Decisions in Economics and Finance

1978 - 2024

Current editor(s): Paolo Ghirardato

From:
Springer
Associazione per la Matematica
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Volume 41, issue 2, 2018

Some reflections on past and future of nonlinear dynamics in economics and finance pp. 91-118

Mikhail Anufriev, Davide Radi and Fabio Tramontana

A piecewise linear model of credit traps and credit cycles: a complete characterization pp. 119-143

Kiminori Matsuyama, Iryna Sushko and Laura Gardini

Poverty trap, boom and bust periods and growth. A nonlinear model for non-developed and developing countries pp. 145-162

Francesca Grassetti, Cristiana Mammana and Elisabetta Michetti

A model of growth with inherited tastes pp. 163-186

Luciano Fanti, Luca Gori, Cristiana Mammana and Elisabetta Michetti

Global indeterminacy and equilibrium selection in a model with depletion of non-renewable resources pp. 187-202

Giovanni Bella and Paolo Mattana

Environmental depletion, defensive consumption and negative externalities pp. 203-218

Alessandro Fiori Maccioni

Competition and cooperation in the exploitation of the groundwater resource pp. 219-237

Marta Biancardi and Lucia Maddalena

Effects of fixed and continuously distributed delays in a monopoly model with constant price elasticity pp. 239-257

Luca Guerrini, Nicolò Pecora and Mauro Sodini

A continuous-time heterogeneous duopoly model with delays pp. 259-275

Serena Brianzoni, Giovanni Campisi and Luca Guerrini

Heterogeneous players in a Cournot model with differentiated products pp. 277-295

Andrea Caravaggio and Mauro Sodini

Oligopoly models with different learning and production time scales pp. 297-312

Fausto Cavalli, Ahmad Naimzada and Mauro Sodini

An evolutionary model with best response and imitative rules pp. 313-333

Lorenzo Cerboni Baiardi and Ahmad Naimzada

Technology choice in an evolutionary oligopoly game pp. 335-356

Fabio Lamantia, Anghel Negriu and Jan Tuinstra

Steady states, stability and bifurcations in multi-asset market models pp. 357-378

Roberto Dieci, Noemi Schmitt and Frank Westerhoff

A heterogeneous agent model of asset price dynamics with two time delays pp. 379-397

Luca Guerrini, Akio Matsumoto and Ferenc Szidarovszky

Fast and accurate calculation of American option prices pp. 399-426

Luca Vincenzo Ballestra

Reference group influence on binary choices dynamics pp. 427-445

Arianna Dal Forno and Ugo Merlone

Sense, nonsense and the S&P500 pp. 447-461

L. C. G. Rogers

Advertising a product to face a competitor entry: a differential game approach pp. 463-487

Alessandra Buratto and Stefan Wrzaczek

Proper strong-Fibonacci games pp. 489-529

Flavio Pressacco and Laura Ziani

Publisher Correction: Classic rational bubbles and representativeness pp. 531-531

Massimiliano Ferrara, Bruno Antonio Pansera and Francesco Strati

Publisher Correction: Real options signaling game models for dynamic acquisition under information asymmetry pp. 533-533

Chi Man Leung and Yue Kuen Kwok

Volume 41, issue 1, 2018

Optimal strategy for a fund manager with option compensation pp. 1-17

Marco Nicolosi

Classic rational bubbles and representativeness pp. 19-34

Massimiliano Ferrara, Bruno Antonio Pansera and Francesco Strati

Real options signaling game models for dynamic acquisition under information asymmetry pp. 35-63

Chi Man Leung and Yue Kuen Kwok

Market consistent valuations with financial imperfection pp. 65-90

Hirbod Assa and Nikolay Gospodinov

Volume 40, issue 1, 2017

An iterative computational scheme for solving the coupled Hamilton–Jacobi–Isaacs equations in nonzero-sum differential games of affine nonlinear systems pp. 1-30

M. D. S. Aliyu

Reaching nirvana with a defaultable asset? pp. 31-52

Anna Battauz, Marzia De Donno and Alessandro Sbuelz

CLO replenishment regarded as linear optimisation problem pp. 53-62

Claas Becker

Differentiated oligopolistic markets with concave cost functions via Ky Fan inequalities pp. 63-79

Giancarlo Bigi and Mauro Passacantando

Generating the efficient frontier of a class of bicriteria generalized fractional programming pp. 81-101

Riccardo Cambini, Laura Carosi and Laura Martein

Necessary conditions for nonsmooth multiobjective semi-infinite problems using Michel–Penot subdifferential pp. 103-113

Giuseppe Caristi and Massimiliano Ferrara

Approximating exact expected utility via portfolio efficient frontiers pp. 115-143

Alessandra Carleo, Francesco Cesarone, Andrea Gheno and Jacopo Maria Ricci

Pseudoconvexity on a closed convex set: an application to a wide class of generalized fractional functions pp. 145-158

Laura Carosi

A migration equilibrium model with uncertain data and movement costs pp. 159-175

A. Causa, B. Jadamba and F. Raciti

Robust games: theory and application to a Cournot duopoly model pp. 177-198

Giovanni Paolo Crespi, Davide Radi and Matteo Rocca

Existence of optimal strategies in linear multisector models with several consumption goods pp. 199-229

Giuseppe Freni, Fausto Gozzi and Neri Salvadori

Cyclically monotone equilibrium problems and Ekeland’s principle pp. 231-242

Massimiliano Giuli

Genetic algorithm versus classical methods in sparse index tracking pp. 243-256

Margherita Giuzio

A set optimization approach to utility maximization under transaction costs pp. 257-275

Andreas H. Hamel and Sophie Calder-Wang

Convex and convex-like optimization over a range inclusion problem and first applications pp. 277-299

Hocine Mokhtar-Kharroubi

An axiomatization of continuous quasilinear utility pp. 301-315

Yann Rébillé

A differential game in a duopoly with instantaneous incentives pp. 317-333

Luca Grilli and Michele Bisceglia

Iterated Kalai–Smorodinsky–Nash compromise pp. 335-349

Ismail Saglam

Weighted average price in the Heston stochastic volatility model pp. 351-373

M. Papi, L. Pontecorvi and C. Donatucci

Convex incentives in financial markets: an agent-based analysis pp. 375-395

Annalisa Fabretti, Tommy Gärling, Stefano Herzel and Martin Holmen

Volume 39, issue 2, 2016

Estimation of the regression slope by means of Gini’s cograduation index pp. 113-142

D. Michele Cifarelli

Diversification preferences in the theory of choice pp. 143-174

Enrico De Giorgi and Ola Mahmoud

Throwing good money after bad pp. 175-202

Luca Rigotti, Matthew Ryan and Rhema Vaithianathan

Isometric operators on Hilbert spaces and Wold decomposition of stationary time series pp. 203-234

Federico Severino

Capital allocation to alternatives with a multivariate ladder gamma return distribution pp. 235-258

John A. Buzacott

Real options game models of R&D competition between asymmetric firms with spillovers pp. 259-291

Chi Man Leung and Yue Kuen Kwok

Consumption optimization for recursive utility in a jump-diffusion model pp. 293-310

Fabio Antonelli and Carlo Mancini

The link between the Shapley value and the beta factor pp. 311-325

Karl Michael Ortmann

A note on portfolio selection and stochastic dominance pp. 327-331

Mario Menegatti

A short proof of Deb’s Theorem on Schwartz’s rule pp. 333-336

Athanasios Andrikopoulos

Volume 39, issue 1, 2016

The pricing of lookback options and binomial approximation pp. 33-67

Karl Grosse-Erdmann and Fabien Heuwelyckx

On the choice between two delta-hedging strategies pp. 69-80

Liang Hong

A representation of risk measures pp. 95-103

Massimiliano Amarante