Costanza Torricelli

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The market price of Greenness: a factor pricing approach for green and conventional bonds Annals of Finance	2025-11-28	Paper
Sustainable optimal stock portfolios: what relationship between sustainability and performance? European Journal of Operational Research	2025-05-19	Paper
Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise Annals of Finance	2017-11-16	Paper
On the no-arbitrage condition in option implied trees European Journal of Operational Research	2009-01-22	Paper
A multiperiod binomial model for pricing options in a vague world Journal of Economic Dynamics and Control	2008-10-24	Paper
The pricing of options on an interval binomial tree. An application to the DAX-index option market European Journal of Operational Research	2005-01-12	Paper
Implied trees in illiquid markets: A Choquet pricing approach International Journal of Intelligent Systems	2002-12-17	Paper
The rational expectation dynamics of a model for the term structure and monetary policy Decisions in Economics and Finance	2002-06-26	Paper
A comparative evaluation of alternative models of the term structure of interest rates European Journal of Operational Research	1998-10-18	Paper
scientific article; zbMATH DE number 176618 (Why is no real title available?)	1993-05-18	Paper

Research outcomes over time

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