Items where Subject is "H Social Sciences > HD Industries. Land use. Labor > HD61 Risk Management"

2016

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Gianfagna, Laura and Pammolli, Fabio Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data. Financial Markets and Portfolio Management, 30 (4). pp. 397-426. ISSN 1934-4554 (2016)

Chiou, Jing-Yuan and Magazzini, Laura and Pammolli, Fabio and Riccaboni, Massimo Learning from successes and failures in pharmaceutical R&D. Journal of Evolutionary Economics, 26 (2). pp. 271-290. ISSN 0936-9937 (2016)

Lattanzi, Nicola and Facchini, Angelo and Caldarelli, Guido and Scala, Antonio and Liberatore, Giovanni Management Science for Complex Networks and Smart Water Grids: a case study in Italy. In: WIVACE, Workshop on Artificial Life and Evolutionary Computation, BIONAM 2016 workshop on bio- nanomaterials, October 4-7, 2016, Salerno, Italy pp. 18-20. (2016)

2015

Bardoscia, Marco and Battiston, Stefano and Caccioli, Fabio and Caldarelli, Guido DebtRank: A microscopic foundation for shock propagation. Working Paper ArXiv (Submitted)

Battiston, Stefano and D'Errico, Marco and Gurciullo, Stefano and Caldarelli, Guido Leveraging the network: a stress-test framework based on DebtRank. Working Paper ArXiv (Submitted)

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea L’importanza sistemica delle banche: da una prospettiva globale a una locale? (Systemic Importance of Financial Institutions: from a Global to a Local Perspective? A Network Theory Approach). Bancaria, 2-2015. pp. 54-69. ISSN 0005-4623 (2015)

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Pammolli, Fabio and Riccaboni, Massimo Systemic risk and banking regulation: some facts on the new regulatory framework. EIC working paper series #1/2015 IMT Institute for Advanced Studies Lucca ISSN 2279-6894.

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Pammolli, Fabio and Riccaboni, Massimo Systemic risk and banking regulation: some facts on the new regulatory framework. Corporate Ownership & Control, 12 (2). pp. 52-63. ISSN 1727 - 9232 (2015)

Cimini, Giulio and Squartini, Tiziano and Garlaschelli, Diego and Gabrielli, Andrea Systemic Risk Analysis on Reconstructed Economic and Financial Networks. Scientific Reports, 5. p. 15758. ISSN 2045-2322 (2015)

Jevtić, Petar and Regis, Luca Assessing the solvency of insurance portfolios via a continuous-time cohort model. Insurance: Mathematics and Economics, 61 (March). pp. 36-47. ISSN 0167-6687 (2015)

Luciano, Elisa and Regis, Luca and Vigna, Elena Single and cross-generation natural hedging of longevity and financial risk. Journal of Risk and Insurance. ISSN 1539-6975 (In Press) (2015)

Petersen, Alexander M. Quantifying the impact of weak, strong, and super ties in scientific careers. Proceedings of the National Academy of Sciences, 112 (34). E4671-E4680. ISSN 1091-6490 (2015)

Zhu, Zhen and Morrison, Greg and Puliga, Michelangelo and Chessa, Alessandro and Riccaboni, Massimo The Similarity of Global Value Chains: a Network-Based Measure. EIC working paper series #9/2015 IMT Institute for Advanced Studies Lucca ISSN 2279-6894. (Submitted)

2014

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Pammolli, Fabio and Riccaboni, Massimo Systemic importance of financial institutions: from a global to a local perspective? A network theory approach. EIC working paper series #9/2014 IMT Institute for Advanced Studies Lucca

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Pammolli, Fabio and Riccaboni, Massimo Systemic importance of financial institutions: regulations, research, open issues, proposals. EIC working paper series #2/2014 IMT Institute for Advanced Studies Lucca ISSN 2279-6894.

Jevtić, Petar and Regis, Luca Assessing the solvency of insurance portfolios via a continuous time cohort model. EIC working paper series #7/2014 IMT Institute for Advanced Studies Lucca ISSN 2279-6894.

Regis, Luca and Luciano, Elisa Risk-return appraisal of longevity swaps. In: Pension and Longevity Risk Transfer for Institutional Investors. Institutional Investor Journals, pp. 99-108. (2014)

2013

Marini, Marco A. and Polidori, Paolo and Ticchi, Davide and Teobaldelli, Désirée Optimal Incentives in a Principal-Agent Model with Endogenous Technology. Working Paper #04/2013 Università degli studi di Urbino. Facoltà di economia ISSN 1974-4110.

2009

Giovanis, Eleftherios MATLAB Routine for Bootstrapping Statistic Hypothesis for Calendar Effects in Stock Returns. Working Paper # /2009

2005

Saltari, Enrico and Ticchi, Davide Risk-aversion and the investment-uncertainty relationship: a comment. Journal of economic behavior & organization, 56 (1). 121 - 125. ISSN 0167-2681 (2005)

2001

Saltari, Enrico and Ticchi, Davide Incertezza e investimenti. Rivista internazionale di scienze sociali , 109 (2). pp. 199-213. ISSN 0035-676X (2001)

2000

Saltari, Enrico and Ticchi, Davide Incertezza e partite correnti. Rivista italiana degli economisti, 5 (1). pp. 111-126. ISSN 1593-8662 (2000)

1998

Calcagnini, Giorgio and Iacobucci, Donato and Ticchi, Davide Razionamento del credito e dimensioni di impresa. Moneta e credito, 202 (51). pp. 197-214. ISSN 0026-9611 (1998)