The following pages link to Emilio Basrucci (Q1264419):
Displaying 43 items.
- (Q198439) (redirect page) (← links)
- Social interaction and conformism in a random utility model (Q318863) (← links)
- Corrigendum to `Optimal investment, stochastic labor income and retirement' (Q422921) (← links)
- Optimal investment, stochastic labor income and retirement (Q426617) (← links)
- Dynamic capital structure and the contingent capital option (Q470666) (← links)
- Prices in the utility function and demand monotonicity (Q487277) (← links)
- Technology adoption and accumulation in a vintage-capital model (Q698232) (← links)
- Asset pricing with endogeneous aspirations (Q698350) (← links)
- Least mean squares learning in self-referential linear stochastic models (Q1127420) (← links)
- Investment in a vintage capital model (Q1264420) (← links)
- Nonlinear versus linear learning devices: A procedural perspective (Q1275210) (← links)
- Speculative dynamics with bounded rationality learning (Q1278211) (← links)
- Does a life cycle exist for a hedonistic consumer? (Q1278565) (← links)
- Endogenous fluctuations in a bounded rationality economy: learning non-perfect foresight equilibria (Q1306768) (← links)
- A comparison result for FBSDE with applications to decisions theory (Q1397023) (← links)
- Incentive compatibility constraints and dynamic programming in continuous time (Q1592522) (← links)
- On relative performance, remuneration and risk taking of asset managers (Q1630431) (← links)
- Asset management, high water mark and flow of funds (Q1755819) (← links)
- Optimal advertising with a continuum of goods (Q1808225) (← links)
- Asset price anomalies under bounded rationality (Q1827433) (← links)
- Differential games with nonconvexities and positive spillovers (Q1969906) (← links)
- Exponentially fading memory learning in forward-looking economic models. (Q1978601) (← links)
- The determinants of lapse rates in the Italian life insurance market (Q2209792) (← links)
- Optimal investment strategies with a minimum performance constraint (Q2241063) (← links)
- Debt redemption fund and fiscal incentives (Q2685775) (← links)
- (Q2715556) (← links)
- COMPUTATION OF VOLATILITY IN STOCHASTIC VOLATILITY MODELS WITH HIGH FREQUENCY DATA (Q2786036) (← links)
- Fourier volatility forecasting with high-frequency data and microstructure noise (Q2893211) (← links)
- (Q4251754) (← links)
- (Q4263603) (← links)
- The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (Q4409035) (← links)
- Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871) (← links)
- RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING (Q5249751) (← links)
- Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications (Q5487015) (← links)
- (Q5493838) (← links)
- Learning non-rational expectations equilibria (Q5687793) (← links)
- Optimal control theory and the reelection problem: The rise of a political business cycle (Q5691150) (← links)
- Financial markets theory. Equilibrium, efficiency and information (Q5892419) (← links)
- Financial markets theory. Equilibrium, efficiency and information (Q5917431) (← links)
- Asset pricing with a forward--backward stochastic differential utility (Q5941377) (← links)
- On measuring volatility of diffusion processes with high frequency data (Q5958532) (← links)
- Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
