Details about Antonella Basso

Access statistics for papers by Antonella Basso.

Last updated 2008-11-28. Update your information in the RePEc Author Service.

Short-id: pba290

Working Papers

2008

1. A network of business relations to model counterparty risk
   Working Papers, Department of Applied Mathematics, University of Venice View citations
2. Credit contagion in a network of firms with spatial interaction
   Working Papers, Department of Applied Mathematics, University of Venice

2007

3. DEA models for ethical and non ethical mutual funds with negative data
   Working Papers, Department of Applied Mathematics, University of Venice

2006

4. A credit contagion model for loan portfolios in a network of firms with spatial interaction
   Working Papers, Department of Applied Mathematics, University of Venice View citations

2005

5. Performance evaluation of ethical mutual funds in slump periods
   GE, Growth, Math methods, EconWPA

Journal Articles

2004

1. A Quantitative Approach to Evaluate the Relative Efficiency of Museums
   Journal of Cultural Economics, 2004, 28, (3), 195-216 View citations
2. A two-step simulation procedure to analyze the exercise features of American options
   Decisions in Economics and Finance, 2004, 27, (1), 35-56 View citations

2001

3. A data envelopment analysis approach to measure the mutual fund performance
   European Journal of Operational Research, 2001, 135, (3), 477-492 View citations
4. Optimal resource allocation with minimum activation levels and fixed costs
   European Journal of Operational Research, 2001, 131, (3), 536-549
5. Option pricing bounds with standard risk aversion preferences
   European Journal of Operational Research, 2001, 134, (2), 249-260

1997

6. On the relative efficiency of nth order and DARA stochastic dominance rules
   Applied Mathematical Finance, 1997, 4, (4), 207-222