In caso di modifiche a Pure, queste saranno visibili qui a breve.

Risultato della ricerca 2004 2018

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Chapter
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. 63-75

Risultato della ricerca: Chapter

Learning effect
Financial markets
Optimal portfolio
Optimization problem
Bid