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NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE,
Fausto Corradin and Domenico Sartore,
in Annals of Financial Economics (AFE)
(2021)
Keywords: Truncated Normal variable, Non-central Moments, Lower Incomplete Gamma Function
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions,
Fausto Corradin and Domenico Sartore,
in Advances in Decision Sciences
(2020)
Keywords: Concavity, Differential Conditions, Expected Shortfall, Risk Aversion, Standard Deviation, Value at Risk
Fund Ratings: The method reconsidered,
Fausto Corradin and Domenico Sartore,
from Department of Economics, University of Venice "Ca' Foscari"
(2014)
Keywords: quadratic utility function, positive and negative returns, absolute risk aversion, Morningstar rating, truncated normal distribution, incomplete gamma function, Italian Pension Fund
Non Central Moments of the Truncated Normal Variable,
Fausto Corradin and Domenico Sartore,
from Department of Economics, University of Venice "Ca' Foscari"
(2016)
Keywords: truncated normal variable, non central moments, lower incomplete gamma function.
Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns,
Fausto Corradin and Domenico Sartore,
from Department of Economics, University of Venice "Ca' Foscari"
(2016)
Keywords: constant relative risk aversion, certainty equivalent return, standard deviation, quadratic utility function, Morningstar, Italian Pension Funds.
Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions,
Fausto Corradin and Domenico Sartore,
from Department of Economics, University of Venice "Ca' Foscari"
(2016)
Keywords: Concavity, CRRA Utility Function, Expected Utility Function, Expected Shortfall, Differential Conditions, Quadratic Utility Function, Standard Deviation, Transformation Parametric Functions, Truncated Normal Distribution
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions,
Fausto Corradin and Domenico Sartore,
from Department of Economics, University of Venice "Ca' Foscari"
(2018)
Keywords: Concavity, CRRA, Differential Condition, Expected Shortfall, Expected Utility Function, Quadratic Utility Function, Risk Aversion, Standard Deviation, Transformation of Parametric Functions, Truncated Normal distribution, Value at Risk
Understanding Economic Instability during the Pandemic: A Factor Model Approach,
Monica Billio, Roberto Casarin and Fausto Corradin,
from Emerald Group Publishing Limited
(2022)
Keywords: COVID-19, factor models, forecasting, scenario analysis, uncertainty, vector autoregressions
A Scoring Rule for Factor and Autoregressive Models Under Misspecification,
Roberto Casarin, Fausto Corradin, Francesco Ravazzolo and Domenico Sartore,
in Advances in Decision Sciences
(2020)
Keywords: Factor models, Large datasets, Multivariate autoregressive models, Forecasting, Scoring rules, VAR models
A scoring rule for factor and autoregressive models under misspecification,
Roberto Casarin, Fausto Corradin, Francesco Ravazzolo and Domenico Sartore,
from Department of Economics, University of Venice "Ca' Foscari"
(2018)
Keywords: Factor models, Large datasets, Multivariate autoregressive models, Forecasting, Scoring rules, VAR models.
Is collateral eligibility priced?,
Stefano Corradin,
in Research Bulletin
(2017)
Keywords: collateral eligibility, funding liquidity
Household Leverage,
Stefano Corradin,
in Journal of Money, Credit and Banking
(2014)
Household leverage,
Stefano Corradin,
from European Central Bank
(2012)
Keywords: Default premium, loan to income ratio and, loan to value ratio, negative home equity, rent risk premium
Registered author: Stefano Corradin
House Prices, Household Leverage, and Entrepreneurship,
Stefano Corradin,
from Society for Economic Dynamics
(2013)
The importance of being special: repo markets during the crisis,
Stefano Corradin and Angela Maddaloni,
from European Central Bank
(2017)
Keywords: central bank asset purchases, credit risk, market liquidity, repo, short-selling, specialness
The importance of being special: Repo markets during the crisis,
Stefano Corradin and Angela Maddaloni,
in Journal of Financial Economics
(2020)
Keywords: Repo; Specialness; Central bank asset purchases; Short-selling; Market liquidity and credit risk;
LOLR policies, banks’ borrowing capacities and funding structures,
Stefano Corradin and Suresh Sundaresan,
from European Central Bank
(2022)
Keywords: lender of last resort, liquidatio, risk-taking, rollover risk, short-term debt financing, financing frictions
Euro area sovereign bond risk premia before and during the Covid-19 pandemic,
Stefano Corradin and Bernd Schwaab,
in European Economic Review
(2023)
Keywords: Sovereign bond yields; ECB; Kalman filter; Event study;
House Prices, Home Equity Borrowing, and Entrepreneurship,
Stefano Corradin and Alexander Popov,
in The Review of Financial Studies
(2015)
House price cycles in Europe,
Alessandro Fontana and Stefano Corradin,
from European Central Bank
(2013)
Keywords: house prices, Markov-switching and error-correction models
House prices, home equity and entrepreneurships,
Alexander Popov and Stefano Corradin,
from European Central Bank
(2013)
Keywords: collateral channel, entrepreneurship, home ownership
Introduzione,
Fausto Bertinotti,
in Economia & lavoro
(2011)
Il reato come rischio d'impresa e la colpevolezza dell'ente collettivo,
Fausto Giunta,
in Analisi Giuridica dell'Economia
(2009)
Il demanio culturale e le alienazioni del patrimonio immobiliare pubblico,
Fausto Baldi,
in Economia della Cultura
(2004)
Note sulla teoria economica del federalismo fiscale,
Domenicantonio Fausto,
in Rivista economica del Mezzogiorno
(1999)
Una raccolta di saggi su un decentramento fiscale non federalista,
D. Fausto,
in Rivista economica del Mezzogiorno
(2005)
Decentralisation policy, autonomy and fiscal federalism,
D. Fausto,
in Rivista economica del Mezzogiorno
(2007)
Keywords: State and local Government; Intergovernmental Relations
Equalization in implementing art.119 of the Constitution,
D. Fausto,
in Rivista economica del Mezzogiorno
(2008)
Keywords: Federalism, State Budget
Fondazione RES (a cura di P.F. Asso), Storia del Banco di Sicilia,
D. Fausto,
in Rivista economica del Mezzogiorno
(2017)
I testi di scienza delle finanze dopo l'acquisizione dello «status» di disciplina scientifica autonoma (The public finance textbooks after the acquisition of the status of autonomous scientific discipline),
Domenicantonio Fausto,
in Il Pensiero Economico Italiano
(2006)
Keywords: Finanza pubblica; manuali; insegnamento universitario (Public finance; textbooks; university teaching)
Qualche considerazione sulla contrastata accettazione della teoria keynesiana,
Domenicantonio Fausto,
in Il Pensiero Economico Italiano
(2008)
L'attività finanziaria nell'azione politica di Antonio Pesenti (The finance activity in the political action of Antonio Pesenti),
Domenicantonio Fausto,
in Il Pensiero Economico Italiano
(2011)
Keywords: governo; finanza pubblica (government; public finance)
F. Amatori (a cura di), L'approdo mancato. Economia, politica e società in Italia dopo il miracolo economico,
D. Fausto,
in Rivista economica del Mezzogiorno
(2018)
M. Mazzucato, Il valore di tutto. Chi lo produce e chi lo sottrae nell'economia globale,
D. Fausto,
in Rivista economica del Mezzogiorno
(2019)
J.M. Keynes, Teoria generale dell'occupazione, dell'interesse e della moneta e altri scritti (Traduzione e Saggio introduttivo di G. La Malfa),
D. Fausto,
in Rivista economica del Mezzogiorno
(2019)
M. Alacevich, A. Soci, Breve storia della disuguaglianza,
Domenicantonio Fausto,
in Rivista economica del Mezzogiorno
(2019)
C. Dell’Aringa, P. Guerrieri (a cura di), Inclusione, produttività, crescita. Un’agenda per l’Italia,
Domenicantonio Fausto,
in Rivista economica del Mezzogiorno
(2020)
Unfair practices in consumer credit,
Fausto Caronna,
in BANCARIA
(2011)
Keywords: pratiche commerciali scorrette, credito ai consumatori
F. Silva, A. Ninni, Un miracolo non basta. Alle origini della crisi italiana tra economia e politica,
Domenicantonio Fausto,
in Rivista economica del Mezzogiorno
(2020)
Vito Tanzi, Advanced Introduction to Public Finance,
Domenicantonio Fausto,
in Rivista economica del Mezzogiorno
(2021)
An Outline of the Main Italian Contributions to the Theory of Public Finance,
Domenicantonio Fausto,
in Il Pensiero Economico Italiano
(2003)
Keywords: Theory of public finance
Presentazione,
Domenicantonio Fausto,
in STUDI ECONOMICI
(2010)
La scienza delle finanze in italia nel trentennio 1915-1945,
Domenicantonio Fausto,
in STUDI ECONOMICI
(2013)
Augusto Graziani: a profile,
Domenicantonio Fausto,
in STUDI ECONOMICI
(2014)
Writings of augusto Graziani,
Domenicantonio Fausto,
in STUDI ECONOMICI
(2014)
Einaudi e l?ambiente socio-economico di Napoli,
Domenicantonio Fausto,
in STUDI ECONOMICI
(2015)
Studi Economici: la fine di un percorso,
Domenicantonio Fausto,
in STUDI ECONOMICI
(2016)
Appunti e spunti di diritto costituzionale,
Fausto Cuocolo,
in ECONOMIA E DIRITTO DEL TERZIARIO
(2002)
The Role of the Coercive Element in Fiscal Choice in the Italian Tradition in Public Finance,
Domenicantonio Fausto,
in Rivista italiana degli economisti
(1998)
Presentazione,
Fausto Cantarelli,
in Economia agro-alimentare
(2000)
Formaggi ovi-caprini e mercato globale,
Fausto Cantarelli,
in Economia agro-alimentare
(2000)
El Observatorio Internacional para la valorizacion de los alimentos tradicionales de los paises mediterraneos de la Ue,
Fausto Cantarelli,
in Economia agro-alimentare
(2000)
Presentazione,
Fausto Cantarelli,
in Economia agro-alimentare
(2000)
Le risorse della terra: dai prodotti tipici al turismo. Il caso di Chioggia,
Fausto Cantarelli,
in Economia agro-alimentare
(2000)
Presentazione,
Fausto Cantarelli,
in Economia agro-alimentare
(2000)
L'economia dell'Agro Nocerino sarnese tra passato e futuro,
Fausto Cantarelli,
in Economia agro-alimentare
(2000)
Presentazione,
Fausto Cantarelli,
in Economia agro-alimentare
(2001)
Formaggi tipici e turismo,
Fausto Cantarelli,
in Economia agro-alimentare
(2001)
Presentazione,
Fausto Cantarelli,
in Economia agro-alimentare
(2001)
Pascolo e mercato: un binomio da coltivare,
Fausto Cantarelli,
in Economia agro-alimentare
(2001)
Presentazione,
Fausto Cantarelli,
in Economia agro-alimentare
(2001)
Comunicazione e mercato alimentare,
Fausto Cantarelli,
in Economia agro-alimentare
(2001)
Presentazione,
Fausto Cantarelli,
in Economia agro-alimentare
(2002)
Aceto Balsamico, sviluppo agroalimentare e territorio,
Fausto Cantarelli,
in Economia agro-alimentare
(2002)
Presentazione,
Fausto Cantarelli,
in Economia agro-alimentare
(2002)
Il prosciutto nell'economia dei prodotti tipici europei,
Fausto Cantarelli,
in Economia agro-alimentare
(2002)
Presentazione,
Fausto Cantarelli,
in Economia agro-alimentare
(2002)
Alcune note sul Parco storico dell'alta gastronomia rinascimentale,
Fausto Cantarelli,
in Economia agro-alimentare
(2003)
Produzione e mercato del Parmigiano-Reggiano nell'ultimo quarto di secolo,
Fausto Cantarelli,
in Economia agro-alimentare
(2003)
Presentazione,
Fausto Cantarelli,
in Economia agro-alimentare
(2003)
La questione meridionale nel terzo millennio tra storia, cultura e paesaggio,
Fausto Cantarelli,
in Economia agro-alimentare
(2003)
Presentazione,
Fausto Cantarelli,
in Economia agro-alimentare
(2004)
Presentazione,
Fausto Cantarelli,
in Economia agro-alimentare
(2004)
Cultura alimentare, agribusiness e gastronomia,
Fausto Cantarelli,
in Economia agro-alimentare
(2004)
Le sfide per uno sviluppo sostenibile del sistema agroalimentare italiano e non solo,
Fausto Cantarelli,
in Economia agro-alimentare
(2016)
Issues of public finance theory in Attilio da Empoli’s scientific work,
Domenicantonio Fausto,
in Journal of Economic Studies
(2001)
A cobweb model with alternating demand and supply functions,
Fausto, Cavalli,
from University of Milano-Bicocca, Department of Economics
(2016)
Keywords: Cobweb model, cyclic demand and supply, non-autonomous equations, complex dynamics
A model of monopoly with lags in the planning and production activity,
Fausto, Cavalli,
from University of Milano-Bicocca, Department of Economics
(2016)
Keywords: Monopoly, lags, bounded rationality, pie ewise onstant argument differential equation, complex dynamics.
Registered author: Fausto Saretta
A Confederação Nacional da Indústria e o Plano de Estabilização Monetária de 1958,
Fausto Saretta,
from ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
(2008)
L’arrivo di argento a Genova attraverso i testimoniali dell’Ufficio di Sanità,
Fausto Fioriti,
from HAL
(2023)
A política econômica no período 1954/1955: algumas notas,
Fausto Saretta,
from ABPHE - Associação Brasileira de Pesquisadores em História Econômica (Brazilian Economic History Society)
(2003)
Political economy of labor market policies for current labor market transformations in Europe,
Fausto Favero,
from Berlin School of Economics and Law, Institute for International Political Economy (IPE)
(2022)
Keywords: Labor Market Policy, Europe, Policy Paradigm, Welfare-state, Precariousness, Neoliberalism, Flexicurity, Recovery
The Italian "Reddito di Cittadinanza" one year later,
Fausto Favero,
from Berlin School of Economics and Law, Institute for International Political Economy (IPE)
(2020)
Keywords: Minimum Income Scheme, Italy, Welfare-state, Populism, Poverty, Unemployment, Social Inclusion, Basic Income
Financing Schemes for Higher Education in the OECD Countries,
Domenicantonio Fausto,
in Economia Internazionale / International Economics
(2001)
Keywords: Financing; university; education
Assessment of Nuclear Energy Competiveness Using a Multi-Criteria Fuzzy Approach,
Fausto Cavallaro,
in International Journal of Energy Optimization and Engineering (IJEOE)
(2013)
Why we need future generations: a defence of direct intergenerational reciprocity,
Fausto Corvino,
in Economics and Philosophy
(2023)
Servicios a pequeños productores agrícolas: financiamiento y crédito,
Fausto Jordán,
from Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL)
(1988)
Stochastic conditonal range, a latent variable model for financial volatility,
Fausto Galli,
from University Library of Munich, Germany
(2014)
Keywords: Financial econometrics, range, volatility, importance sampling
Stochastic conditonal range, a latent variable model for financial volatility,
Fausto Galli,
from University Library of Munich, Germany
(2014)
Keywords: Financial econometrics, range, volatility, importance sampling, indirect inference
Registered author: Fausto Cavallaro
Fuzzy TOPSIS approach for assessing thermal-energy storage in concentrated solar power (CSP) systems,
Fausto Cavallaro,
in Applied Energy
(2010)
Keywords: Solar thermal Renewable energy Fuzzy multi-criteria TOPSIS Decision making
Weyl and Marchaud Derivatives: A Forgotten History,
Fausto Ferrari,
in Mathematics
(2018)
Keywords: fractional derivatives; Grünwald–Letnikov derivative; Weyl derivative; Marchaud derivative; fractional Laplace operator; extension operator
A comparative assessment of thin-film photovoltaic production processes using the ELECTRE III method,
Fausto Cavallaro,
in Energy Policy
(2010)
Keywords: Multi-criteria Renewable energy Photovoltaic
Multi-criteria decision aid to assess concentrated solar thermal technologies,
Fausto Cavallaro,
in Renewable Energy
(2009)
Keywords: Multi-criteria analysis; Assessment; Renewable energy; Thermal solar energy; Sustainable development;
Mathematical Tools for Economic Dynamics: Dynamic Optimization,
Fausto Gozzi,
from CRISEI, University of Naples "Parthenope", Italy
(2012)
Keywords: Dynamic optimization, Optimal control, Dynamic programming, Optimality conditions.
The revisionist historiography of Britain’s decolonisation conflicts and political science theses of civilian victimisation in counterinsurgency,
Fausto Scarinzi,
in Small Wars and Insurgencies
(2019)
The Paretian School of Thought in Italy,
Domenicantonio Fausto,
in History of Economics Review
(2008)
A. Lopes, C. Petraglia, D. Sarno, D. Scalera (a cura di), Le imprese, le banche e lo sviluppo del Mezzogiorno. Scritti in onore di Adriano Giannola,
D. Fausto,
in Rivista economica del Mezzogiorno
(2018)
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