6
H index
4
i10 index
92
Citations
Marzia De Donno : Citation Profile
Università Cattolica del Sacro Cuore | RESEARCH PRODUCTION: 17 Articles 4 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2004 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Marzia De Donno. | Is cited by:
| Cites to:
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Main data
Where Marzia De Donno has published?
| Journals with more than one article published | # docs |
|---|---|
| Mathematical Finance | 2 |
| Journal of Mathematical Economics | 2 |
| Decisions in Economics and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 2 |
Recent works citing Marzia De Donno (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A new perspective on the fundamental theorem of asset pricing for large financial markets. (2015). Cuchiero, Christa ; Teichmann, Josef ; Klein, Irene . In: Papers. RePEc:arx:papers:1412.7562. Full description at Econpapers || Download paper |
| 2023 | Partial quanto lookback options. (2023). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002066. Full description at Econpapers || Download paper |
| 2023 | Variability in punishment, risk preferences and crime deterrence. (2023). Menegatti, Mario. In: International Review of Law and Economics. RePEc:eee:irlaec:v:75:y:2023:i:c:s0144818823000182. Full description at Econpapers || Download paper |
| 2023 | Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints. (2023). Laurini, Fabrizio ; Gandolfi, Gino ; Arcuri, Maria Cristina. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:31:y:2023:i:2:d:10.1007_s10100-022-00821-5. Full description at Econpapers || Download paper |
Works by Marzia De Donno:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Double continuation regions for American and Swing options with negative discount rate in L\evy models In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2020 | Double continuation regions for American and Swing options with negative discount rate in Lévy models.(2020) In: Mathematical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2006 | A theory of stochastic integration for bond markets In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2004 | A note on completeness in large financial markets In: Mathematical Finance. [Full Text][Citation analysis] | article | 5 |
| 2022 | On the exercise of American quanto options In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2015 | New results on precautionary saving under two risks In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2022 | On the relationship between comparisons of risk aversion of different orders In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Intertemporal asset pricing and the marginal utility of wealth In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 1 |
| 2005 | Super-replication and utility maximization in large financial markets In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 16 |
| 2015 | Kim and Omberg Revisited: The Duality Approach In: Journal of Probability and Statistics. [Full Text][Citation analysis] | article | 4 |
| 2023 | On representation of preferences à la Debreu In: International Journal of Data Science. [Full Text][Citation analysis] | article | 0 |
| 2011 | Envelope theorems in Banach lattices In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Real Options and American Derivatives: the Double Continuation Region In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2015 | Real Options and American Derivatives: The Double Continuation Region.(2015) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2019 | Risk estimation for short-term financial data through pooling of stable fits In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 1 |
| 2022 | Optimal exercise of American put options near maturity: A new economic perspective In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 0 |
| 2020 | Some conditions for the equivalence between risk aversion, prudence and temperance In: Theory and Decision. [Full Text][Citation analysis] | article | 1 |
| 2017 | Reaching nirvana with a defaultable asset? In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2020 | Changes in multiplicative risks and optimal portfolio choice: new interpretations and results In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2004 | On the use of measure-valued strategies in bond markets In: Finance and Stochastics. [Full Text][Citation analysis] | article | 5 |
| 2012 | Real options with a double continuation region In: Quantitative Finance. [Full Text][Citation analysis] | article | 10 |
| 2004 | The Term Structure of Interest Rates as a Random Field: a Stochastic Integration Approach In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team