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Mostrati risultati da 1 a 10 di 10
Minimizing the impact of geographical basis risk on weather derivatives
2023 D’Aversa, Mina; Mainini, Alessandra; Moretto, Enrico; Stefani, Silvana; Uberti, Pierpaolo
Note di matematica. Nozioni preliminari
2023 Ballerio, Augusto; Braggion, Francesca; Dettoni, Maurizio; Piercarla Agradi, Gazzaniga; Mainini, Alessandra; Messineo, Grazia Caterina; Ubiali, Gianandrea; Vassallo, Salvatore Flavio
Stochastic dividend discount model: covariance of random stock prices
2018 Agosto, Arianna; Mainini, Alessandra; Moretto, Enrico
Use of copulas for Value-At-Risk calculation and back-testing with an application to Italian data
2018 Agosto, Arianna; Mainini, Alessandra; Moretto, Enrico
Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
2018 Longo, Michele; Mainini, Alessandra
Learning and Portfolio Decisions for CRRA Investors
2016 Longo, Michele; Mainini, Alessandra
Portfolio comparison with complete and partial observation for a hara investor
2013 Mainini, Alessandra; Longo, Michele
Portfolio optimization under partial information and cara preferences
2013 Mainini, Alessandra; Longo, Michele
Continuous-Time Principal-Agent Problems under Partial Information (A Stochastic Control Approach)
2011 Mainini, Alessandra
Political Accountability: A Stochastic Control Approach
2010 Longo, Michele; Mainini, Alessandra
| Data di pubblicazione | Titolo | Autore(i) | File |
|---|---|---|---|
| 1-gen-2023 | Minimizing the impact of geographical basis risk on weather derivatives | D’Aversa, Mina; Mainini, Alessandra; Moretto, Enrico; Stefani, Silvana; Uberti, Pierpaolo | |
| 1-gen-2023 | Note di matematica. Nozioni preliminari | Ballerio, Augusto; Braggion, Francesca; Dettoni, Maurizio; Piercarla Agradi, Gazzaniga; Mainini, Alessandra; Messineo, Grazia Caterina; Ubiali, Gianandrea; Vassallo, Salvatore Flavio | |
| 1-gen-2018 | Stochastic dividend discount model: covariance of random stock prices | Agosto, Arianna; Mainini, Alessandra; Moretto, Enrico | |
| 1-gen-2018 | Use of copulas for Value-At-Risk calculation and back-testing with an application to Italian data | Agosto, Arianna; Mainini, Alessandra; Moretto, Enrico | |
| 1-gen-2018 | Welfare effects of information and rationality in portfolio decisions under parameter uncertainty | Longo, Michele; Mainini, Alessandra | |
| 1-gen-2016 | Learning and Portfolio Decisions for CRRA Investors | Longo, Michele; Mainini, Alessandra | |
| 1-gen-2013 | Portfolio comparison with complete and partial observation for a hara investor | Mainini, Alessandra; Longo, Michele | |
| 1-gen-2013 | Portfolio optimization under partial information and cara preferences | Mainini, Alessandra; Longo, Michele | |
| 1-gen-2011 | Continuous-Time Principal-Agent Problems under Partial Information (A Stochastic Control Approach) | Mainini, Alessandra | |
| 1-gen-2010 | Political Accountability: A Stochastic Control Approach | Longo, Michele; Mainini, Alessandra |
Mostrati risultati da 1 a 10 di 10
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