CvaR Modelling for ETF
Portfolios, work in progress, (with G. Serraino)
Real Options and Strategic Complementarities, October 2005, mimeo,
University of Insubria.
Investment Timing Decisions in a Stochastic Duopoly Model, 2005, forthcoming
in Chaos, Solitons & Fractals (with G. Marseguerra e A. Dominioni).
Investimenti irreversibili, interazioni strategiche e opzioni reali:
analisi teorica ed applicazioni, 2005, forthcoming in Economia politica
(with G.Marseguerra).
Investments as Real Options, 2005, forthcoming in Rendiconti dell’Istituto
Lombardo Accademia di Scienze e Lettere.
Irreversible Investment, Endonenous Entry Timing and New Market, (with
A. Dominioni e G. Marseguerra) Quaderni dell’Istituto di
Econometria e Matematica, n. 29, Aprile 1999.
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