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Intertemporal asset pricing and the marginal utility of wealth
Battauz, Anna
;
De Donno, Marzia
;
Ortu, Fulvio
- In:
Journal of mathematical economics
47
(
2011
)
2
,
pp. 227-244
Persistent link: https://www.econbiz.de/10009306447
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2
New results on precautionary saving under two risks
Baiardi, Donatella
;
De Donno, Marzia
;
Magnani, Marco
; …
- In:
Economics letters
130
(
2015
),
pp. 17-20
Persistent link: https://www.econbiz.de/10011422361
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3
Real options and American derivatives : the double continuation region
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
Management science : journal of the Institute for …
61
(
2015
)
5
,
pp. 1094-1107
Persistent link: https://www.econbiz.de/10011284877
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4
Envelope theorems in Banach lattices and asset pricing
Battauz, Anna
;
De Donno, Marzia
;
Ortu, Fulvio
- In:
Mathematics and financial economics
9
(
2015
)
4
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011378102
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5
Envelope theorems in Banach lattices
Battauz, Anna
;
De Donno, Marzia
;
Ortu, Fulvio
-
2011
Persistent link: https://www.econbiz.de/10011336827
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6
A different way to look at random variables : do decision makers look at functions or at sets?
Castagnoli, Erio
;
De Donno, Marzia
;
Favero, Gino
; …
- In:
Analyzing risk through probabilistic modeling in …
,
(pp. 179-199)
.
2016
Persistent link: https://www.econbiz.de/10011476949
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7
On the use of measure-valued strategies in bond markets
De Donno, Marzia
;
Pratelli, Maurizio
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 87-109
Persistent link: https://www.econbiz.de/10001910737
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8
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
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9
Changes in multiplicative risks and optimal portfolio choice : new interpretations and results
De Donno, Marzia
;
Magnani, Marco
;
Menegatti, Mario
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 251-267
Persistent link: https://www.econbiz.de/10012285398
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10
Granular and star-shaped price systems
Castagnoli, Erio
;
De Donno, Marzia
;
Favero, Gino
; …
- In:
Inventi impact: emerging economies
(
2016
)
3
,
pp. 137-159
Persistent link: https://www.econbiz.de/10011567793
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