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Mean-variance portfolio selection in presence of infrequently traded stocks

Castellano, Rosella; Cerqueti, Roy - In: European journal of operational research : EJOR 234 (2014) 2, pp. 442-449

Persistent link: https://www.econbiz.de/10010356733

Sustainable management of fossil fuels : a dynamic stochastic optimization approach with jump-diffusion

Castellano, Rosella; Cerqueti, Roy; Spinesi, Luca - In: European journal of operational research : EJOR 255 (2016) 1, pp. 288-297

Persistent link: https://www.econbiz.de/10011530870

GARCH models as diffusion approximation : a simulation approach for currency hedging using options

Castellano, Rosella - In: New operational approaches for financial modelling, (pp. 297-310). 1997

Persistent link: https://www.econbiz.de/10001299211

Patent valuation under spatial point processes with delayed and decreasing jump intensity

Cerqueti, Roy; Ventura, Marco - In: The B.E. journal of theoretical economics 15 (2015) 2, pp. 433-456

Persistent link: https://www.econbiz.de/10011339332

Illegal finance and usurers behaviour

Barone, Raffaella; Cerqueti, Roy; Quaranta, Anna Grazia - In: European journal of law and economics 34 (2012) 2, pp. 265-277

Persistent link: https://www.econbiz.de/10009660750

Illegal Finance and Usurers Behaviour

Barone, Raffaella - 2018

This paper deals with a stochastic dynamic optimization problem in the context of illegal company financing. Our analysis of the usury phenomenon is conducted by searching for the best interest rate which an illegal financier should apply to a company in order to bring about the firm's...

Persistent link: https://www.econbiz.de/10012915878

A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs

Brianzoni, Serena; Cerqueti, Roy; Michetti, Elisabetta - In: Computational Economics 35 (2010) 2, pp. 165-188

Persistent link: https://www.econbiz.de/10008480611