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Lottery-dependent utility via stochastic benchmarking

Modesti, Paola - In: Theory and decision : an international journal for … 55 (2003) 1, pp. 45-57

Persistent link: https://www.econbiz.de/10001999382

Eugenio Levi and his scientific production : a note on the occasion of the 40th anniversary of his death

Modesti, Paola - In: Decisions in economics and finance : DEF ; a journal of … 33 (2010) 1, pp. 1-5

Persistent link: https://www.econbiz.de/10003967426

On SSB utility theory

Cigola, Margherita - In: Modelling techniques for financial markets and bank …, (pp. 272-284). 1996

Persistent link: https://www.econbiz.de/10001292498

Large retailers and vertical control of the supply chain : private labels and private certification standards

Giacomini, Corrado; Mancini, Maria Cecilia; Modesti, Paola - In: International journal of applied management science 2 (2010) 4, pp. 305-320

Persistent link: https://www.econbiz.de/10008758970

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

Price systems for random amounts : a unified approach

Castagnoli, Erio; Favero, Gino; Modesti, Paola - In: Analyzing risk through probabilistic modeling in …, (pp. 354-379). 2016

Persistent link: https://www.econbiz.de/10011476966

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

Imitation, stock markets and Stackelberg games

Mignanego, Fausto; Modesti, Paola - In: International journal of applied management science 6 (2014) 1, pp. 84-97

Persistent link: https://www.econbiz.de/10010390808

Risk estimation for short-term financial data through pooling of stable fits

De Donno, Marzia; Donati, Riccardo; Favero, Gino; … - In: Financial markets and portfolio management 33 (2019) 4, pp. 447-470

Persistent link: https://www.econbiz.de/10012427811

Market arbitrage versus agent arbitrage

Modesti, P. - In: Omega 32 (2004) 1, pp. 25-29

The present paper provides conditions for the consistency among different orderings which may be defined on sets of financial portfolios; in particular, a different reading key for some classical results is proposed. Besides arbitrage (whose impossibility is necessary and sufficient for...

Persistent link: https://www.econbiz.de/10005121618