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.
Bibliographic data for series maintained by Michele Gori ().

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

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