Emilio Basrucci

Available identifiers

zbMath Open barucci.emilioWikidataQ111142711 ScholiaQ111142711MaRDI QIDQ1264419

List of research outcomes

Publication	Date of Publication	Type
Health insurance, portfolio choice, and retirement incentives	2023-07-04	Paper
Debt redemption fund and fiscal incentives	2023-02-23	Paper
Optimal investment strategies with a minimum performance constraint	2021-11-08	Paper
The determinants of lapse rates in the Italian life insurance market	2020-11-04	Paper
Asset management, high water mark and flow of funds	2019-01-11	Paper
On relative performance, remuneration and risk taking of asset managers	2018-12-10	Paper
Portfolio choices and VaR constraint with a defaultable asset	2018-09-19	Paper
Financial markets theory. Equilibrium, efficiency and information	2017-05-15	Paper
Social interaction and conformism in a random utility model	2016-10-06	Paper
RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING	2015-05-11	Paper
Prices in the utility function and demand monotonicity	2015-01-19	Paper
Dynamic capital structure and the contingent capital option	2014-11-12	Paper
Fourier volatility forecasting with high-frequency data and microstructure noise	2012-06-26	Paper
Optimal investment, stochastic labor income and retirement	2012-06-11	Paper
Corrigendum to `Optimal investment, stochastic labor income and retirement'	2012-05-18	Paper
COMPUTATION OF VOLATILITY IN STOCHASTIC VOLATILITY MODELS WITH HIGH FREQUENCY DATA	2010-09-16	Paper
https://portal.mardi4nfdi.de/entity/Q5493838	2006-10-16	Paper
Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications	2006-09-18	Paper
Asset price anomalies under bounded rationality	2004-08-06	Paper
A comparison result for FBSDE with applications to decisions theory	2003-07-16	Paper
SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS	2003-03-16	Paper
Financial markets theory. Equilibrium, efficiency and information	2003-01-20	Paper
The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability	2003-01-01	Paper
Asset pricing with endogeneous aspirations	2002-10-21	Paper
Technology adoption and accumulation in a vintage-capital model	2002-09-18	Paper
On measuring volatility of diffusion processes with high frequency data	2002-03-03	Paper
Asset pricing with a forward--backward stochastic differential utility	2001-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q2715556	2001-06-20	Paper
Incentive compatibility constraints and dynamic programming in continuous time	2001-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q4251754	2000-10-11	Paper
Exponentially fading memory learning in forward-looking economic models.	2000-06-04	Paper
https://portal.mardi4nfdi.de/entity/Q4263603	2000-04-04	Paper
Differential games with nonconvexities and positive spillovers	2000-03-19	Paper
Optimal advertising with a continuum of goods	1999-12-02	Paper
Endogenous fluctuations in a bounded rationality economy: learning non-perfect foresight equilibria	1999-11-11	Paper
Speculative dynamics with bounded rationality learning	1999-11-10	Paper
Does a life cycle exist for a hedonistic consumer?	1999-09-17	Paper
Nonlinear versus linear learning devices: A procedural perspective	1999-05-17	Paper
Investment in a vintage capital model	1998-09-29	Paper
Least mean squares learning in self-referential linear stochastic models	1998-08-13	Paper
Optimal control theory and the reelection problem: The rise of a political business cycle	1997-05-25	Paper
Learning non-rational expectations equilibria	1996-12-16	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Emilio Basrucci