Paolo Falbo

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
Optimal switch from a fossil-fueled to an electric vehicle Decisions in Economics and Finance	2022-01-06	Paper
Corrigendum to: ``Relevant states and memory in Markov chain bootstrapping and simulation'' European Journal of Operational Research	2019-03-27	Paper
Does expectation of correlation breakdown in financial market fulfill itself? Discrete Dynamics in Nature and Society	2019-02-19	Paper
Relevant states and memory in Markov chain bootstrapping and simulation European Journal of Operational Research	2018-05-24	Paper
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping Annals of Operations Research	2017-03-07	Paper
Approximating Markov chains for bootstrapping and simulation Springer Proceedings in Mathematics & Statistics	2016-11-18	Paper
Risk-averse equilibrium modeling and social optimality of cap-and-trade mechanisms Springer Proceedings in Mathematics & Statistics	2016-11-18	Paper
Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets Stochastics of Environmental and Financial Economics	2016-04-22	Paper
Approximating multivariate Markov chains for bootstrapping through contiguous partitions OR Spectrum	2015-08-03	Paper
A tabu search heuristic procedure in Markov chain bootstrapping European Journal of Operational Research	2014-07-28	Paper
Market dynamics when agents anticipate correlation breakdown Discrete Dynamics in Nature and Society	2012-01-23	Paper
Pricing inflation-linked bonds Quantitative Finance	2010-04-23	Paper
Equilibrium prices on a financial graph Computational Economics	2005-03-15	Paper

Research outcomes over time

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