Decisions in Economics and Finance

1978 - 2025

Current editor(s): Paolo Ghirardato

From:
Springer
Associazione per la Matematica
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Volume 48, issue 1, 2025

A bird’s eye view on decision theory and mathematical finance: a tribute to the legacy of Erio Castagnoli pp. 1-3

Gino Favero, Lorenzo Garlappi, Paolo Ghirardato, Marco LiCalzi and Paola Modesti

Erio Castagnoli: scientist, teacher, mentor and friend pp. 5-12

Paola Modesti and Lorenzo Peccati

American options with acceleration clauses pp. 13-35

Anna Battauz and Sara Staffolani

Multivariate risk attitude: a comparison of alternative approaches in sustainability policies pp. 37-57

Francesca Beccacece

Preferences over risk changes in variance pp. 59-72

Marzia Donno and Mario Menegatti

Monotonic transformation and recovering the implied stock price process pp. 73-92

Gianluca Fusai

Equilibrium asset pricing with short rate risk pp. 93-125

Alessandro Sbuelz

Risk management through proportional reinsurance: an efficient computational approach pp. 127-152

Laura Ziani, Flavio Pressacco and Paolo Serafini

A contribution to the NPV-IRR debate pp. 153-174

Erio Castagnoli and Gino Favero

Foreword to the Special Issue “Advances in optimal control and dynamic games in economics, finance, and insurance” of “Decision in economics and finance” pp. 175-178

Salvatore Federico, Giorgio Ferrari and Luca Regis

Optimal investment strategies under the relative performance in jump-diffusion markets pp. 179-204

Burcu Aydoğan and Mogens Steffensen

Optimal planning in habit formation models with multiple goods pp. 205-222

Mauro Bambi, Daria Ghilli, Fausto Gozzi and Marta Leocata

Adaptation measures and stable international environmental agreements in a pollution dynamic game pp. 223-240

Marta Biancardi and Lucia Maddalena

Two sided ergodic singular control and mean-field game for diffusions pp. 241-267

Sören Christensen, Ernesto Mordecki and Facundo Oliú

A mean field game model for optimal trading in the intraday electricity market pp. 269-299

Sema Coskun and Ralf Korn

Optimal portfolios with anticipating information on the stochastic interest rate pp. 301-328

Bernardo D’Auria and José A. Salmeron

Stochastic optimal control problems with delays in the state and in the control via viscosity solutions and applications to optimal advertising and optimal investment problems pp. 329-359

Filippo Feo

Representation of stochastic optimal control problems with delay in the control variable pp. 361-380

Cristina Di Girolami and Mauro Rosestolato

Linear-quadratic-singular stochastic differential games and applications pp. 381-413

Jodi Dianetti

Growth models with externalities on networks pp. 415-436

Giorgio Fabbri, Silvia Faggian and Giuseppe Freni

Transboundary pollution control under evolving social norms: a mean-field approach pp. 437-463

Davide Torre, Rosario Maggistro and Simone Marsiglio

A non-invariance result for the spatial AK model pp. 465-484

Cristiano Ricci

The economic cost of social distancing during a pandemic: an optimal control approach in the SVIR model pp. 485-516

Alessandro Ramponi and M. Elisabetta Tessitore

Altruistic behavior and international environmental agreements: a differential game approach pp. 517-540

Armando Sacco

Backward hedging for American options with transaction costs pp. 541-569

Ludovic Goudenège, Andrea Molent and Antonino Zanette

Identifying the number of latent factors of stochastic volatility models pp. 571-602

Erindi Allaj, Maria Elvira Mancino and Simona Sanfelici

A Heath–Jarrow–Morton framework for energy markets: review and applications for practitioners pp. 603-642

Matteo Gardini and Edoardo Santilli

Strategy complexity of limsup and liminf threshold objectives in countable MDPs, with applications to optimal expected payoffs pp. 643-692

Richard Mayr and Eric Munday

Withdrawal success optimization pp. 693-746

Hayden Brown

Convertible lease risk spread modeling with correlation pp. 747-773

Ons Triki and Fathi Abid

On Specimen Theoriae Novae de Mensura Sortis of Daniel Bernoulli pp. 775-793

Paola Modesti

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