Marzia De Donno : Citation Profile


Are you Marzia De Donno?

Università Cattolica del Sacro Cuore

6

H index

4

i10 index

91

Citations

RESEARCH PRODUCTION:

17

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 4
   Journals where Marzia De Donno has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 9 (9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde967
   Updated: 2024-01-16    RAS profile: 2023-11-08    
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Relations with other researchers


Works with:

Menegatti, Mario (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marzia De Donno.

Is cited by:

Detemple, Jerome (7)

Moraux, Franck (6)

Magnani, Marco (3)

Pelsser, Antoon (3)

Menegatti, Mario (3)

Oosterlee, Cornelis (1)

Platen, Eckhard (1)

Scaillet, Olivier (1)

Germano, Guido (1)

Wang, Tianyang (1)

Akahori, Jiro (1)

Cites to:

EECKHOUDT, LOUIS (42)

Menegatti, Mario (26)

Detemple, Jerome (10)

Allouch, Nizar (8)

REY, Beatrice (7)

Stiglitz, Joseph (7)

Gollier, Christian (6)

LE VAN, CUONG (6)

Rothschild, Michael (6)

Magnani, Marco (5)

Crainich, David (5)

Main data


Where Marzia De Donno has published?


Journals with more than one article published# docs
Mathematical Finance2
Journal of Mathematical Economics2
Decisions in Economics and Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Marzia De Donno (2024 and 2023)


YearTitle of citing document
2023A 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

2023Partial 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.

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2023Variability 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.

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2023Robust 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:


YearTitleTypeCited
2019Double continuation regions for American and Swing options with negative discount rate in L\evy models In: Papers.
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paper8
2020Double continuation regions for American and Swing options with negative discount rate in Lévy models.(2020) In: Mathematical Finance.
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This paper has nother version. Agregated cites: 8
article
2006A theory of stochastic integration for bond markets In: Papers.
[Full Text][Citation analysis]
paper10
2004A note on completeness in large financial markets In: Mathematical Finance.
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article5
2022On the exercise of American quanto options In: The North American Journal of Economics and Finance.
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article1
2015New results on precautionary saving under two risks In: Economics Letters.
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article6
2022On the relationship between comparisons of risk aversion of different orders In: Journal of Mathematical Economics.
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article0
2011Intertemporal asset pricing and the marginal utility of wealth In: Journal of Mathematical Economics.
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article1
2005Super-replication and utility maximization in large financial markets In: Stochastic Processes and their Applications.
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article15
2015Kim and Omberg Revisited: The Duality Approach In: Journal of Probability and Statistics.
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article4
2023On representation of preferences à la Debreu In: International Journal of Data Science.
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article0
2011Envelope theorems in Banach lattices In: Working Papers.
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paper1
2013Real Options and American Derivatives: the Double Continuation Region In: Working Papers.
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paper17
2015Real 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
2019Risk estimation for short-term financial data through pooling of stable fits In: Financial Markets and Portfolio Management.
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article1
2022Optimal exercise of American put options near maturity: A new economic perspective In: Review of Derivatives Research.
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article0
2020Some conditions for the equivalence between risk aversion, prudence and temperance In: Theory and Decision.
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article1
2017Reaching nirvana with a defaultable asset? In: Decisions in Economics and Finance.
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article4
2020Changes in multiplicative risks and optimal portfolio choice: new interpretations and results In: Decisions in Economics and Finance.
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article1
2004On the use of measure-valued strategies in bond markets In: Finance and Stochastics.
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article5
2012Real options with a double continuation region In: Quantitative Finance.
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article10
2004The Term Structure of Interest Rates as a Random Field: a Stochastic Integration Approach In: World Scientific Book Chapters.
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chapter1

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