Emilio Basrucci

From MaRDI portal
Person:1264419

Available identifiers

zbMath Open barucci.emilioWikidataQ111142711 ScholiaQ111142711MaRDI QIDQ1264419

List of research outcomes

PublicationDate of PublicationType
Health insurance, portfolio choice, and retirement incentives2023-07-04Paper
Debt redemption fund and fiscal incentives2023-02-23Paper
Optimal investment strategies with a minimum performance constraint2021-11-08Paper
The determinants of lapse rates in the Italian life insurance market2020-11-04Paper
Asset management, high water mark and flow of funds2019-01-11Paper
On relative performance, remuneration and risk taking of asset managers2018-12-10Paper
Portfolio choices and VaR constraint with a defaultable asset2018-09-19Paper
Financial markets theory. Equilibrium, efficiency and information2017-05-15Paper
Social interaction and conformism in a random utility model2016-10-06Paper
RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING2015-05-11Paper
Prices in the utility function and demand monotonicity2015-01-19Paper
Dynamic capital structure and the contingent capital option2014-11-12Paper
Fourier volatility forecasting with high-frequency data and microstructure noise2012-06-26Paper
Optimal investment, stochastic labor income and retirement2012-06-11Paper
Corrigendum to `Optimal investment, stochastic labor income and retirement'2012-05-18Paper
COMPUTATION OF VOLATILITY IN STOCHASTIC VOLATILITY MODELS WITH HIGH FREQUENCY DATA2010-09-16Paper
https://portal.mardi4nfdi.de/entity/Q54938382006-10-16Paper
Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications2006-09-18Paper
Asset price anomalies under bounded rationality2004-08-06Paper
A comparison result for FBSDE with applications to decisions theory2003-07-16Paper
SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS2003-03-16Paper
Financial markets theory. Equilibrium, efficiency and information2003-01-20Paper
The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability2003-01-01Paper
Asset pricing with endogeneous aspirations2002-10-21Paper
Technology adoption and accumulation in a vintage-capital model2002-09-18Paper
On measuring volatility of diffusion processes with high frequency data2002-03-03Paper
Asset pricing with a forward--backward stochastic differential utility2001-08-20Paper
https://portal.mardi4nfdi.de/entity/Q27155562001-06-20Paper
Incentive compatibility constraints and dynamic programming in continuous time2001-03-20Paper
https://portal.mardi4nfdi.de/entity/Q42517542000-10-11Paper
Exponentially fading memory learning in forward-looking economic models.2000-06-04Paper
https://portal.mardi4nfdi.de/entity/Q42636032000-04-04Paper
Differential games with nonconvexities and positive spillovers2000-03-19Paper
Optimal advertising with a continuum of goods1999-12-02Paper
Endogenous fluctuations in a bounded rationality economy: learning non-perfect foresight equilibria1999-11-11Paper
Speculative dynamics with bounded rationality learning1999-11-10Paper
Does a life cycle exist for a hedonistic consumer?1999-09-17Paper
Nonlinear versus linear learning devices: A procedural perspective1999-05-17Paper
Investment in a vintage capital model1998-09-29Paper
Least mean squares learning in self-referential linear stochastic models1998-08-13Paper
Optimal control theory and the reelection problem: The rise of a political business cycle1997-05-25Paper
Learning non-rational expectations equilibria1996-12-16Paper

Research outcomes over time


Doctoral students

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