Decisions in Economics and Finance

1978 - 2024

Current editor(s): Paolo Ghirardato

From:
Springer
Associazione per la Matematica
Bibliographic data for series maintained by Sonal Shukla (sonal.shukla@springer.com) and Springer Nature Abstracting and Indexing (indexing@springernature.com).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 45, issue 2, 2022

Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems pp. 451-480

Rosario Maggistro, Paolo Pellizzari, Elena Sartori and Marco Tolotti

Equalizing solutions for bankruptcy problems revisited pp. 481-502

Jose Alcalde and Josep E. Peris

Optimality and duality in nonsmooth semi-infinite optimization, using a weak constraint qualification pp. 503-519

David Barilla, Giuseppe Caristi and Nader Kanzi

The robustness of the generalized Gini index pp. 521-539

S. Settepanella, A. Terni, M. Franciosi and L. Li

Two representations of information structures and their comparisons pp. 541-547

Jerry R. Green and Nancy L. Stokey

Introduction to the Milestones series pp. 549-549

Marco LiCalzi

Bipartite choices pp. 551-568

Marco LiCalzi

Volume 45, issue 1, 2022

Calibration to FX triangles of the 4/2 model under the benchmark approach pp. 1-34

Alessandro Gnoatto, Martino Grasselli and Eckhard Platen

Monetary risk measures for stochastic processes via Orlicz duality pp. 35-56

Christos E. Kountzakis and Damiano Rossello

Option pricing: a yet simpler approach pp. 57-81

Jarno Talponen and Minna Turunen

Complex dynamics in the market for loans pp. 83-99

Nivedita Mukherji

Expressions of forward starting option price in Hull–White stochastic volatility model pp. 101-135

Hiroaki Hata, Nien-Lin Liu and Kazuhiro Yasuda

Bias-optimal vol-of-vol estimation: the role of window overlapping pp. 137-185

Giacomo Toscano and Maria Cristina Recchioni

Portfolio choice in the model of expected utility with a safety-first component pp. 187-207

Dennis W. Jansen and Liqun Liu

A new class of multidimensional Wishart-based hybrid models pp. 209-239

Gaetano La Bua and Daniele Marazzina

Production and hedging under correlated price and background risks pp. 241-256

Kit Pong Wong

Long versus short time scales: the rough dilemma and beyond pp. 257-278

Matthieu Garcin and Martino Grasselli

Beating the market? A mathematical puzzle for market efficiency pp. 279-325

Michael Heinrich Baumann

Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption pp. 327-341

P. Gatabazi, Jules Clement Mba and E. Pindza

Performance measurement with expectiles pp. 343-374

Damiano Rossello

Ramsey rule with forward/backward utility for long-term yield curves modeling pp. 375-414

Nicole El Karoui, Caroline Hillairet and Mohamed Mrad

A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders pp. 415-446

Paolo Angelis, Roberto Marchis, Antonio L. Martire and Emilio Russo

Correction to: Semi-analytical prices for lookback and barrier options under the Heston model pp. 447-449

Luca Gennaro Aquino and Carole Bernard

Volume 44, issue 2, 2021

Nonlinear dynamics in economic modelling pp. 485-487

Laura Gardini, Fabio Lamantia, Davide Radi, Ferenc Szidarovszky and Fabio Tramontana

CSR leadership, spillovers, and first-mover advantage pp. 489-505

Michael Kopel

A note on symmetry breaking in a non linear marketing model pp. 507-531

Andrea Caravaggio, Lorenzo Cerboni Baiardi and Mauro Sodini

Delay dynamics in nonlinear monopoly with gradient adjustment pp. 533-557

Akio Matsumoto and Ferenc Szidarovszky

Hybrid dynamics of multi-species resource exploitation pp. 559-577

Davide Radi, Fabio Lamantia and Tomáš Tichý

Learning in a double-phase cobweb model pp. 579-611

Fausto Cavalli, Ahmad Naimzada and Lucia Parisio

Dynamics of a business cycle model with two types of governmental expenditures: the role of border collision bifurcations pp. 613-639

Mauro Gallegati, Laura Gardini and Iryna Sushko

Speculative asset price dynamics and wealth taxes pp. 641-667

Sarah Mignot, Fabio Tramontana and Frank Westerhoff

A revised version of the Cathcart & El-Jahel model and its application to CDS market pp. 669-705

Davide Radi, Vu Phuong Hoang, Gabriele Torri and Hana Dvořáčková

Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach pp. 707-726

Giovanni Campisi, Silvia Muzzioli and Fabio Tramontana

Cross-section instability in financial markets: impatience, extrapolation, and switching pp. 727-754

Roberto Dieci and Xuezhong (Tony) He

Envy effects on conflict dynamics in supervised work groups pp. 755-779

Arianna Dal Forno and Ugo Merlone

Blockchain and cryptocurrencies: economic and financial research pp. 781-787

Alessandra Cretarola, Gianna Figà-Talamanca and Cyril Grunspan

Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective pp. 789-816

Jihed Majdoub, Salim Ben Sassi and Azza Bejaoui

Investigating the relationship between volatilities of cryptocurrencies and other financial assets pp. 817-843

Achraf Ghorbel and Ahmed Jeribi

Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies pp. 845-861

Nikolaos A. Kyriazis

Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages pp. 863-882

Gianna Figà-Talamanca, Sergio Focardi and Marco Patacca

Betting on bitcoin: a profitable trading between directional and shielding strategies pp. 883-903

Paolo Angelis, Roberto Marchis, Mario Marino, Antonio Luciano Martire and Immacolata Oliva

Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume pp. 905-940

Nino Antulov-Fantulin, Tian Guo and Fabrizio Lillo

Complexity traits and synchrony of cryptocurrencies price dynamics pp. 941-955

Davide Provenzano and Rodolfo Baggio

Cross-listings of blockchain-based tokens issued through initial coin offerings: Do liquidity and specific cryptocurrency exchanges matter? pp. 957-980

Lennart Ante and André Meyer

The rise and fall of cryptocurrency coins and tokens pp. 981-1014

Neil Gandal, J. T. Hamrick, Tyler Moore and Marie Vasek

Introduction to Special Issue on Energy Finance pp. 1015-1020

Loretta Mastroeni and Ralf Wunderlich

A deep learning model for gas storage optimization pp. 1021-1037

Nicolas Curin, Michael Kettler, Xi Kleisinger-Yu, Vlatka Komaric, Thomas Krabichler, Josef Teichmann and Hanna Wutte

Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis pp. 1039-1062

Carlo Mari and Emiliano Mari

A machine learning-based price state prediction model for agricultural commodities using external factors pp. 1063-1085

Prilly Oktoviany, Robert Knobloch and Ralf Korn

Fundamental ratios as predictors of ESG scores: a machine learning approach pp. 1087-1110

Valeria D’Amato, Rita D’Ecclesia and Susanna Levantesi

The impact of Clean Spark Spread expectations on storage hydropower generation pp. 1111-1146

Claudia Condemi, Loretta Mastroeni and Pierluigi Vellucci

Optimal switch from a fossil-fueled to an electric vehicle pp. 1147-1178

Paolo Falbo, Giorgio Ferrari, Giorgio Rizzini and Maren Diane Schmeck

Optimal installation of renewable electricity sources: the case of Italy pp. 1179-1209

Almendra Awerkin and Tiziano Vargiolu

Responsible investments reduce market risks pp. 1211-1233

Giacomo Morelli and Rita D’Ecclesia

A new approach to wind power futures pricing pp. 1235-1252

Markus Hess

Correlating Lévy processes with self-decomposability: applications to energy markets pp. 1253-1280

Matteo Gardini, Piergiacomo Sabino and Emanuela Sasso

Volume 44, issue 1, 2021

Introduction to Special Issue on “Innovating Actuarial Research on Financial Risk and Enterprise Risk Management” pp. 1-4

Marcello Galeotti

An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour pp. 5-22

Fabio Baione, Davide Biancalana and Paolo Angelis

Reverse mortgages through artificial intelligence: new opportunities for the actuaries pp. 23-35

Emilia Lorenzo, Gabriella Piscopo, Marilena Sibillo and Roberto Tizzano

Modelling dynamic lapse with survival analysis and machine learning in CPI pp. 37-56

Marco Aleandri and Alessia Eletti

Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate pp. 57-72

Ludovic Goudenège, Andrea Molent and Antonino Zanette

Challenges in approximating the Black and Scholes call formula with hyperbolic tangents pp. 73-100

Michele Mininni, Giuseppe Orlando and Giovanni Taglialatela

Longevity risk and economic growth in sub-populations: evidence from Italy pp. 101-115

Giuseppina Bozzo, Susanna Levantesi and Massimiliano Menzietti

Heterogeneity and uncertainty in a multistate framework pp. 117-139

D. Tabakova and E. Pitacco

On the determinants of data breaches: A cointegration analysis pp. 141-160

Domenico Giovanni, Arturo Leccadito and Marco Pirra

Optimal annuitisation in a deterministic financial environment pp. 161-175

Griselda Deelstra, Pierre Devolder and Roberta Melis

Climate change management: a resilience strategy for flood risk using Blockchain tools pp. 177-190

Emanuele Vannucci, Andrea Jonathan Pagano and Francesco Romagnoli

Asian options with zero cost-of-carry: EEX options on freight and iron ore futures pp. 191-195

Espen Gaarder Haug

Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate pp. 197-214

Tahereh Khodamoradi, Maziar Salahi and Ali Reza Najafi

Managing liquidity with portfolio staleness pp. 215-239

Giuseppe Buccheri, Davide Pirino and Luca Trapin

Pricing basket default swaps using quasi-analytic techniques pp. 241-267

Nneka Umeorah, Phillip Mashele and Matthias Ehrhardt

Portfolio optimization under solvency II: a multi-objective approach incorporating market views and real-world constraints pp. 269-294

Marco Di Francesco

MURAME parameter setting for creditworthiness evaluation: data-driven optimization pp. 295-339

Marco Corazza, Giovanni Fasano, Stefania Funari and Riccardo Gusso

Delay two-sector economic growth model with a Cobb–Douglas production function pp. 341-358

Akio Matsumoto and Ferenc Szidarovszky

Wage bargaining as an optimal control problem: a dynamic version of the efficient bargaining model pp. 359-374

Marco Guerrazzi

Nonlinear optimal control of coupled time-delayed models of economic growth pp. 375-399

G. Rigatos, P. Siano, M. Abbaszadeh and Taniya Ghosh

Stochastic dominance efficient sets and stochastic spanning pp. 401-409

Stelios Arvanitis

Breaking ties in collective decision-making pp. 411-457

Daniela Bubboloni and Michele Gori

Non-compliant behaviour in public procurement: an evolutionary model with endogenous monitoring pp. 459-483

Raffaella Coppier, Francesca Grassetti and Elisabetta Michetti