Decisions in Economics and Finance

1978 - 2024

Current editor(s): Paolo Ghirardato

From:
Springer
Associazione per la Matematica
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Volume 47, issue 2, 2024

Editorial pp. 347-348

Lorenzo Peccati and Fabrizio Cacciafesta

Mortgages with non-random time-varying interest rates pp. 349-377

Laura Ziani

Irr and equivalence of cash-flow streams, loans, and portfolios of bonds pp. 379-399

Gino Favero and Gherardo Piacitelli

Input/output-style approach to standardized traditional amortization plans pp. 401-423

Flavio Pressacco and Laura Ziani

Generally acceptable principles for financial amortization: a modest proposal pp. 425-443

Francesca Beccacece and Marco LiCalzi

Designing amortization plans by fairness pp. 445-467

Rosario Maggistro, Mario Marino, Renato Pelessoni and Liviana Picech

Amortization plans in simple, compound and hybrid framework: a unifying approach pp. 469-484

Laura Ziani and Flavio Pressacco

Amortization dismantling to remove any doubt of anatocism pp. 485-495

Viviana Fanelli and Silvana Musti

Optimality conditions for differentiable linearly constrained pseudoconvex programs pp. 497-512

Riccardo Cambini and Rossana Riccardi

Two-stage super-efficiency model for measuring efficiency of education in South-East Asia pp. 513-543

M. Mujiya Ulkhaq, Giorgia Oggioni and Rossana Riccardi

Optimal scale sizes in economic efficiency models with integer measures: a case study of foundry industry pp. 545-564

Somayye Karimi Omshi, Sohrab Kordrostami, Alireza Amirteimoori and Armin Ghane Kanafi

The emergence of chaos in productivity distribution dynamics pp. 565-596

Orlando Gomes

The role of taxation in an integrated economic-environmental model: a dynamical analysis pp. 597-626

Fausto Cavalli, Alessandra Mainini and Daniela Visetti

Ellsberg 1961: text, context, influence pp. 627-653

Ivan Moscati

Volume 47, issue 1, 2024

On entropy martingale optimal transport theory pp. 1-42

Alessandro Doldi, Marco Frittelli and Emanuela Rosazza Gianin

Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model pp. 43-82

Chinonso I. Nwankwo and Weizhong Dai

The geometry of risk adjustments pp. 83-120

Hans-Peter Bermin and Magnus Holm

The impact of a winner takes all tournament on managers’ strategies and asset mispricing pp. 121-136

Enrico Lupi

Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space pp. 137-149

Tomasz Zastawniak

The power of derivatives in portfolio optimization under affine GARCH models pp. 151-181

Marcos Escobar-Anel, Eric Molter and Rudi Zagst

Optimal liquidation with high risk aversion and small linear price impact pp. 183-198

Leonid Dolinskyi and Yan Dolinsky

Modeling financial leasing by optimal stopping approach pp. 199-213

Luigi De Cesare, Lucianna Cananà, Tiziana Ciano and Massimiliano Ferrara

Variance of entropy for testing time-varying regimes with an application to meme stocks pp. 215-258

Andrey Shternshis and Piero Mazzarisi

Hedging and the regret theory of the firm pp. 259-273

Udo Broll, Peter Welzel and Kit Pong Wong

Optimal control in linear-quadratic stochastic advertising models with memory pp. 275-298

Michele Giordano and Anton Yurchenko-Tytarenko

Rank-two programs involving linear fractional functions pp. 299-325

Riccardo Cambini and Giovanna D’Inverno

Simon’s bounded rationality pp. 327-346

Alfio Giarlotta and Angelo Petralia

Volume 46, issue 2, 2023

Dini and Hadamard directional derivatives in multiobjective optimization: an overview of some results pp. 355-377

Giorgio Giorgi, Bienvenido Jiménez and Vicente Novo

The insider trading problem in a jump-binomial model pp. 379-413

Hélène Halconruy

Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions pp. 415-460

Lars Palapies

On statistical indistinguishability of complete and incomplete discrete time market models pp. 461-475

Nikolai Dokuchaev

Implied higher order moments in the Heston model: a case study of S &P500 index pp. 477-504

Farshid Mehrdoust and Idin Noorani

Revisiting the 1/N-strategy: a neural network framework for optimal strategies pp. 505-542

Marcos Escobar-Anel, Lorenz Theilacker and Rudi Zagst

Correction: Revisiting the 1/N-strategy: a neural network framework for optimal strategies pp. 543-543

Marcos Escobar-Anel, Lorenz Theilacker and Rudi Zagst

Heterogeneity-adjusted management of pension funds using adaptive representative agents pp. 545-567

Thepdanai Danswasvong and Sira Suchintabandid

Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models pp. 569-582

Meitner Cadena and Michel Denuit

Multi-population mortality modeling with Lévy processes pp. 583-609

Petar Jevtić, Chengwei Qin and Hongjuan Zhou

Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business pp. 611-633

Maria-Laura Torrente

Optimisation of drawdowns by generalised reinsurance in the classical risk model pp. 635-665

Leonie Violetta Brinker and Hanspeter Schmidli

Green economy with efficient public incentives pp. 667-680

Marcello Galeotti and Emanuele Vannucci

Recycled and non-recycled exhaustible resource: an optimal control strategy for input allocation pp. 681-711

Silvia Bertarelli, Chiara Lodi and Stefania Ragni

The Black–Scholes paper: a personal perspective pp. 713-730

Anthony Neuberger

Correction to: Beating the market? A mathematical puzzle for market efficiency pp. 731-733

Michael Heinrich Baumann

Volume 46, issue 1, 2023

Risk-sharing and optimal contracts with large exogenous risks pp. 1-43

Jessica Martin and Stéphane Villeneuve

Multivariate Wold decompositions: a Hilbert A-module approach pp. 45-96

Simone Cerreia-Vioglio, Fulvio Ortu, Federico Severino and Claudio Tebaldi

Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach pp. 97-128

Yumo Zhang

Construction of voting situations concordant with ranking patterns pp. 129-156

Emilio De Santis and Fabio Spizzichino

Locally-coherent multi-population mortality modelling via neural networks pp. 157-176

Francesca Perla and Salvatore Scognamiglio

Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods pp. 177-220

Antonio L. Martire, Emilio Russo and Alessandro Staino

Cognitive limits and preferences for information pp. 221-253

Áron Tóbiás

Modelplasticity and abductive decision making pp. 255-276

Subhadeep Mukhopadhyay

Quasivariational inequalities for dynamic competitive economic equilibrium problems in discrete time pp. 277-304

Shapour Heidarkhani, David Barilla and Giuseppe Caristi

Differentiated goods in a dynamic Cournot duopoly with emission charges on output pp. 305-318

Ahmad Naimzada and Marina Pireddu

On game value of a differential game problem with Grönwall-type constraints on players control functions pp. 319-333

Jewaidu Rilwan, Pasquale Fotia and Massimiliano Ferrara

Inverse data envelopment analysis without convexity: double frontiers pp. 335-354

Farzaneh Asadi, Sohrab Kordrostami, Alireza Amirteimoori and Morteza Bazrafshan