Search Results

Bank Closure Policies and Capital Requirements: a Note,
Elettra Agliardi, from Dipartimento Scienze Economiche, Universita' di Bologna (2007)

Self-Reinforcing Mechanisms, Recontracting Processes and Punctuated Equilibria: is Lock-in to a Market Position a Permanent Outcome?,
Elettra Agliardi, from Dipartimento Scienze Economiche, Universita' di Bologna (1991)

Registered author: Elettra Agliardi

Introduction,
Elettra Agliardi, from Palgrave Macmillan (1998)
Keywords: Positive Feedback Economy, Equilibrium Outcome, Dynamic Economy, Chaos Theory, Interact Particle System

Self-Reinforcing Mechanisms and Complex Economic Dynamics,
Elettra Agliardi, from Palgrave Macmillan (1998)
Keywords: Economic System, Positive Feedback Economy, Cultural Belief, Network Externality, Multiple Equilibrium

Some Mathematics for Complex Economic Systems,
Elettra Agliardi, from Palgrave Macmillan (1998)
Keywords: Hopf Bifurcation, Positive Feedback Economy, Open Cluster, Catastrophe Theory, Bifurcation Equation

Network Externalities and Discontinuous Adoption Paths,
Elettra Agliardi, from Palgrave Macmillan (1998)

Exit from Lock-in and Market Information,
Elettra Agliardi, from Palgrave Macmillan (1998)
Keywords: Stable Equilibrium, Positive Feedback Economy, Transition Intensity, Network Externality, Multiple Equilibrium

Positive Feedbacks and Lock-in by Random Events,
Elettra Agliardi, from Palgrave Macmillan (1998)
Keywords: Positive Feedback Economy, Adoption Process, Cumulative Causation, Future Adoption, Bandit Process

Regularities in the Aggregate Behaviour of Interacting Economic Agents,
Elettra Agliardi, from Palgrave Macmillan (1998)
Keywords: Positive Feedback Economy, Coordination Game, Evolutionary Game Theory, Equilibrium Selection, Aggregate Behaviour

Conclusion,
Elettra Agliardi, from Palgrave Macmillan (1998)
Keywords: Positive Feedback Economy, Theoretical Equation, Cyclical Fluctuation, Rapid Fluctuation, Book Deal

Positive Feedback Economies,
Elettra Agliardi, from Palgrave Macmillan (1998)

Progressive Taxation and Corporate Liquidation: Analysis and Policy Implications,
Elettra Agliardi and Rossella Agliardi, from Rimini Centre for Economic Analysis (2007)
Keywords: Corporate debt, default risk, progressive tax, real options

Progressive taxation and corporate liquidation policy,
Elettra Agliardi and Rossella Agliardi, in Economic Modelling (2008)

Pricing climate-related risks in the bond market,
Elettra Agliardi and Rossella Agliardi, in Journal of Financial Stability (2021)
Keywords: Sustainable finance; Defaultable bonds; Climate-related risks; Compound Poisson process;

Progressive taxation and corporate liquidation: Analysis and policy implications,
Elettra Agliardi and Rossella Agliardi, in Journal of Policy Modeling (2009)
Keywords: Corporate debt Default risk Progressive tax Real options

A generalization of the Geske formula for compound options,
Elettra Agliardi and Agliardi Rossella, in Mathematical Social Sciences (2003)

Financing environmentally-sustainable projects with green bonds,
Elettra Agliardi and Rossella Agliardi, in Environment and Development Economics (2019)

Corporate Green Bonds: Understanding the Greenium in a Two-Factor Structural Model,
Elettra Agliardi and Rossella Agliardi, in Environmental & Resource Economics (2021)
Keywords: Green bonds, Climate finance, Corporate social responsibility

Pricing Multidimensional American Options,
Elettra Agliardi and Rossella Agliardi, in IJFS (2023)
Keywords: American options; optimal exercise boundary; multidimensional stochastic processes; optimal stopping

Convertible Debt: Financing Decisions and Voluntary Conversion under Ambiguity,
Elettra Agliardi, Rossella Agliardi and Willem Spanjers, in International Review of Finance (2015)

Corporate financing decisions under ambiguity: Pecking order and liquidity policy implications,
Elettra Agliardi, Rossella Agliardi and Willem Spanjers, in Journal of Business Research (2016)
Keywords: Business decision-making; Ambiguity aversion; Corporate liquidity; Pecking order; Cash holdings; Dividend policy;

The Economic Value of Biodiversity Preservation,
Elettra Agliardi, Rossella Agliardi and Willem Spanjers, in Environmental & Resource Economics (2024)
Keywords: Endangered species, Biodiversity preservation, Biodiversity valuation, Uncertainty

Self-Reinforcing Mechanisms and Market Information,
Elettra Agliardi and M.S. Bibbington, from Cambridge - Risk, Information & Quantity Signals (1992)
Keywords: information

Morphogenesis of an institution on a lattice game,
Elettra Agliardi and Emanuele Giovannetti, in Discrete Dynamics in Nature and Society (1998)

Rethinking The Social Market Economy – A Basic Outline,
Willem Spanjers and Elettra Agliardi, from Rimini Centre for Economic Analysis (2016)

(S,S)-ADJUSTMENT STRATEGIES AND DYNAMIC HEDGING,
Elettra Agliardi and Rainer Andergassen, from Rimini Centre for Economic Analysis (2007)

On the Optimal Timing of Switching from non-Renewable to Renewable Resources: Dirty vs Clean Energy Sources and the Relative Efficiency of Generators,
Elettra Agliardi and Luigi Sereno, from Rimini Centre for Economic Analysis (2013)
Keywords: Non-renewable resources; Renewable resources; Environmentally friendly technologies; Abatement costs; Subsidies; Taxes; Optimal switching time; Real options

Last Resort Gambles, Risky Debt and Liquidation Policy,
Elettra Agliardi and Rainer Andergassen, from Rimini Centre for Economic Analysis (2007)
Keywords: Last resort gambles; risky investments; liquidation policy; real options

Environmental Protection, Public Finance Requirements and the Timing of Emission Reductions,
Elettra Agliardi and Luigi Sereno, from Rimini Centre for Economic Analysis (2011)
Keywords: Environmental policies; Taxes; Emission standards; Permits; Public abatement spending; Optimal implementation time; Real options

Last resort gambles, risky debt and liquidation policy,
Elettra Agliardi and Rainer Andergassen, in Review of Financial Economics (2009)

Environmental protection, public finance requirements and the timing of emission reductions,
Elettra Agliardi and Luigi Sereno, in Environment and Development Economics (2012)

The effects of environmental taxes and quotas on the optimal timing of emission reductions under Choquet–Brownian uncertainty,
Elettra Agliardi and Luigi Sereno, in Economic Modelling (2011)
Keywords: Environmental taxation; Non-tradable quotas; Optimal implementation time; Choquet–Brownian uncertainty; Real options;

Self-reinforcing mechanisms and interactive behaviour,
Elettra Agliardi and Mark Bebbington, in Economics Letters (1994)

Optimal capital structure and investment options in finite horizon,
Elettra Agliardi and Nicos Koussis, in Finance Research Letters (2011)
Keywords: Optimal capital structure Debt maturity Binomial lattice models Real options

Optimal capital structure and the impact of time-to-build,
Elettra Agliardi and Nicos Koussis, in Finance Research Letters (2013)
Keywords: Investment options; Optimal capital structure; Time-to-build; Binomial lattice models; Real options;

Closing the loop in a duopolistic circular economy model,
Elettra Agliardi and Myrto Kasioumi, in International Journal of Production Economics (2023)
Keywords: Circular economies; Recycling; Emerging equilibria;

Last resort gambles, risky debt and liquidation policy,
Elettra Agliardi and Rainer Andergassen, in Review of Financial Economics (2009)
Keywords: Last resort gambles Risky investments Liquidation policy Real options

(S,s)-adjustment Strategies and Hedging under Markovian Dynamics,
Elettra Agliardi and Rainer Andergassen, in The Geneva Risk and Insurance Review (2011)

Introduction: Special Issue on the Economics of Climate Change and Sustainability,
Elettra Agliardi and Anastasios Xepapadeas, in Environmental & Resource Economics (2019)

To Abate, or Not to Abate? The Arising of the Win–Win Solution Under Time Consistent Emission Taxation,
Elettra Agliardi and Luca Lambertini, in Environmental & Resource Economics (2024)
Keywords: Abatement technologies, Cournot competition, Porter hypothesis

Incentives of Stock Option Based Compensation,
Elettra Agliardi and Rainer Andergassen, in Review of Quantitative Finance and Accounting (2005)
Keywords: incentives, executive stock options, unhedgeable risks, utility maximisation, non-standard options compensation,

Optimal Scheduling of Greenhouse Gas Emissions under Carbon Budgeting and Policy Design,
Elettra Agliardi and Anastasios Xepapadeas, from Athens University of Economics and Business (2018)

Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy,
Elettra Agliardi and Anastasios Xepapadeas, in Journal of Economic Dynamics and Control (2022)
Keywords: Temperature target; Damage volatility; Deep uncertainty; Model misspecification; Extreme events; Robust control; Emission scheduling; Carbon taxes;

Time in Economic Theory,
Stefano Zamagni and Elettra Agliardi, from Edward Elgar Publishing (2004)
Keywords: Economics and Finance,

Debt Maturity Choices, Multi-stage Investments and Financing Constraints,
Elettra Agliardi and N. Koussis, from Dipartimento Scienze Economiche, Universita' di Bologna (2014)

On the optimal timing of switching from non-renewable to renewable resources: dirty vs clean energy sources and the relative efficiency of generators,
Elettra Agliardi and L. Sereno, from Dipartimento Scienze Economiche, Universita' di Bologna (2012)

The effects of environmental taxes and quotas on the optimal timing of emission reductions under Choquet-Brownian uncertainty,
Elettra Agliardi and L. Sereno, from Dipartimento Scienze Economiche, Universita' di Bologna (2011)

Last Resort Gambles, Risky Debt and Liquidation Policy,
Elettra Agliardi and Rainer Andergassen, from Dipartimento Scienze Economiche, Universita' di Bologna (2006)

Incentives of Stock Options Based Compensation,
Elettra Agliardi and Rainer Andergassen, from Dipartimento Scienze Economiche, Universita' di Bologna (2003)

Feedback effects of dynamic hedging strategies in the presence of transaction costs,
Elettra Agliardi and Rainer Andergassen, from Dipartimento Scienze Economiche, Universita' di Bologna (2002)

The effects of environmental taxes and quotas on the optimal timing of emission reductions under Choquet-Brownian uncertainty,
Elettra Agliardi and Luigi Sereno, from Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy (2011)
Keywords: Environmental taxation; Non-tradable quotas; Optimal implementation time; Choquet-Brownian uncertainty; Real options

Collateral Constraints, Debt Management, and Investment Incentives,
Elettra Agliardi and Rainer Andergassen, from World Scientific Publishing Co. Pte. Ltd. (2008)
Keywords: Hedging Strategies, Expense Mismatching, Stock Split, Trading Volume, Portfolio Optimization, Intraday Patterns, Earnings Management, International Winner-Loser Effect,

On the relationship between GHGs and Global Temperature Anomalies: Multi-level rolling analysis and Copula calibration,
Elettra Agliardi, Thomas Alexopoulos and Christian Cech, from Rimini Centre for Economic Analysis (2017)
Keywords: GHGs, Global temperature anomalies, Rolling analysis, Copulas

The environmental pillar of ESG and financial performance: A portfolio analysis,
Elettra Agliardi, Thomas Alexopoulos and Kleanthis Karvelas, in Energy Economics (2023)
Keywords: Corporate environmental responsibility; ESG; Portfolio rebalancing; ART Anova; Post-hoc analysis; Paris agreement; COVID-19 crisis; Russia-Ukraine war effect;

Earnings mean reversion and dynamic optimal capital structure,
Elettra Agliardi, Marios Charalambides and Nicos Koussis, in Quantitative Finance (2024)

On the Relationship Between GHGs and Global Temperature Anomalies: Multi-level Rolling Analysis and Copula Calibration,
Elettra Agliardi, Thomas Alexopoulos and Christian Cech, in Environmental & Resource Economics (2019)
Keywords: GHGs, Global temperature anomalies, Rolling analysis, Copulas

Introduction: special issue on the economics of climate change and sustainability (Part A),
Elettra Agliardi, Marco Casari and Anastasios Xepapadeas, in Environment and Development Economics (2019)

Introduction: special issue on the economics of climate change and sustainability (Part B),
Elettra Agliardi, Marco Casari and Anastasios Xepapadeas, in Environment and Development Economics (2020)

A sovereign risk index for the Eurozone based on stochastic dominance,
Elettra Agliardi, Mehmet Pinar and Thanasis Stengos, in Finance Research Letters (2014)
Keywords: Sovereign risk; Eurozone; Nonparametric stochastic dominance;

Self-reinforcing mechanisms and market information,
Elettra Agliardi and M. S. Bebbington, in European Journal of Operational Research (1997)

An environmental degradation index based on stochastic dominance,
Elettra Agliardi, Mehmet Pinar and Thanasis Stengos, in Empirical Economics (2015)
Keywords: Environmental degradation, Emissions, Water pollution, Forest depletion, Nonparametric stochastic dominance, Mixed integer programming, C4, C5, C14, Q01, Q5, Q51,

A New Index of Environmental Quality Based on Greenhouse Gas Emissions,
Elettra Agliardi, Mehmet Pinar and Thanasis Stengos, from Rimini Centre for Economic Analysis (2013)
Keywords: Environmental Quality, Emissions, Nonparametric Stochastic Dominance, Mixed Integer Programming

A New Index of Environmental Quality,
Elettra Agliardi, Mehmet Pinar and Thanasis Stengos, from Rimini Centre for Economic Analysis (2011)
Keywords: Environmental Quality; Emissions; Water Pollution; Nonparametric Stochastic Dominance, Mixed Integer Programming

A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance,
Elettra Agliardi, Mehmet Pinar and Thanasis Stengos, from Rimini Centre for Economic Analysis (2013)
Keywords: Nonparametric Stochastic Dominance, Mixed Integer Programming; Sovereign Risk; Eurozone

Assessing temporal trends and industry contributions to air and water pollution using stochastic dominance,
Elettra Agliardi, Mehmet Pinar and Thanasis Stengos, from Dipartimento Scienze Economiche, Universita' di Bologna (2014)

A fuzzy model for sensitivity analysis in real options,
Elettra Agliardi, Maria Guerra and Luciano Stefanini, from Dipartimento Scienze Economiche, Universita' di Bologna (2008)

Self-Reinforcing Mechanisms and Market Information,
Elettra Agliardi and M. S. Bebbington, from Dipartimento Scienze Economiche, Universita' di Bologna (1992)

Leverage changes and growth options in mergers and acquisitions,
Elettra Agliardi, Amir Amel-Zadeh and Nicos Koussis, in Journal of Empirical Finance (2016)
Keywords: Capital structure; Mergers and acquisitions; Growth options; Dynamic trade-off model;

A new country risk index for emerging markets: A stochastic dominance approach,
Elettra Agliardi, Rossella Agliardi, Mehmet Pinar, Thanasis Stengos and Nikolas Topaloglou, in Journal of Empirical Finance (2012)
Keywords: Nonparametric stochastic dominance; Mixed Integer programming; Sovereign risk; Emerging economies;

Competing Technologies and Lock-in by Random Events,
E. Agliardi, from Cambridge - Risk, Information & Quantity Signals (1991)
Keywords: decision making ; market ; uncertainty ; enterprises

Reverse convertible debt under credit risk,
Rossella Agliardi, in International Journal of Financial Engineering (IJFE) (2016)
Keywords: Structural approach, defaultable bonds, reverse convertibles, smooth pasting conditions

Technology Adoption and the Optimal Rate of Obsolescence,
E. Agliardi, from Cambridge - Risk, Information & Quantity Signals (1991)
Keywords: decision making ; efficiency ; innovations ; enterprises

A comprehensive method for exotic option pricing,
Rossella Agliardi, from arXiv.org (2010)

A general method for pricing European exotic options under Lévy processes,
Rossella Agliardi, in International Journal of Financial Markets and Derivatives (2011)
Keywords: Levy processes; option pricing; European exotic options; Gaussian formulas.

OPTION PRICING UNDER LÉVY PROCESSES: A UNIFYING FORMULA,
Rossella Agliardi, from Rimini Centre for Economic Analysis (2009)
Keywords: Lévy processes, pseudo differential operators, option pricing

Options to expand: Some remarks,
Rossella Agliardi, in Finance Research Letters (2006)

A comprehensive structural model for defaultable fixed-income bonds,
Rossella Agliardi, in Quantitative Finance (2011)
Keywords: Asset pricing, Coupon bonds, Credit risk, Debt valuation, Default risk, Structural models,

Green securitisation,
Rossella Agliardi, in Journal of Sustainable Finance & Investment (2022)

Asymmetric Choquet random walks and ambiguity aversion or seeking,
Rossella Agliardi, in Theory and Decision (2017)
Keywords: Choquet integral, Conditional capacities, Random walks, Ambiguity

Value-at-risk under ambiguity aversion,
Rossella Agliardi, in Financial Innovation (2018)
Keywords: Choquet-Brownian motion, Risk measures, Ambiguity aversion

Discontinuous Adoption Paths With Dynamic Scale Economies,
E. Agliardi, from Dipartimento Scienze Economiche, Universita' di Bologna (1991)

Competing Technologies and Lock-in by Random Events,
E. Agliardi, from Dipartimento Scienze Economiche, Universita' di Bologna (1991)

On the Optimal Rate of Obsolescence,
E. Agliardi, from Dipartimento Scienze Economiche, Universita' di Bologna (1990)

Personal Liability and Human Free Will in the Background of Emerging Neuroethical Issues: Some Remarks Arising From Recent Case Law,
Elettra Stradella, in International Journal of Technoethics (IJT) (2012)

Registered author: Elettra Latini

Cash holdings and financing decisions under ambiguity,
E. Agliardi, R. Agliardi and W. Spanjers, from Dipartimento Scienze Economiche, Universita' di Bologna (2014)

The Effect of Vertical Relationships on Investment Timing,
Dimitrios Zormpas and Rossella Agliardi, in International Game Theory Review (IGTR) (2021)
Keywords: Irreversible investment, real options, vertical relationships

OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS,
Rossella Agliardi and Ramazan Gencay, in International Journal of Theoretical and Applied Finance (IJTAF) (2017)
Keywords: Optimal trade execution, limit orders, stochastic dynamic programming

The Efficiency of Non-Profit Organisations: Moral and Social Norms,
E. Agliardi and Fabio Zagonari, from Dipartimento Scienze Economiche, Universita' di Bologna (1997)