MAGGI, MARIO ALESSANDRO
MAGGI, MARIO ALESSANDRO
DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI
A characterization of S-shaped utility functions displaying loss aversion
2004-01-01 Maggi, MARIO ALESSANDRO
A Copula-VAR Approach for Industrial Production Modelling and Generalized Impulse Response Functions
2006-01-01 Bianchi, Carluccio; Fantazzini, Dean; DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO
A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
2010-01-01 Bianchi, Carluccio; Carta, Alessandro; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
A New Approach for Firm Value and DefaultProbability Estimation Beyond Merton Models
2008-01-01 DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
A new framework for firm value using copulas
2006-01-01 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Fantazzini, Dean
A Note on Statistical Arbitrage and Long Term Market Efficiency
2019-01-01 Maggi, MARIO ALESSANDRO; Uberti, Pierpaolo
A note on super-replication and profitability in incomplete markets
2002-01-01 DE GIULI, MARIA ELENA; Magnani, Umberto; Maggi, MARIO ALESSANDRO
A puzzle in the value of the firm
2000-01-01 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Magnani, U.
A simple method for unconstrained optimization without using derivatives
2006-01-01 Maggi, MARIO ALESSANDRO; Uberti, Pierpaolo
Bayesian outlier detection in Capital Asset Pricing Model
2010-01-01 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Tarantola, Claudia
Commissione d'incentivo e controllo del moral hazard negli hedge funds
2003-01-01 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Paris, F. M.
Computing Reliable Default Probabilities in Turbulent Times
2013-01-01 Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Copula-VAR and Copula-VAR-GARCH Modeling: Dangers for Value at Risk and Impulse Response Functions
2010-01-01 Bianchi, Carluccio; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Copula-VAR and Copula-VAR-GARCH Modelling: Dangers for Value at Risk and Impulse Response Functions
2008-01-01 Bianchi, Carluccio; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Data validity and statistical conformity with Benford's Law
2021-01-01 Cerqueti, Roy; Maggi, MARIO ALESSANDRO
Default Probabilities and Credit Rating
2013-01-01 Maggi, MARIO ALESSANDRO; Fantazzini, Dean
Deposit guarantee evaluation and incentiveanalysis in a mutual guarantee system
2009-01-01 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Paris Francesco, Maria
Derivati. Teoria e applicazioni
2002-01-01 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Magnani, Umberto; Rossi, Eduardo
Discrete-time affine term structure models: an ARCH formulation
2007-01-01 Carta, Alessandro; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Discretete-time affine term structure models: an ARCH formulation
2009-01-01 Carta, Alessandro; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A characterization of S-shaped utility functions displaying loss aversion | 1-gen-2004 | Maggi, MARIO ALESSANDRO | |
| A Copula-VAR Approach for Industrial Production Modelling and Generalized Impulse Response Functions | 1-gen-2006 | Bianchi, Carluccio; Fantazzini, Dean; DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO | |
| A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting | 1-gen-2010 | Bianchi, Carluccio; Carta, Alessandro; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
| A New Approach for Firm Value and DefaultProbability Estimation Beyond Merton Models | 1-gen-2008 | DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
| A new framework for firm value using copulas | 1-gen-2006 | DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Fantazzini, Dean | |
| A Note on Statistical Arbitrage and Long Term Market Efficiency | 1-gen-2019 | Maggi, MARIO ALESSANDRO; Uberti, Pierpaolo | |
| A note on super-replication and profitability in incomplete markets | 1-gen-2002 | DE GIULI, MARIA ELENA; Magnani, Umberto; Maggi, MARIO ALESSANDRO | |
| A puzzle in the value of the firm | 1-gen-2000 | DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Magnani, U. | |
| A simple method for unconstrained optimization without using derivatives | 1-gen-2006 | Maggi, MARIO ALESSANDRO; Uberti, Pierpaolo | |
| Bayesian outlier detection in Capital Asset Pricing Model | 1-gen-2010 | DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Tarantola, Claudia | |
| Commissione d'incentivo e controllo del moral hazard negli hedge funds | 1-gen-2003 | DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Paris, F. M. | |
| Computing Reliable Default Probabilities in Turbulent Times | 1-gen-2013 | Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
| Copula-VAR and Copula-VAR-GARCH Modeling: Dangers for Value at Risk and Impulse Response Functions | 1-gen-2010 | Bianchi, Carluccio; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
| Copula-VAR and Copula-VAR-GARCH Modelling: Dangers for Value at Risk and Impulse Response Functions | 1-gen-2008 | Bianchi, Carluccio; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
| Data validity and statistical conformity with Benford's Law | 1-gen-2021 | Cerqueti, Roy; Maggi, MARIO ALESSANDRO | |
| Default Probabilities and Credit Rating | 1-gen-2013 | Maggi, MARIO ALESSANDRO; Fantazzini, Dean | |
| Deposit guarantee evaluation and incentiveanalysis in a mutual guarantee system | 1-gen-2009 | DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Paris Francesco, Maria | |
| Derivati. Teoria e applicazioni | 1-gen-2002 | DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Magnani, Umberto; Rossi, Eduardo | |
| Discrete-time affine term structure models: an ARCH formulation | 1-gen-2007 | Carta, Alessandro; Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
| Discretete-time affine term structure models: an ARCH formulation | 1-gen-2009 | Carta, Alessandro; Fantazzini, Dean; Maggi, MARIO ALESSANDRO |