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Complexity of optimal paths in strongly concave problems

Montrucchio, Luigi - In: Nonlinear dynamics in economics and social sciences : …, (pp. 272-282). 1993

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Lipschitz continuous policy functions for strongly concave optimization problems

Montrucchio, Luigi - In: Journal of mathematical economics 16 (1987) 3, pp. 259-273

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Lipschitz continuous policy functions for strongly concave optimization problems

Montrucchio, Luigi - 1986

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Acyclicity and dynamic stability : generalizations and applications

Boldrin, Michele - In: Journal of economic theory 65 (1995) 2, pp. 303-326

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Topological entropy of policy functions in concave dynamic optimization models

Montrucchio, Luigi - In: Journal of mathematical economics 25 (1996) 2, pp. 181-194

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Negative dynamic programming with non-additively time-separable objectives

Montrucchio, Luigi; Privileggi, Fabio - 2024

Persistent link: https://www.econbiz.de/10014514012

On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility

Černý, Aleš; Maccheroni, Fabio; Marinacci, Massimo; … - In: Journal of mathematical economics 48 (2012) 6, pp. 386-395

Persistent link: https://www.econbiz.de/10009689445

Conditional Lp-spaces and the duality of modules over f-algebras

Cerreia-Vioglio, Simone; Kupper, Michael; Maccheroni, Fabio - 2015 - This version: February, 2015

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A characterization of probabilities with full support in metric spaces, and Laplace s method

Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - 2018 - This version: February 21, 2018

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On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility

Černý, Aleš; Maccheroni, Fabio; Marinacci, Massimo; … - 2020

We report a surprising link between optimal portfolios generated by a special type of variational preferences called divergence preferences (cf. Maccheroni et al. 2006) and optimal portfolios generated by classical expected utility. As a special case we connect optimization of truncated...

Persistent link: https://www.econbiz.de/10014214161