Pubblicazioni scientifiche

Guasoni P; Muhle-Karbe J, LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS, «MATHEMATICAL FINANCE», 2015, 25, pp. 724 - 753 [Articolo in rivista]

Guasoni P; Rasonyi M, Fragility of arbitrage and bubbles in local martingale diffusion models, «FINANCE AND STOCHASTICS», 2015, 19, pp. 215 - 231 [Articolo in rivista]

Guasoni P; Rasonyi M, HEDGING, ARBITRAGE AND OPTIMALITY WITH SUPERLINEAR FRICTIONS, «THE ANNALS OF APPLIED PROBABILITY», 2015, 25, pp. 2066 - 2095 [Articolo in rivista]

Guasoni P; Robertson S, STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS, «MATHEMATICAL FINANCE», 2015, 25, pp. 789 - 826 [Articolo in rivista]

Serajuddin U.; Verme P., Who is deprived? Who feels deprived? Labor deprivation, youth, and gender in Morocco, «REVIEW OF INCOME AND WEALTH», 2015, 61, pp. 140 - 163 [Articolo in rivista]

Verme P., Economic development and female labor participation in the Middle East and North Africa: a test of the U-shape hypothesis, «IZA JOURNAL OF LABOR & DEVELOPMENT», 2015, 4, pp. 1 - 21 [Articolo in rivista]

Ceriani L.; Verme P., Individual Diversity and the Gini Decomposition, «SOCIAL INDICATORS RESEARCH», 2015, 121, pp. 637 - 646 [Articolo in rivista]

Scrucca, L.; Raftery, A. E., Improved initialisation of model-based clustering using Gaussian hierarchical partitions, «ADVANCES IN DATA ANALYSIS AND CLASSIFICATION», 2015, 9, pp. 447 - 460 [Articolo in rivista]