on firm’s volatility risk.

2012-04. Michele GORI, Antonio VILLANACCI, Wage setting and unemployment in a general equilibrium model.

2012-03. Domenico COLUCCI, Vincenzo VALORI, Bounded rationality and parameters’ uncertainty in a simple monetary policy model.

2012-02. Flavia BARSOTTI, Optimal Capital Structure with Endogenous Default and Volatility Risk.

2012-01. Matteo DEL VIGNA, A note on the existence of CAPM equilibria with homogeneous Cumulative Prospect Theory preferences.


2011-10  Flavia BARSOTTI, Maria Elvira MANCINO, Monique PONTIER, Corporate Debt Value with Switching Tax Benefits and Payouts.

2011-09. Matteo DEL VIGNA, Market equilibrium with heterogeneous behavioural and classical investors' preferences.

2011-08. Matteo DEL VIGNA, Financial market equilibria with heterogeneous agents: CAPM and market segmentation.

2011-07. Matteo DEL VIGNA, Ambiguity made easier.

2011-06.  Maria Elvira MANCINO, Simona SANFELICI, Estimation of Quarticity with High Frequency Data.

2011-05.  Andrey SARYCHEV, Controllability of semilinear Schroedinger equation via low-dimensional source term.

2011-04. Domenico COLUCCI, Simone SALOTTI, Vincenzo VALORI, Good bargains and reputable sellers - An experimental investigation of electronic feedback systems.

2011-03. Domenico COLUCCI, Vincenzo VALORI, Can endogenous participation explain price volatility? Evidence from an agent-based cobweb model.

2011-02. Domenico COLUCCI, Nicola DONI, Vincenzo VALORI, Information Disclosure in Procurement Auctions with Horizontally Differentiated Suppliers.

2011-01. Angelo ANTOCI, Marcello GALEOTTI, Davide RADI, Financial tools for the abatement of traffic congestion: a dynamical analysis.


2010-11. Antonino MORASSI, Edi ROSSET, Sergio VESSELLA, Sharp three sphere inequality for perturbations of a product of two second order elliptic operators and
stability for the Cauchy problem for the anisotropic plate equation.

2010-10.  Flavia BARSOTTI, Maria Elvira MANCINO, Monique POINTIER, Debt Value and Capital Structure with Firm's Net Cash Payouts.

2010-09. Michele GORI, Endogenous household formation and inefficiency in a general equilibrium model.

2010-08. Michele GORI, Marina PIREDDU, Antonio VILLANACCI, Regularity and Pareto Improving on financial equilibria with endogenous borrowing restrictions.

2010-07. Michele GORI, Marina PIREDDU, Antonio VILLANACCI, Existence of financial equilibria with endogenous short selling restrictions and real assets.

2010-06.  Simone SALOTTI, An appraisal of the wealth effect in the US: evidence from pseudo-panel data.

2010-05.  Cecilia MANCINI, Fabio GOBBI, Identifying the Brownian Covariation from the Co-Jumps Given Discrete Observations.

2010-04. Simone SALOTTI, Luigi MARATTIN, The Euro-dividend: public debt and interest rates in the Monetary Union.

2010-03. Cecilia MANCINI, Speed of convergence of the threshold estimator of integrated variance.

2010-02. Rama CONT, Cecilia MANCINI, Nonparametric tests for pathwise properties of semimartingales.

2010-01. Stefano GALAVOTTI, Reducing inefficiency in public good provision through linking.


2009-10.  Patrizia BERTI, Michele GORI, Pietro RIGO, A note on the law of large numbers in economics.

2009-09. Maria Elvira MANCINO, Simona SANFELICI, Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology.

2009-08. Michele DI CRISTO, Sergio VESSELLA, Stable Determination of the Discontinuous Conductivity Coefficient of a Parabolic Equation.

2009-07. Franco BIRARDI, Equivalence, recursive negation and invariance of the mathematical uncertainty predicate.

2009-06. Domenico COLUCCI, Nicola DONI, Vincenzo VALORI, Dynamics in Non-Binding Procurement Auctions with Boundedly Rational Bidders.

2009-05. Angelo ANTOCI, Marcello GALEOTTI, Paolo RUSSU, Over-exploitation of open-access natural resources and global indeterminacy in an economic growth model.

2009-04. Angelo ANTOCI, Simone BORGHESI, Marcello GALEOTTI, Environmental options and technological innovation: an evolutionary game model.

2009-03. Michele GORI, Giulio PIANIGIANI, On the Arrow-Hahn utility representation method.

2009-02. Andrey SARYCHEV, Controlling Multiparticle System on the Line, II - Periodic Case.

2009-01. Domenico COLUCCI, Vincenzo VALORI, Heterogeneous adaptive expectations and cobweb phenomena.


2008-01. Andrey SARYCHEV, Controlling Multiparticle System on the Line, I.


2006-01. Domenico COLUCCI, Vincenzo VALORI, Asset price dynamics when behavioural heterogeneity varies.



2005-01.  Domenico COLUCCI, Vincenzo VALORI, Ways of learning in a simple economic setting: a comparison.


2004-01.  Domenico COLUCCI, Vincenzo VALORI, Adaptive learning in the Cobweb with an endogenous gain sequence.



2003-01  Michele LONGO, Vincenzo VALORI, The comparison test - Not just for nonnegative series.



2001-01. Michele LONGO, Vincenzo VALORI, The comparison test - Not just for nonnegative series.



2000-01. Gian-Italo BISCHI, Vincenzo VALORI, Nonlinear effects in a discrete-time dynamic model of a stock market.



1998-01. Daniela BUBBOLONI, Coverings of the Symmetric and Alternating groups.

ultimo aggiornamento: 19-Mar-2017
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