# 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.

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