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Working Papers
from Department of Applied Mathematics, University of Venice EDIRC .
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192: Bounds on the speed and on regeneration times for certain processes on regular trees
Andrea Collevecchio and Tom Schmitz 191: Allocating Air Traffic Flow Management Slots
Lorenzo Castelli , Raffaele Pesenti and Andrea Ranieri 190: Some effects of transaction taxes under different microstructures
Paolo Pellizzari and Frank Westerhoff 189: The dynamics of social interaction with agents’ heterogeneity
Emilio Barucci and Marco Tolotti 188: Mutual funds flows and the "Sheriff of Nottingham" effect
Lucia Milone and Paolo Pellizzari 187: Symmetric Equilibria in Double Auctions with Markdown Buyers and Markup Sellers
Roberto Cervone , Stefano Galavotti and Marco Li Calzi 186: Credit contagion in a network of firms with spatial interaction
Diana Barro and Antonella Basso 185: What Sequences obey Benford's Law ?
Marco Corazza , Andrea Ellero and Alberto Zorzi 184: Limit Theorems for Reinforced Jump Processes on Regular Trees
Andrea Collevecchio 183: Multivariate dependence modeling using copulas
Marta Cardin and Maddalena Manzi 182: Equilibrium Points for Optimal Investment with Vintage Capital
Silvia Faggian 181: Maximum Principle for Boundary Control Problems Arising in Optimal Investment with Vintage Capital
Silvia Faggian 180: A Modified Galam's Model
Andrea Ellero , Giovanni Fasano and Annamaria Sorato 179: Notes on a 3-term Conjugacy Recurrence for the Iterative Solution of Symmetric Linear Systems
Giovanni Fasano 178: An efficient binomial approach to the pricing of options on stocks with cash dividends
Martina Nardon and Paolo Pianca 177: An MCDA-based Approach for Creditworthiness Assessment
Marco Corazza , Stefania Funari and Federico Siviero 176: Modelling smoothly the joint effect of several advertising media on sales in a homogeneous market
Annamaria Sorato and Bruno Viscolani 175: What do distortion risk measures tell us on excess of loss reinsurance with reinstatements ?
Antonella Campana and Paola Ferretti 174: Optimal investment models with vintage capital: Dynamic Programming approach
Silvia Faggian and Fausto Gozzi 173: A new algorithm for the 2-period Balanced Traveling Salesman Problem in Euclidean graphs
Tatiana Bassetto and Francesco Mason 172: Tracking error with minimum guarantee constraints
Diana Barro and Elio Canestrelli 171: A network of business relations to model counterparty risk
Diana Barro and Antonella Basso 170: Fuzzy interval net present value
Marco Corazza and Silvio Giove 169: Exploration in stochastic algorithms: An application on MAX-MIN Ant System
Paola Pellegrini , Elena Moretti and Daniela Favaretto 168: Allocative efficiency and traders' protection under zero intelligence behavior
Marco Li Calzi , Lucia Milone and Paolo Pellizzari 167: Leading advertisers efficiency evaluated by data envelopment analysis
Andrea Ellero , Stefania Funari and Elena Moretti 166: Multivariate measures of positive dependence
Marta Cardin 165: Some proposals about multivariate risk measurement
Marta Cardin and Elisa Pagani 164: Zero-Intelligence Trading without Resampling
Marco LiCalzi and Paolo Pellizzari 163: Urn-based models for dependent credit risks and their calibration through EM algorithm
Riccardo Gusso and Uwe Schmock 162: A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio
Antonella Basso and Riccardo Gusso 161: On Efficient Trading Mechanisms with Ex-Post Individually Rational Traders
Stefano Galavotti 160: Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs
Sergiy Gerasymchuk 159: Aggregation functions: an approach using copulae
Marta Cardin and Maddalena Manzi 158: A fractional optimal control problem for maximizing advertising efficiency
Igor Bykadorov , Andrea Ellero , Stefania Funari and Elena Moretti 157: Cumulative prospect theory and second order stochastic dominance criteria: an application to mutual funds performance
Giuseppe De Nadai and Paolo Pianca 156: On non-monotonic Choquet integrals as aggregation functions
Marta Cardin and Silvio Giove 155: Advertising and production of a seasonal good for a heterogeneous market: from total segment separability to real media
Daniela Favaretto and Bruno Viscolani 154: The 2-period balanced traveling salesman problem
Tatiana Bassetto and Francesco Mason 153: DEA models for ethical and non ethical mutual funds with negative data
Antonella Basso and Stefania Funari 152: Efficient Egalitarian Equivalent Allocations over a Single Good
Marco Li Calzi and Antonio Nicolo' 151: Which market protocols facilitate fair trading?
Marco Li Calzi and Paolo Pellizzari 150: Mean-Variance Portfolio Selection with Reference Dependent Preferences
Sergiy Gerasymchuk 149: Asset price dynamics with small world interactions under hetereogeneous beliefs
Valentyn Panchenko , Sergiy Gerasymchuk and Oleg Pavlov 148: A solving tool for fuzzy quadratic optimal control problems
Silvio Giove and Paolo Bortot 147: On the efficient application of the repeated Richardson extrapolation technique to option pricing
Luca Barzanti , Corrado Corradi and Martina Nardon 146: On Bounds for Concave Distortion Risk Measures for Sums of Risks
Antonella Campana and Paola Ferretti 145: Simulation techniques for generalized Gaussian densities
Martina Nardon and Paolo Pianca 144: Incomplete pairwise comparison and consistency optimization
Michele Fedrizzi and Silvio Giove 143: A credit contagion model for loan portfolios in a network of firms with spatial interaction
Diana Barro and Antonella Basso 142: On the characterization of convex premium principles
Marta Cardin and Graziella Pacelli 141: Financial trading systems: is recurrent reinforcement the via?
Francesco Bertoluzzo and Marco Corazza 140: A comparison of different trading protocols in an agent-based market
Paolo Pellizzari and Arianna Dal Forno 139: A copula-based approach to aggregation functions
Marta Cardin and Maddalena Manzi 138: Selection matters
Paolo Pin 137: Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests
Marco Corazza , Anastasios G. Malliaris and Elisa Scalco 136: Simple Market Protocols for Efficient Risk Sharing
Marco Li Calzi and Paolo Pellizzari 135: Learning and equilibrium selection in a coordination game with heterogeneous agents
Alberto Fogale , Paolo Pellizzari and Massimo Warglien 134: The allocative effectiveness of market protocols under intelligent trading
Marco Li Calzi and Paolo Pellizzari
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