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A tail-revisited Markowitz mean-variance approach and a portfolio network centrality
Mariani, Francesca; Polinesi, Gloria; Recchioni, Maria … - In: Computational management science 19 (2022) 3, pp. 425-455
Persistent link: https://www.econbiz.de/10013429133
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An explicitly solvable multi-scale stochastic volatility model : option pricing and calibration problems
Fatone, Lorella; Mariani, Francesca; Recchioni, Maria … - In: The journal of futures markets 29 (2009) 9, pp. 862-893
Persistent link: https://www.econbiz.de/10003900928
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Some explicitly solvable SABR and multiscale SABR models : option pricing and calibration
Fatone, Lorella; Mariani, Francesca; Recchioni, Maria … - In: Journal of mathematical finance 3 (2013) 1, pp. 10-32
Persistent link: https://www.econbiz.de/10010240231
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The analysis of real data using a multiscale stochastic volatility model
Fatone, Lorella; Mariani, Francesca; Recchioni, Maria … - In: European financial management : the journal of the … 19 (2013) 1, pp. 153-179
Persistent link: https://www.econbiz.de/10009706264
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The analysis of real data using a stochastic dynamical system able to model spiky prices
Fatone, Lorella; Mariani, Francesca; Recchioni, Maria … - In: Journal of mathematical finance 2 (2012) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10009668291
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Merton's portfolio problem including market frictions : a closed-form formula supporting the shadow price approach
Mariani, Francesca; Recchioni, Maria Cristina; Ciommi, … - In: European journal of operational research : EJOR 275 (2019) 3, pp. 1178-1189
Persistent link: https://www.econbiz.de/10011993680
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The role of social capital in economic performance across European regions
Ciommi, Mariateresa; Mariani, Francesca; Recchioni, … - In: Rivista italiana di economia, demografia e statistica 75 (2021) 4, pp. 77-88
Persistent link: https://www.econbiz.de/10013362087
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A new class of composite indicators : the penalized power mean
Mariani, Francesca; Ciommi, Mariateresa; Recchioni, … - In: European journal of operational research : EJOR 317 (2024) 3, pp. 1015-1035
Persistent link: https://www.econbiz.de/10015047553
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SDG composite indicators for Mediterranean countries : a new theoretical approach
Mariani, Francesca; Ciommi, Mariateresa; Recchioni, … - In: Rivista italiana di economia, demografia e statistica 76 (2022) 4, pp. 5-16
Persistent link: https://www.econbiz.de/10014266530
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Le periferie del lavoro : inchiesta fra le operaie tessili del decentramento
Mariani, Francesca (contributor) - 1989 - 1. ed
Persistent link: https://www.econbiz.de/10000825238