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Sfoglia per Afferenza MILANO - Dipartimento di Matematica per le Scienze economiche, finanziarie ed attuariali (DiMSEFA)

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Mostrati risultati da 87 a 106 di 497
Data di pubblicazione Titolo Autore(i) File
1-gen-2021 COVID-19 and firms’ financial health in Brescia: A simulation with Machine Learning Bernardi, Alberto; Bragoli, Daniela; Fedreghini, Davide; Ganugi, Tommaso; Marseguerra, Giovanni
1-gen-2008 Critical point index for vector functions and vector optimization Miglierina, Enrico; Molho, E; Rocca, M.
1-gen-2022 Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions Gardini, L.; Radi, Davide; Schmitt, N.; Sushko, Iryna; Westerhoff, F.
1-gen-2009 Debt Financing and Real Estate Timing Decisions Marseguerra, Giovanni; Cortelezzi, Flavia
1-gen-2014 Desafios da inovação no Brasil e na Itália Marseguerra, Giovanni
1-gen-2018 The determinants of Italian firms’ technological competencies and capabilities Zoia, Maria; Barbieri, Laura; Cortelezzi, Flavia; Marseguerra, Giovanni
1-gen-2002 Different solutions in Vector Optimization: a Characterization by a special scalarization Miglierina, Enrico; Molho, E; Zaffaroni, A.
1-gen-2016 A Different Way to Look at Random Variables Castagnoli, Erio; De Donno, Marzia; Favero, Gino; Modesti, Paola
1-gen-2017 Directed clustering in weighted networks: A new perspective Clemente, Gian Paolo; Grassi, Rosanna
1-gen-2024 A Discrete Risk-Theory Approach to Manage Equity-Linked Policies in an Incomplete Market Della Corte, Francesco; Marzorati, Francesca
1-gen-2020 Discriminants of number fields and surjectivity of trace homomorphism on rings of integers Battistoni, Francesco
1-gen-2022 Disruption of Life Insurance Profitability in the Aftermath of the COVID-19 Pandemic Carannante, Maria; D'Amato, Valeria; Fersini, Paola; Forte, Salvatore; Melisi, Giuseppe
1-gen-2019 Does the past count? Sovereign debt during the Classical Gold Standard through the lenses of Mover Stayer and Markov Chain models Bragoli, Daniela; Ferretti, Camilla; Ganugi, Piero; Grossi, Luigi; Ianulardo, Giancarlo
1-gen-2020 Does the “uptick rule” stabilize the stock market? Insights from adaptive rational equilibrium dynamics Dercole, F.; Radi, Davide
1-gen-2019 Double continuation regions for American and Swing options with negative discount rate in Levy models De Donno, Marzia; Palmowski, Zbigniew; Tumilewicz, Joanna
1-gen-2018 Dynamic asset allocation with default and systemic risks Sbuelz, Alessandro
1-gen-2018 Dynamic Asset Allocation with Default and Systemic Risks Sbuelz, Alessandro
1-gen-2024 Dynamic ESG Equilibrium Avramov, Doron; Lioui, Abraham; Liu, Yang; Tarelli, Andrea
1-gen-2012 Dynamic investment strategies for corporate pension funds in the presence of sponsor risk Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea
1-gen-2016 Dynamic modeling in renewable resource exploitation Lamantia, F.; Radi, Davide; Sbragia, Lucia
Mostrati risultati da 87 a 106 di 497
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