The following pages link to Roy Cerqueti (Q255100):
Displaying 50 items.
- Optimal investment in research and development under uncertainty (Q255103) (← links)
- Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion (Q323525) (← links)
- A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption (Q338903) (← links)
- Corruption, growth and ethnic fractionalization: a theoretical model (Q405767) (← links)
- Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104) (← links)
- Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
- Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption (Q508298) (← links)
- Forecasting macroeconomic fundamentals in economic crises (Q513085) (← links)
- A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping (Q513556) (← links)
- A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts (Q659093) (← links)
- On the asymptotic behaviour of random matrices in a multivariate statistical model (Q730707) (← links)
- An optimization model for minimizing systemic risk (Q829210) (← links)
- Stochastic Ising model with flipping sets of spins and fast decreasing temperature (Q1650116) (← links)
- Patent valuation under spatial point processes with delayed and decreasing jump intensity (Q1675021) (← links)
- Corrigendum to: ``Relevant states and memory in Markov chain bootstrapping and simulation'' (Q1734373) (← links)
- Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
- The perspective of a bank in granting credits: an optimization model (Q1758026) (← links)
- Copulas, uncertainty, and false discovery rate control (Q1783940) (← links)
- Panel stationary tests against changes in persistence (Q2010784) (← links)
- The complex interplay between COVID-19 and economic activity (Q2082788) (← links)
- Data validity and statistical conformity with Benford's law (Q2131670) (← links)
- A new concept of reliability system and applications in finance (Q2150787) (← links)
- Influence measures in subnetworks using vertex centrality (Q2153638) (← links)
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Monte Carlo Markov chains constrained on graphs for a target with disconnected support (Q2168087) (← links)
- The skew normal multivariate risk measurement framework (Q2183562) (← links)
- Model-based fuzzy time series clustering of conditional higher moments (Q2237183) (← links)
- Long memory and crude oil's price predictability (Q2241099) (← links)
- Systemic risk assessment through high order clustering coefficient (Q2241111) (← links)
- A dynamic stochastic model of asset pricing with heterogeneous beliefs (Q2267813) (← links)
- Non-exchangeable copulas and multivariate total positivity (Q2279694) (← links)
- Exploring the financial risk of a temperature index: a fractional integrated approach (Q2288969) (← links)
- Civic capital and support for the welfare state (Q2325662) (← links)
- Extension of dependence properties to semi-copulas and applications to the mean-variance model (Q2445415) (← links)
- Economic interactions and social tolerance: a dynamic perspective (Q2446268) (← links)
- A tabu search heuristic procedure in Markov chain bootstrapping (Q2509526) (← links)
- Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
- Approximating multivariate Markov chains for bootstrapping through contiguous partitions (Q2516643) (← links)
- Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482) (← links)
- A new measure of the resilience for networks of funds with applications to socially responsible investments (Q2669424) (← links)
- Fuzzy clustering of time series with time-varying memory (Q2677857) (← links)
- Some Nonparametric Asymptotic Results for a Class of Stochastic Processes (Q2786242) (← links)
- Approximating Markov Chains for Bootstrapping and Simulation (Q2833388) (← links)
- New results on the convergence of random matrices (Q2863061) (← links)
- Memory Property in Heterogeneously Populated Markets (Q3064534) (← links)
- Cross ranking of cities and regions: population versus income (Q3302321) (← links)
- Earthquakes economic costs through rank-size laws (Q3303171) (← links)
- (Q3569646) (← links)
- (Q3630263) (← links)
- A Network Approach to Risk Theory and Portfolio Selection (Q4609751) (← links)
