Risultato della ricerca per anno
Risultato della ricerca 2004 2018
2014
A MULTISTAGE DECISION MODEL FOR THE OPTIMAL ISSUANCE OF SOVEREIGN DEBT UNDER ESA95
2014, Annali della Facoltà di Economia. pag. 91-115 25 pag.Risultato della ricerca: Chapter
Debt
Decision model
Sovereign debt
Costs
Cost function
2011
Pricing Reinsurance Contracts
De Giovanni, D, 2011, Stochastic Optimization Methods in Finance and Energy. Vol. 2011. pag. 125-139 15 pag. (INTERNATIONAL SERIES IN OPERATIONS RESEARCH & MANAGEMENT SCIENCE).Risultato della ricerca: Chapter
Pricing
Reinsurance
Insurance
Risk model
Assets
2009
Asset Return Dynamics under Alternative Learning Schemes
Lacagnina, V., Consiglio, A., Russino, A. & Catanese, E., 2009, Artificial Economics: The generative Method in Economics. pag. 211-222 268 pag. (LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS).Risultato della ricerca: Chapter
Asset returns
Joint distribution
Long-range dependence
Stylized facts
Fat tails
2007
The PROMETEIA Model for Managing Insurance Policies with Guarantees
Consiglio Andrea; Cocco F; Zenios S A, 2007, Handbook of Asset and Liability Management, 2. Applications and Case Studies. pag. 664-705 42 pag.Risultato della ricerca: Chapter
2006
Learning and the Price Dynamics of a Double-Auction Financial Market with Portfolio Traders
Lacagnina, V., Consiglio, A., Russino, A. & Russino, A., 2006, LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS. Vol. 2006. pag. 215-227 13 pag.Risultato della ricerca: Chapter
Double Auction
Financial Markets
Marginal Distribution
Bounded Rationality
Prior distribution
The Dynamics of Quote Prices in an Artificial Financial Market with Learning Effects
Lacagnina, V., Consiglio, A., Russino, A. & Russino, A., 2006, LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS. Vol. 2006. pag. 63-75Risultato della ricerca: Chapter
Learning effect
Financial markets
Optimal portfolio
Optimization problem
Bid