MASTROGIACOMO, ELISA

MASTROGIACOMO, ELISA  

DIPARTIMENTO DI SCIENZE ECONOMICO-AZIENDALI E DIRITTO PER L'ECONOMIA  

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Titolo Tipologia Data di pubblicazione Autori File
Small noise asymptotic expansions for stochastic PDE's. The case of a dissipative polynomiallly bounded non linearity 01 - Articolo su rivista 2011 MASTROGIACOMO, ELISA +
Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels 01 - Articolo su rivista 2012 MASTROGIACOMO, ELISA +
Invariant measures for stochastic differential equations on networks 03 - Contributo in libro 2013 MASTROGIACOMO, ELISA +
Small noise asymptotic expansions for stochastic PDE’s driven by dissipative nonlinearity and Lévy noise 01 - Articolo su rivista 2013 MASTROGIACOMO, ELISA +
Optimal control for stochastic heat equation with memory 01 - Articolo su rivista 2014 MASTROGIACOMO, ELISA +
Portfolio Choice Under Cumulative Prospect Theory: Sensitivity Analysis and an Empirical Study 99 - Altro 2015 HITAJ, ASMERILDAMASTROGIACOMO, ELISA
Portfolio optimization with quasiconvex risk measures 01 - Articolo su rivista 2015 MASTROGIACOMO, ELISAROSAZZA GIANIN, EMANUELA
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures 01 - Articolo su rivista 2015 MASTROGIACOMO, ELISAROSAZZA GIANIN, EMANUELA
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study 01 - Articolo su rivista 2019 Hitaj, AsmerildaMastrogiacomo, Elisa +
Time-consistency of risk measures: how strong is such a property? 01 - Articolo su rivista 2019 Mastrogiacomo, ERosazza Gianin, E