Working Papers

from Department of Economics, University of Venice "Ca' Foscari"
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2013:08: Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox

Roberto Casarin, Stefano Grassi, Francesco Ravazzolo and Herman K. van Dijk

2013:07: Integrated Assessment of Natural Hazards and Climate-Change Adaptation: II. The SERRA Methodology

Vahid Mojtahed, Carlo Giupponi, Claudio Biscaro, Animesh Gain and Stefano Balbi

2013:06: Integrated Assessment of Natural Hazards and Climate Change Adaptation: I. The KULTURisk Methodological Framework

Carlo Giupponi, Vahid Mojtahed, Animesh Kumar Gain and Stefano Balbi

2013:05: On the comparison of model-based clustering solutions

Stefano Tonellato and Andrea Pastore

2013:04: A merging algorithm for Gaussian mixture components

Andrea Pastore and Stefano Tonellato

2013:03: Determining the Number of Regimes in Markov-Switching VAR and VMA Models

Maddalena Cavicchioli

2013_02: Cost-Benefit Analysis of policies for the development of electric vehicles in Germany: methods and results

Jérôme Massiani and Jörg Radeke

2013_01: SP surveys for electric and alternative fuel vehicles: are we doing the right thing?

Jérôme Massiani

2012:37: Tax Evasion Indices and Profiles

Dino Rizzi

2012:36: Bayesian Graphical Models for Structural Vector Autoregressive Processes

Daniel Felix Ahelegbey, Monica Billio and Roberto Casarin

2012:35: Efficient Gibbs Sampling for Markov Switching GARCH Models

Monica Billio, Roberto Casarin and Anthony Osuntuyi

2012:34: Prospect theory: An application to European option pricing

Martina Nardon and Paolo Pianca

2012:33: Reinforcement Learning for automatic financial trading: Introduction and some applications

Francesco Bertoluzzo and Marco Corazza

2012:32: Endogenous Market Structures and International Trade. II: Optimal Trade Policy

Federico Etro

2012:31: Endogenous Market Structures and International Trade. I: Theory

Federico Etro

2012:30: Technology Adoption, Job Matching Frictions and Business Creation

Andrea Colciago and Federico Etro

2012:29: Lifetime income and old age mortality risk in Italy over two decades

Michele Belloni, Rob Alessie, Adriaan Kalwij and Chiara Marinacci

2012:28: A unified frame work for performance and risk attribution

Marco Corazza and Andrea Menegazzo

2012_27: Education vs TFP: Empirical Evidence from The Sub-Saharan Countries

Guido Cazzavillan and Michael Donadelli

2012_26: Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals

Roberto Savona and Marika Vezzoli

2012_25: Extracting information on implied volatilities and discrete dividends from American options prices

Martina Nardon and Paolo Pianca

2012_24: Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure

Paolo Pellizzari and Dino Rizzi

2012_23: Eliciting ambiguity aversion in unknown and in compound lotteries: A KMM experimental approach

Noemi Pace, Giuseppe Attanasi, Christian Gollier and Aldo Montesano

2012_22: Emerging Stock Premia: Do Industries Matter?

Marcella Lucchetta and Michael Donadelli

2012_21: Electric cars as a means to reduce greenhouse gas emissions: methods, results and policy implications in Germany

Jens Weinmann and Jérôme Massiani

2012_20: Constant and variable returns to scale DEA models for socially responsible investment funds

Antonella Basso and Stefania Funari

2012_19: Strategic Information Transmission with Budget Constraint

A.K.S. Chand

2012_18: Dynamic tracking error with shortfall control using stochastic programming

Diana Barro and Elio Canestrelli

2012_17: Downside risk in multiperiod tracking error models

Diana Barro and Elio Canestrelli

2012_16: Combining predictive densities using Bayesian filtering with applications to US economic data

Monica Billio, Roberto Casarin, Francesco Ravazzolo and Herman K. van Dijk

2012_15: Combination schemes for turning point predictions

Monica Billio, Roberto Casarin, Francesco Ravazzolo and Herman K. van Dijk

2012_14: Competition between Multiproduct Firms with Heterogeneous Costs

Roberto Roson

2012_13: Backward/forward optimal combination of performance measures for equity screening

Monica Billio, Massimiliano Caporin and Michele Costola

2012_12: Endogenous Market Structures and Welfare

Federico Etro

2012_11: The Theory of Endogenous Market Structures: A Survey

Federico Etro

2012_10: The Market for Paintings in the Venetian Republic from Renaissance to Rococò

Federico Etro and Laura Pagani

2012_09: CDS Industrial Sector Indices, credit and liquidity risk

Monica Billio, Massimiliano Caporin, Loriana Pelizzon and Domenico Sartore

2012_08: Market volatility, optimal portfolios and naive asset allocations

Loriana Pelizzon and Massimiliano Caporin

2012_07: Optimal Investment in Age-Structured Goodwill

Silvia Faggian and Luca Grosset

2012_06: Flexible Strategy for Small and Medium-sized Multinationals in Asia

Giuseppe Tattara

2012_05: Climate Change, Tourism and Water Resources in the Mediterranean:a General Equilibrium Analysis

Roberto Roson and Martina Sartori

2012_04: Financial press and stock markets in times of crisis

Roberto Casarin and Flaminio Squazzoni

2012_03: Financial Literacy, Information Acquisition and Asset Pricing Implications

Yuri Pettinicchi

2012_02: Between Constraints and Coercion. Marriage and Social Reproduction in Northern and central Italy, 18th-19th Centuries

Renzo Derosas, Marco Breschi, Alessio Fornasin, Matteo Manfredini and Cristina Munno

2012_01: Facebook as an academic learning platform: A case study in Mathematics

Paolo Pellizzari

2011_28: Corruption in Privatization and Governance Regimes

M. Cristina Molinari

2011_27: Is it true love? Altruism versus exchange in time and money transfers

Giacomo Pasini, Rob Alessie and Viola Angelini

2011_26: Evolutionary computational approach in TAR model estimation

Claudio Pizzi and Francesca Parpinel

2011_25: Upgrading of Symbolic and Synthetic Knowledge Bases: Analysis of the Architecture, Engineering and Construction industry and the Automotive Industry in China

Jan van der Borg and Erwin van Tuijl

2011_24: Combining stochastic programming and optimal control to solve multistage stochastic optimization problems

Diana Barro and Elio Canestrelli