| Publication | Date of Publication | Type |
|---|
Health insurance, portfolio choice, and retirement incentives
European Journal of Operational Research | 2023-07-04 | Paper |
Debt redemption fund and fiscal incentives
Communications in Nonlinear Science and Numerical Simulation | 2023-02-23 | Paper |
Optimal investment strategies with a minimum performance constraint
Annals of Operations Research | 2021-11-08 | Paper |
The determinants of lapse rates in the Italian life insurance market
European Actuarial Journal | 2020-11-04 | Paper |
Asset management, high water mark and flow of funds
Operations Research Letters | 2019-01-11 | Paper |
On relative performance, remuneration and risk taking of asset managers
Annals of Finance | 2018-12-10 | Paper |
Portfolio choices and VaR constraint with a defaultable asset
Quantitative Finance | 2018-09-19 | Paper |
Financial markets theory. Equilibrium, efficiency and information
Springer Finance | 2017-05-15 | Paper |
Social interaction and conformism in a random utility model
Journal of Economic Dynamics and Control | 2016-10-06 | Paper |
Risk seeking, nonconvex remuneration and regime switching
International Journal of Theoretical and Applied Finance | 2015-05-11 | Paper |
Prices in the utility function and demand monotonicity
Kodai Mathematical Journal | 2015-01-19 | Paper |
Prices in the utility function and demand monotonicity
Kodai Mathematical Journal | 2015-01-19 | Paper |
Dynamic capital structure and the contingent capital option
Annals of Finance | 2014-11-12 | Paper |
Fourier volatility forecasting with high-frequency data and microstructure noise
Quantitative Finance | 2012-06-26 | Paper |
Optimal investment, stochastic labor income and retirement
Applied Mathematics and Computation | 2012-06-11 | Paper |
Corrigendum to `Optimal investment, stochastic labor income and retirement'
Applied Mathematics and Computation | 2012-05-18 | Paper |
Computation of volatility in stochastic volatility models with high frequency data
International Journal of Theoretical and Applied Finance | 2010-09-16 | Paper |
| Insider trading in continuous time | 2006-10-16 | Paper |
Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications
Stochastic Processes and Applications to Mathematical Finance | 2006-09-18 | Paper |
Asset price anomalies under bounded rationality
Computational Economics | 2004-08-06 | Paper |
A comparison result for FBSDE with applications to decisions theory
Mathematical Methods of Operations Research | 2003-07-16 | Paper |
SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2003-03-16 | Paper |
Financial markets theory. Equilibrium, efficiency and information
Springer Finance | 2003-01-20 | Paper |
The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability
Mathematical Finance | 2003-01-01 | Paper |
Asset pricing with endogeneous aspirations
Decisions in Economics and Finance | 2002-10-21 | Paper |
Technology adoption and accumulation in a vintage-capital model
Journal of Economics | 2002-09-18 | Paper |
On measuring volatility of diffusion processes with high frequency data
Economics Letters | 2002-03-03 | Paper |
Asset pricing with a forward--backward stochastic differential utility
Economics Letters | 2001-08-20 | Paper |
| Neural networks for contingent claim pricing via the Galerkin method | 2001-06-20 | Paper |
Incentive compatibility constraints and dynamic programming in continuous time
Journal of Mathematical Economics | 2001-03-20 | Paper |
| scientific article; zbMATH DE number 1304889 (Why is no real title available?) | 2000-10-11 | Paper |
Exponentially fading memory learning in forward-looking economic models.
Journal of Economic Dynamics and Control | 2000-06-04 | Paper |
| scientific article; zbMATH DE number 1342033 (Why is no real title available?) | 2000-04-04 | Paper |
Differential games with nonconvexities and positive spillovers
European Journal of Operational Research | 2000-03-19 | Paper |
Optimal advertising with a continuum of goods
Annals of Operations Research | 1999-12-02 | Paper |
Endogenous fluctuations in a bounded rationality economy: learning non-perfect foresight equilibria
Journal of Economic Theory | 1999-11-11 | Paper |
Speculative dynamics with bounded rationality learning
European Journal of Operational Research | 1999-11-10 | Paper |
Does a life cycle exist for a hedonistic consumer?
Mathematical Social Sciences | 1999-09-17 | Paper |
Nonlinear versus linear learning devices: A procedural perspective
Computational Economics | 1999-05-17 | Paper |
Investment in a vintage capital model
Research in Economics | 1998-09-29 | Paper |
Least mean squares learning in self-referential linear stochastic models
Economics Letters | 1998-08-13 | Paper |
Optimal control theory and the reelection problem: The rise of a political business cycle
Rivista di Matematica per le Scienze Economiche e Sociali | 1997-05-25 | Paper |
Learning non-rational expectations equilibria
Rivista di Matematica per le Scienze Economiche e Sociali | 1996-12-16 | Paper |
