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Luciano, Elisa
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3
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3
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2
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1
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Sugli effetti dei costi di transizione nelle scelte di portafoglio con orizzonte finito
Luciano, Elisa
- In:
Rivista internazionale di scienze sociali
97
(
1989
)
2
,
pp. 254-271
Persistent link: https://www.econbiz.de/10001087495
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2
Market making with noise : the case of a specialist financial market with heterogeneous traders
Luciano, Elisa
- In:
Recent research in financial modelling
,
(pp. 135-145)
.
1993
Persistent link: https://www.econbiz.de/10001282576
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3
Bond pricing through bargaining
Luciano, Elisa
- In:
Financial modelling : recent research ; [selection of …
,
(pp. 262-285)
.
1994
Persistent link: https://www.econbiz.de/10001285720
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4
Copula-based default dependence modeling : where do we stand?
Luciano, Elisa
- In:
Credit risk : models, derivatives, and management
,
(pp. 327-345)
.
2008
Persistent link: https://www.econbiz.de/10003718534
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5
Optimal fees and equilibrium in crypto markets
Luciano, Elisa
-
2024
Persistent link: https://www.econbiz.de/10015101070
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6
An exact solution [dynamic] to the portfolio choice problem under transactions costs
Dumas, Bernard
;
Luciano, Elisa
-
1990
Persistent link: https://www.econbiz.de/10000789448
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7
A note on the pricing solution to bilateral monopoly and its efficiency
Luciano, Elisa
- In:
Rivista internazionale di scienze economiche e …
45
(
1998
)
3
,
pp. 443-461
Persistent link: https://www.econbiz.de/10001251065
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8
An exact solution to a dynamic portfolio choice problem under transactions costs
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 577-595
Persistent link: https://www.econbiz.de/10001108563
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9
Value-at-risk trade-off and capital allocation with Copulas
Cherubini, Umberto
;
Luciano, Elisa
- In:
Economic notes : economic review of Banca Monte dei …
30
(
2001
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10001603715
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10
Institutionally heterogeneous agents in an imitative stock-market
Ferrari, Luigi
- In:
Recent research in financial modelling
,
(pp. 117-124)
.
1993
Persistent link: https://www.econbiz.de/10001282578
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