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Working Papers - Mathematical Economics

From Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa
Via delle Pandette 9 50127 - Firenze - Italy.
Contact information at EDIRC.

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2017-01: Optimum thresholding using mean and conditional mean square error Downloads
José Figueroa-López and Cecilia Mancini
2015-04: Generically distributed investments on flexible projects and endogenous growth Downloads
Mauro Bambi, Cristina Di Girolami, Salvatore Federico and Fausto Gozzi
2015-03: Optimal boundary surface for irreversible investment with stochastic costs Downloads
Tiziano De Angelis, Salvatore Federico and Giorgio Ferrari
2015-02: Truncated Realized Covariance when prices have infinite variation jumps Downloads
Cecilia Mancini
2015-01: Symmetric majority social choice functions Downloads
Daniela Bubboloni and Michele Gori
2014-04: Selecting anonymous, neutral and reversal symmetric minimal majority rules Downloads
Michele Gori
2014-03: Convergence rate of the Truncated Realized Covariance when prices have infinite variation jumps Downloads
Cecilia Mancini
2014-02: Symmetric majority rules
Daniela Bubboloni and Michele Gori
2014-01: Computing the distribution of the sum of dependent random variables via overlapping hypercubes Downloads
Marcello Galeotti
2013-05: Anonymous, neutral and reversal symmetric majority rules Downloads
Daniela Bubboloni and Michele Gori
2013-04: Fourier estimation of stochastic leverage using high frequency data
Imma Valentina Curato
2013-03: Non cancella non. (Una nota sulla impossibilita' di dimostrare la equivalenza della doppia negazione per i sistemi formali del prim’ordine) Downloads
Franco Birardi
2013-02: Anonymous and neutral majority rules Downloads
Daniela Bubboloni and Michele Gori
2013-01: Computing the probability measure of a d-dimensional simplex via overlapping hypercubes Downloads
Marcello Galeotti
2012-11: Asymptotics for the Fourier estimators of the volatility of volatility and the leverage Downloads
Imma Valentina Curato
2012-10: Spot Volatility Estimation Using Delta Sequences Downloads
Cecilia Mancini, Vanessa Mattiussi and Roberto Renò
2012-09: Measuring the relevance of the microstructure noise in financial data Downloads
Cecilia Mancini
2012-08: Stochastic dominance for law invariant preferences: The happy story of elliptical distributions Downloads
Matteo Del Vigna
2012-07: Information revelation in procurement auctions: an equivalence result Downloads
Domenico Colucci, Nicola Doni and Vincenzo Valori
2012-06: Preferential treatment in procurement auctions through information revelation Downloads
Domenico Colucci, Nicola Doni and Vincenzo Valori
2012-05: Microstructure effect on firm’s volatility risk Downloads
Flavia Barsotti and Simona Sanfelici
2012-04: Wage setting and unemployment in a general equilibrium model Downloads
Michele Gori and Antonio Villanacci
2012-03: Bounded rationality and parameters’ uncertainty in a simple monetary policy model Downloads
Domenico Colucci and Vincenzo Valori
2012-02: Optimal Capital Structure with Endogenous Default and Volatility Risk Downloads
Flavia Barsotti
2012-01: A note on the existence of CAPM equilibria with homogeneous Cumulative Prospect Theory preferences Downloads
Matteo Del Vigna
2011-10: Corporate Debt Value with Switching Tax Benefits and Payouts Downloads
Flavia Barsotti, Maria Elvira Mancino and Monique Pontier
2011-09: Market equilibrium with heterogeneous behavioural and classical investors' preferences Downloads
Matteo Del Vigna
2011-08: Financial market equilibria with heterogeneous agents: CAPM and market segmentation Downloads
Matteo Del Vigna
2011-07: Ambiguity made easier Downloads
Matteo Del Vigna
2011-06: Estimation of Quarticity with High Frequency Data Downloads
Maria Elvira Mancino and Simona Sanfelici
2011-05: Controllability of semilinear Schroedinger equation via low-dimensional source term Downloads
Andrey Sarychev
2011-04: Good bargains and reputable sellers - An experimental investigation of electronic feedback systems Downloads
Domenico Colucci, Simone Salotti and Vincenzo Valori
2011-03: Can endogenous participation explain price volatility? Evidence from an agent-based cobweb model Downloads
Domenico Colucci and Vincenzo Valori
2011-02: Information Disclosure in Procurement Auctions with Horizontally Differentiated Suppliers Downloads
Domenico Colucci, Nicola Doni and Vincenzo Valori
2011-01: Financial tools for the abatement of traffic congestion: a dynamical analysis Downloads
Angelo Antoci, Marcello Galeotti and Davide Radi
2010-11: Sharp three sphere inequality for perturbations of a product of two second order elliptic operators and stability for the Cauchy problem for the anisotropic plate equation Downloads
Antonino Morassi, Edi Rosset and Sergio Vessella
2010-10: Debt Value and Capital Structure with Firm's Net Cash Payouts Downloads
Flavia Barsotti, Maria Elvira Mancino and Monique Pontier
2010-09: Endogenous household formation and inefficiency in a general equilibrium model Downloads
Michele Gori
2010-08: Regularity and Pareto Improving on financial equilibria with endogenous borrowing restrictions Downloads
Michele Gori, Marina Pireddu and Antonio Villanacci
2010-07: Existence of financial equilibria with endogenous short selling restrictions and real assets Downloads
Michele Gori, Marina Pireddu and Antonio Villanacci
2010-06: An appraisal of the wealth effect in the US: evidence from pseudo-panel data Downloads
Simone Salotti
2010-05: Identifying the Brownian Covariation from the Co-Jumps Given Discrete Observations Downloads
Cecilia Mancini and Fabio Gobbi
2010-04: The Euro-dividend: public debt and interest rates in the Monetary Union Downloads
Simone Salotti and Luigi Marattin
2010-03: Speed of convergence of the threshold estimator of integrated variance Downloads
Cecilia Mancini
2010-02: Nonparametric tests for pathwise properties of semimartingales Downloads
Rama Cont and Cecilia Mancini
2010-01: Reducing inefficiency in public good provision through linking Downloads
Stefano Galavotti
2009-10: A note on the law of large numbers in economics Downloads
Patrizia Berti, Michele Gori and Pietro Rigo
2009-09: Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology
Maria Elvira Mancino and Simona Sanfelici
2009-08: Stable Determination of the Discontinuous Conductivity Coefficient of a Parabolic Equation Downloads
Michele Di Cristo and Sergio Vessella
2009-07: Equivalence, recursive negation and invariance of the mathematical uncertainty predicate Downloads
Franco Birardi
2009-06: Dynamics in Non-Binding Procurement Auctions with Boundedly Rational Bidders Downloads
Domenico Colucci, Nicola Doni and Vincenzo Valori
2009-05: Over-exploitation of open-access natural resources and global indeterminacy in an economic growth model Downloads
Angelo Antoci, Marcello Galeotti and Paolo Russu
2009-04: Environmental options and technological innovation: an evolutionary game model Downloads
Angelo Antoci, Simone Borghesi and Marcello Galeotti
2009-03: On the Arrow-Hahn utility representation method Downloads
Michele Gori and Giulio Pianigiani
2009-02: Controlling Multiparticle System on the Line, II - Periodic Case Downloads
Andrey Sarychev
2009-01: Heterogeneous adaptive expectations and cobweb phenomena Downloads
Domenico Colucci and Vincenzo Valori
2008-01: Controlling Multiparticle System on the Line, I Downloads
Andrey Sarychev
2006-01: Asset price dynamics when behavioural heterogeneity varies Downloads
Domenico Colucci and Vincenzo Valori
2005-01: Ways of learning in a simple economic setting: a comparison Downloads
Domenico Colucci and Vincenzo Valori
2004-01: Adaptive learning in the Cobweb with an endogenous gain sequence Downloads
Domenico Colucci and Vincenzo Valori
2003-01: The comparison test - Not just for nonnegative series Downloads
Michele Longo and Vincenzo Valori
2001-01: Existence and stability of equilibria in OLG models under adaptive expectations Downloads
Michele Longo and Vincenzo Valori
2000-01: Nonlinear effects in a discrete-time dynamic model of a stock market Downloads
Gian Italo Bischi and Vincenzo Valori
1998-01: Coverings of the Symmetric and Alternating groups Downloads
Daniela Bubboloni
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