Dipartimento di Matematica per le Scienze economiche, finanziarie ed attuariali (DiMSEFA)

Risultato della ricerca

Risultati di ricerca per anno 1998 2007 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2024

• 207 Articolo in rivista
• 42 Chapter
• 28 Contributo a convegno
• 13 Working paper
• 21 Più...
  • 10 Other contribution
  • 7 Book
  • 4 Editoriale in rivista / quotidiano

Risultati di ricerca per anno

Risultati di ricerca per anno

Risultati della ricerca

• 2024

  A novel self-adaptive SIS model based on the mutual interaction between a graph and its line graph

  Bartesaghi, P., Clemente, G. P. & Grassi, R., 2024, In: Chaos. 34, 2, pag. 1-27 27 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Respective Probability 25%
  • Eigenvector 25%

• A Novel Self-Adaptive SIS Model Based on the Mutual Interaction between a Graph and its Line Graph (Short Version)

  Paolo, B., Clemente, G. P. & Rosanna, G., 2024, COMPLEX NETWORKS 2023. THE 12TH INTERNATIONAL CONFERENCE ON COMPLEX NETWORKS AND THEIR APPLICATIONS. International Conference on Complex Networks & Their Applications, pag. 172-175 4 pag.

  Risultato della ricerca: Contributo in libro › Contributo a convegno

  • Airfield 100%
  • Initial Probability 33%
  • Dynamic Models 33%

• An undertaking specific approach to address diversifiable demographic risk within Solvency II framework

  Clemente, G. P., Della Corte, F. & Savelli, N., 2024, In: Decisions in Economics and Finance. 2024, N/A, pag. N/A-N/A 28 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

• A Self-Adaptive Centrality Measure for Asset Correlation Networks

  Bartesaghi, P., Clemente, G. P. & Grassi, R., 2024, In: Economies. 12, 7, pag. N/A-N/A

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

• Dynamic ESG Equilibrium

  Avramov, D., Lioui, A., Liu, Y. & Tarelli, A., 2024, In: Management Science. N/A, pag. 1-23 23 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

• Market-Consistent Valuation and Capital Assessment for Demographic Risk in Life Insurance: A Cohort Approach

  Clemente, G. P., Della Corte, F., Savelli, N. & Zappa, D., 2024, In: North American Actuarial Journal. N/A, pag. 1-25 25 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

• Moduli of uniform convexity for convex sets

  De Bernardi, C. A. & Veselý, L., 2024, In: Archiv der Mathematik. 123, 4, pag. 413-422 10 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

• Preferences on discounting under time risk

  De Donno, M. & Menegatti, M., 2024, In: Journal of Mathematical Economics. 113, August, pag. 1-9 9 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

• Preferences over risk changes in variance

  De Donno, M. & Menegatti, M., 2024, In: Decisions in Economics and Finance. N/A, pag. N/A-N/A 14 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

• Risk sharing rule and safety loading in a peer to peer cooperative insurance model

  Clemente, G. P., Levantesi, S. & Piscopo, G., 2024, In: Decisions in Economics and Finance. N/A, pag. N/A-N/A

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

• ROTUND GÂTEAUX SMOOTH NORMS WHICH ARE NOT LOCALLY UNIFORMLY ROTUND

  De Bernardi, C. A. & Somaglia, J., 2024, In: Proceedings of the American Mathematical Society. 152, 4, pag. 1689-1701 13 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

• Stochastic Approximation in Convex Multiobjective Optimization

  De Bernardi, C. A., Miglierina, E., Molho, E. & Somaglia, J., 2024, In: Journal of Convex Analysis. 31, 3, pag. 761-778 18 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

• Strategic energy flows in input-output relations: a temporal multilayer approach (Short Version)

  Clemente, G. P., Cornaro, A., Grassi, R. & Rizzini, G., 2024, COMPLEX NETWORKS 2023. THE 12TH INTERNATIONAL CONFERENCE ON COMPLEX NETWORKS AND THEIR APPLICATIONS. International Conference on Complex Networks & Their Applications, pag. 489-492 4 pag.

  Risultato della ricerca: Contributo in libro › Contributo a convegno

  • Energy Flow 100%
  • Multilayer Approach 100%
  • Embodied Energy 55%
  • Energy Security 44%
  • Energy Source 33%

• Unit balls of polyhedral Banach spaces with many extreme points

  De Bernardi, C. A., 2024, In: Studia Mathematica. 275, 2, pag. 175-196 22 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

• Unraveling the Key Drivers of Community Composition in the Agri-food Trade Network (Extended Abstract)

  Clemente, G. P., Cornaro, A. & Della Corte, F., 2024, COMPLEX NETWORKS 2023. THE 12TH INTERNATIONAL CONFERENCE ON COMPLEX NETWORKS AND THEIR APPLICATIONS. International Conference on Complex Networks & Their Applications, pag. 309-312 4 pag.

  Risultato della ricerca: Contributo in libro › Contributo a convegno

  • Food 100%
  • Technological Development 50%
  • Partitioning 50%
  • Theoretic Approach 50%
  • Detection Method 50%

• Why insurance regulators need to require sensitivity settings of internal models for their approval

  Borgonovo, E., Clemente, G. P. & Rabitti, G., 2024, In: Finance Research Letters. 60, N/A, pag. 1-11 11 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Sensitivity Analysis 100%
  • Models 100%
  • Internals 100%
  • Development 50%
  • Assessment 50%
• 2023

  An asset pricing model with accuracy-driven evolution of heterogeneous expectations

  Mikhail, A., Tomáš, T., Fabio, L. & Radi, D., 2023, In: Communications in Nonlinear Science and Numerical Simulation. 117, N/A, pag. 106975-106975 19 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Equilibrium Model 100%
  • Accuracy 75%
  • Financial Economics 50%
  • Profit 50%
  • Stability 50%

• A robust route to randomness in a simple Cournot duopoly game where ambiguity aversion meets constant expectations

  Radi, D., Gardini, L. & Goldbaum, D., 2023, In: Annals of Operations Research. N/A, pag. N/A-N/A 39 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Duopoly 100%
  • Cournot 100%
  • Ambiguity 100%
  • Equilibrium Model 33%
  • Robust Statistics 33%

• Border collision bifurcations in a piecewise linear duopoly model

  Gardini, L. & Radi, D., 2023, In: Journal of Difference Equations and Applications. N/A, pag. 1-29 29 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Collision 100%
  • Bifurcation 100%
  • Model 100%
  • Border 100%
  • Duopoly 100%

• Clustering coefficients as measures of the complex interactions in a directed weighted multilayer network

  Bartesaghi, P., Clemente, G. P. & Grassi, R., 2023, In: PHYSICA. A. 610, N/A, pag. N/A-N/A

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Networks 100%
  • Clustering Coefficient 42%
  • Complex Structure 14%
  • Contexts 14%
  • Relationships 14%

• Come scrivere un libro e sopravvivere

  Vassallo, S. F. & Messineo, G. C., 2023, In: ARS TEXNICA. pag. 7-19 13 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Publishing House 100%

• Extendability of continuous quasiconvex functions from subspaces

  De Bernardi, C. A. & Vesely, L., 2023, In: Journal of Mathematical Analysis and Applications. 526, 2, pag. 127277-N/A

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Functions 100%
  • Subspace 100%
  • Extension 100%
  • Intersect 50%
  • Continuous Function 50%

• Foreword of the special issue: Nonlinear models and tools in economics, finance and social sciences

  Gardini, L., Radi, D. & Tramontana, F., 2023, In: COMMUNICATIONS IN NONLINEAR SCIENCE & NUMERICAL SIMULATION. 119, pag. 107078-107078 2 pag.

  Risultato della ricerca: Contributo in rivista › Editoriale in rivista / quotidiano

  • Economic Dynamics 100%
  • Economics 100%
  • International Conference 25%
  • Finance 25%
  • Studying 25%

• Insights on the Theory of Robust Games

  Crespi, G. P., Radi, D. & Rocca, M., 2023, In: Computational Economics. N/A, pag. N/A-N/A

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Nash Equilibrium 100%
  • Equilibrium Model 100%
  • Robust Statistics 80%
  • Worst Case 50%
  • Payoff Function 50%

• Money Illusion and TIPS Demand

  Lioui, A. & Tarelli, A., 2023, In: Journal of Money, Credit and Banking. 55, 1, pag. 171-214 44 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

  • Inflation 100%
  • Money Illusion 75%
  • Demand 75%
  • Loss 75%
  • Securities 50%

• ON EXTENSION OF UNIFORMLY CONTINUOUS QUASICONVEX FUNCTIONS

  De Bernardi, C. A. & Vesely, L., 2023, In: Proceedings of the American Mathematical Society. 151, 4, pag. 1705-1716 12 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Lipschitz Constant 100%
  • Preserving Function 100%

• On representation of preferences a la Debreu

  Castagnoli, E., De Donno, M., Favero, G. & Modesti, P., 2023, In: INTERNATIONAL JOURNAL OF DATA SCIENCE. 8, 3, pag. N/A-N/A

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Utility 100%
  • Theorem 66%
  • Probability Theory 66%
  • Political Economy 33%
  • Benchmarking 33%

• Optimal cashback in a cooperative framework for peer-to-peer insurance coverages

  Clemente, G. P., Levantesi, S. & Piscopo, G., 2023, In: Annals of Operations Research. NA, pag. N/A-N/A

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Labour 100%
  • Insurance Company 100%
  • Cooperative Game 100%
  • Shapley Value 100%
  • Models 100%

• Rotundity Properties, and Non-Extendability of Lipschitz Quasiconvex Functions

  De Bernardi, C. A. & Libor, V., 2023, In: Journal of Convex Analysis. 2023, 30, pag. 329-342 14 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Functions 100%
  • Lipschitz 100%
  • Convex Subset 50%
  • Normed Linear Space 50%
  • Points 50%

• Strategic energy flows in input‐output relations: A temporal multilayer approach

  Clemente, G. P., Cornaro, A., Grassi, R. & Rizzini, G., 2023, In: Applied Stochastic Models in Business and Industry. N/A, pag. 1-26 26 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

  • Environmental Sustainability 100%

• Taxonomy of cohesion coefficients for weighted and directed multilayer networks

  Bartesaghi, P., Clemente, G. P. & Grassi, R., 2023, In: Chaos, Solitons and Fractals. 166, N/A, pag. N/A-N/A

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Taxonomies 100%
  • Networks 100%
  • Closure 33%
  • Simulated Network 16%
  • Contexts 16%

• The effect of the pandemic on complex socio-economic systems: community detection induced by communicability

  Clemente, G. P., Grassi, R. & Rizzini, G., 2023, In: Soft Computing. N/A, pag. 1-23 23 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Socio-Economic System 100%
  • Benefits 100%
  • International Trade 100%
  • Multiplex Networks 100%
  • Process Optimization 50%

• Unraveling the key drivers of community composition in the agri-food trade network

  Clemente, G. P., Cornaro, A. & Della Corte, F., 2023, In: Scientific Reports. 13, 1, pag. 1-13 13 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Sustainability 100%
  • Influencing Factor 100%
  • Geographical Proximity 100%
  • Large Data Set 100%
  • Monetary Value 100%
• 2022

  A multilayer approach for systemic risk in the insurance sector

  Clemente, G. P. & Cornaro, A., 2022, In: Chaos, Solitons and Fractals. 162, N/A, pag. 1-11 11 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

  • Enterprise 100%
  • Insurance Company 100%

• A stochastic model for capital requirement assessment for mortality and longevity risk, focusing on idiosyncratic and trend components

  Clemente, G. P., Della Corte, F. & Savelli, N., 2022, In: ANNALS OF ACTUARIAL SCIENCE (PRINT). N/A, pag. 1-20 20 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Capital Requirements 100%
  • Trend 66%
  • Regulation 33%

• A tensor-based unified approach for clustering coefficients in financial multiplex networks

  Bartesaghi, P., Clemente, G. P. & Grassi, R., 2022, In: Information Sciences. N/A, pag. N/A-N/A

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

  • Networks 100%
  • Clustering Coefficient 57%
  • Interconnection 14%
  • Financial Network 14%
  • Complex Network 14%

• Backtesting the Bayesian Bornhuetter-Ferguson method against traditional approaches in claims reserving

  Crisafulli, M. & Clemente, G. P., 2022, In: JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS. 0, N/A, pag. 1-25 25 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

• Banking proximity and firm performance. The role of small businesses, community banks and the credit cycle

  Bragoli, D., Burlina, C., Cortelezzi, F. & Marseguerra, G., 2022, In: Applied Economics. N/A, pag. N/A-N/A

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Firm Performance 100%
  • Enterprise 75%
  • Credit 75%
  • Banking 50%
  • Credit Rationing 25%

• BUFFON’S COIN AND NEEDLE PROBLEMS FOR THE RHOMBITRIHEXAGONAL TILING

  Vassallo, S. F., 2022, In: ADVANCES IN MATHEMATICS. 11, pag. 197-209 13 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

  • Intersect 100%
  • Archimedean 100%
  • Needle Problem 100%
  • Circle 100%
  • Probability 100%

• Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach

  Torri, G., Radi, D. & Dvorackova, H., 2022, In: Finance Research Letters. 47, N/A, pag. 102718-102718 10 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Life Insurance 100%
  • Contagion 50%
  • Approach 25%
  • Literature 25%
  • Work 25%

• Chasing the ESG factor

  Lioui, A. & Tarelli, A., 2022, In: JOURNAL OF BANKING & FINANCE. 139, June, pag. N/A-N/A 24 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

  • Time Series 100%
  • Enterprise 50%
  • Return 50%

• Community detection in attributed networks for global transfer market

  Clemente, G. P. & Cornaro, A., 2022, In: Annals of Operations Research. N/A, pag. N/A-N/A

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Transfers 100%
  • Networks 100%
  • Markets 60%
  • Market 60%
  • Communities 40%

• Foreword of the Special Issue: Nonlinear Economic Dynamics (2019)

  Gardini, L., Radi, D. & Tramontana, F., 2022, In: Journal of Economic Interaction and Coordination. 17, pag. 1-2 2 pag.

  Risultato della ricerca: Contributo in rivista › Editoriale in rivista / quotidiano

  • Economic Dynamics 100%
  • Economics 100%

• Hybrid evolutionary oligopolies and the dynamics of corporate social responsibility

  Tichy, T., Radi, D. & Lamantia, F., 2022, In: Journal of Economic Interaction and Coordination. 17, 1, pag. 87-114 28 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista

  • Enterprise 100%
  • Profit 45%
  • Specific Industry 27%
  • Beliefs 27%
  • Corporate Social Responsibility 18%

• On the exercise of American quanto options

  Battauz, A., De Donno, M. & Sbuelz, A., 2022, In: North American Journal of Economics and Finance. 62, Article number 101738, pag. 1-18 18 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

  • Options 100%
  • Interest Rate 40%
  • Financial Economics 20%
  • Investment 20%
  • Option Trading 20%

• On the relationship between comparisons of risk aversion of different orders

  De Donno, M. & Menegatti, M., 2022, In: Journal of Mathematical Economics. 102, October 2022, pag. 1-9 9 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

  • Order 100%
  • Knowledge 20%
  • Relationships 20%
  • Decision Maker 20%

• Optimal exercise of American put options near maturity: A new economic perspective

  Battauz, A., De Donno, M., Gajda, J. & Sbuelz, A., 2022, In: Review of Derivatives Research. 25, 1, pag. 23-46 24 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

  • Option Trading 100%
  • Price 100%
  • Stock Price 75%
  • Diffusion 25%
  • Levy Process 25%

• Shock Events: The Impact of News Media and Communication Strategies on Listed Companies' Share Price

  Fandella, P., Ceccarossi, G. L. & Attinà, D., 2022, In: Investment Management and Financial Innovations. 2022, 1, 1, pag. 1-16 16 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

  • News Flow 100%
  • Events 75%
  • Investors 50%
  • Share Price 50%
  • Strategy 37%

• Smart network based portfolios

  Clemente, G. P., Hitaj, A. & Grassi, R., 2022, In: Annals of Operations Research. 2022, N/A, pag. N/A-N/A

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

  • Networks 100%
  • Correlation 40%
  • Standards 40%
  • Samples 40%
  • Estimation Theory 40%

• Sustainable investing with ESG rating uncertainty

  Avramov, D., Cheng, S., Lioui, A. & Tarelli, A., 2022, In: Journal of Financial Economics. 145, pag. 642-664 23 pag.

  Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

  • Equilibrium Model 100%
  • CAPM 100%
  • Measure of Dispersion 100%
  • Asset Pricing 100%
  • Demand 100%