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Roy Cerqueti

Sapienza University of Rome (from arXiv:2607.13564, 2026) · ORCID · OpenAlex

149 papers in scope · 148 published · 1 on the econ.EM arXiv · 1,928 citations · h-index 21 (over the papers listed here)

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Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(3 of 149)

Resilience of Multilayer Networks Through Community Detection
published2026 · Networks and Spatial Economics
with Giovanna Ferraro, Raffaele Mattera, Saverio Storani
Uncovering collaborative patterns and transition dynamics in R&D projects: a longitudinal analysis of EU Framework Programmes
published2026 · Industrial and Corporate Change
with Andrea Ancona, Gianluca Vagnani
Shocks and reconfiguration in global value chains: A complex network perspective on the global south
published2026 · World Development · 1 citations
with Pierluigi Montalbano, Silvia Nenci, Saverio Storani
Examining the relationship between content length and engagement with news outlets on multiple social media platforms
published2026 · Technological Forecasting and Social Change
with Simon Zollo, Emanuele Sangiorgio, Gabriele Etta, Niccolò Di Marco, Matteo Cinelli, Walter Quattrociocchi
Combining multifaceted aspects of technology innovations through fuzzy clustering of multilayer networks
published2025 · PLoS ONE · 1 citations
with Giovanna Ferraro, Raffaele Mattera, Saverio Storani
The random matrix-based informative content of correlation matrices in stock markets
published2025 · Chaos An Interdisciplinary Journal of Nonlinear Science · 2 citations
with Laura Molero González, Raffaele Mattera, Juan Evangelista Trinidad Segovia
Hybrid Galam–Bass Model for Technology Innovation
published2025 · Entropy · 1 citations
with Giulia Rotundo, Gurjeet Dhesi, Claudiu Herţeliu, Parmjit Kaur, Marcel Ausloos
Dynamic stochastic optimization for sustainability and management of overconsumption
published2025 · Communications in Nonlinear Science and Numerical Simulation
with Rosella Castellano
Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory
published2025 · Physica A Statistical Mechanics and its Applications · 1 citations
with Laura Molero González, Raffaele Mattera, M.A. Sánchez-Granero, Juan Evangelista Trinidad Segovia
Systemic resilience of networked commodities
published2025 · Energy Economics · 3 citations
with Raffaele Mattera, Saverio Storani
Measuring unit relevance and stability in hierarchical spatio-temporal clustering
published2025 · Spatial Statistics · 4 citations
published2025 · Journal of Agricultural Biological and Environmental Statistics · 5 citations
Evaluating the effect of viral posts on social media engagement
published2025 · Scientific Reports · 21 citations · first circulated 2024
with Emanuele Sangiorgio, Niccolò Di Marco, Gabriele Etta, Matteo Cinelli, Walter Quattrociocchi
Fuzzy group fixed-effects estimation with spatial clustering
published2025 · AStA Advances in Statistical Analysis · 4 citations
with Pierpaolo D’Urso, Raffaele Mattera
working paper2025 · arXiv
Probabilities of transitions among endogenous regimes in asset returns and Environmental, Social and Governance scores
published2024 · Business Strategy and the Environment · 1 citations
with Carmine Da Fermo, Marco Nicolosi
Bivariate Tail Conditional Co-Expectation for elliptical distributions
published2024 · Insurance Mathematics and Economics
with Арсен Палестини
Statistical indicators for the optimal prediction of failure times of stochastic reliability systems: A rational expectations-based approach
published2024 · Information Sciences · 1 citations · first circulated 2022
with Jessica Riccioni, Jørgen Vitting Andersen
Measuring financial stability in the presence of energy shocks
published2024 · Energy Economics · 6 citations
with Javier Sánchez García, Raffaele Mattera, Salvador Cruz Rambaud
Kendall correlations and radar charts to include goals for and goals against in soccer rankings
published2024 · Computational Statistics · 2 citations
with Raffaele Mattera, Valerio Ficcadenti
How do partner selection strategies affect the amount of funding in collaborative research projects? Evidence using the dual-projection approach
published2024 · Technological Forecasting and Social Change · 5 citations
with Andrea Ancona, Rosanna Grassi
Improving the explainability of autoencoder factors for commodities through forecast-based Shapley values
published2024 · Scientific Reports · 5 citations
with Antonio Iovanella, Raffaele Mattera, Saverio Storani
A compartmental model for the dynamic simulation of pandemics with a multi-phase vaccination and its application to Italian COVID-19 data
published2024 · Mathematics and Computers in Simulation · 1 citations
with Alessandro Ramponi, Sergio Scarlatti
Classes of probability measures built on the properties of Benford’s law
published2024 · AStA Advances in Statistical Analysis · 1 citations
with Mario Maggi
Investors’ attention and network spillover for commodity market forecasting
published2024 · Socio-Economic Planning Sciences · 1 citations
with Valerio Ficcadenti, Raffaele Mattera
Portfolio decision analysis for pandemic sentiment assessment based on finance and web queries
published2024 · Annals of Operations Research · 5 citations
with Francesco Cesarone, Valerio Ficcadenti
Economic keywords in political communications and financial markets
published2024 · Annals of Operations Research · 7 citations
with Valerio Ficcadenti
Higher-order assortativity for directed weighted networks and Markov chains
published2024 · European Journal of Operational Research · 4 citations · first circulated 2023
with Alberto Arcagni, Rosanna Grassi
Risk transmission, systemic fragility of banks’ interacting customers and credit worthiness assessment
published2024 · Finance research letters · 3 citations
with Francesca Pampurini, Anna Grazia Quaranta, Saverio Storani
Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes
published2024 · Annals of Operations Research · 5 citations
with Hayette Gatfaoui, Giulia Rotundo
Probabilistic and statistical methods in commodity risk management
published2023 · Applied Stochastic Models in Business and Industry
with Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti
Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series
published2023 · Annals of Operations Research · 1 citations
with Xingyu Dai, Qunwei Wang, Ling Xiao
Fuzzy clustering of time series based on weighted conditional higher moments
published2023 · Computational Statistics · 2 citations
with Pierpaolo D’Urso, Livia De Giovanni, Raffaele Mattera, Vincenzina Vitale
A Benford’s Law view of inspections’ reasonability
published2023 · Physica A Statistical Mechanics and its Applications · 4 citations
with Maria Felice Arezzo
Anxiety about the pandemic and trust in financial markets
published2023 · The Annals of Regional Science · 6 citations · first circulated 2020
with Valerio Ficcadenti
Fuzzy clustering of financial time series based on volatility spillovers
published2023 · Annals of Operations Research · 6 citations
with Pierpaolo D’Urso, Livia De Giovanni, Raffaele Mattera, Vincenzina Vitale
A stochastic model for evaluating the peaks of commodities' returns
published2023 · Applied Stochastic Models in Business and Industry · 3 citations
with Raffaele Mattera, Alessandro Ramponi
A novel methodology to disambiguate organization names: an application to EU Framework Programmes data
published2023 · Scientometrics · 6 citations
with Andrea Ancona, Gianluca Vagnani
Severe testing of Benford’s law
published2023 · Test · 18 citations · first circulated 2022
with Claudio Lupi
Green finance instruments: Exploring minibonds issuance in I taly
published2023 · Corporate Social Responsibility and Environmental Management · 20 citations
with Catherine Deffains-Crapsky, Saverio Storani
Environmental policies in a Stackelberg differential game
published2023 · Naval Research Logistics (NRL) · 3 citations
with Luca Correani, Fabio Di Dio
Fuzzy clustering of time series with time-varying memory
published2022 · International Journal of Approximate Reasoning · 16 citations
Multiway clustering with time-varying parameters
published2022 · Computational Statistics · 1 citations
with Raffaele Mattera, Germana Scepi
A new family of modified Gaussian copulas for market consistent valuation of government guarantees
published2022 · Review of Managerial Science
with Francesco Cesarone, Maria C. Heusch, Carlo Domenico Mottura
INGARCH-based fuzzy clustering of count time series with a football application
published2022 · Machine Learning with Applications · 7 citations
with Pierpaolo D’Urso, Livia De Giovanni, Raffaele Mattera, Vincenzina Vitale
Similarity-based heterogeneity and cohesiveness of networked companies issuing minibonds
published2022 · Chaos Solitons & Fractals · 5 citations
with Catherine Deffains-Crapsky, Saverio Storani
The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets
published2022 · Journal of Economic Interaction and Coordination · 5 citations
with Giulia Rotundo
Markov Chain Monte Carlo for generating ranked textual data
published2022 · Information Sciences · 3 citations
with Valerio Ficcadenti, Gurjeet Dhesi, Marcel Ausloos
The complex interplay between COVID-19 and economic activity
published2022 · Mathematical Social Sciences · 2 citations
with Fabio Tramontana, Marco Ventura
Mitigating Contagion Risk by ESG Investing
published2022 · Sustainability · 17 citations
with Rocco Ciciretti, Ambrogio Dalò, Marco Nicolosi
A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league “Serie A"
published2022 · Annals of Operations Research · 13 citations
with Valerio Ficcadenti, Ciro Hosseini Varde’i
Dangerous liasons and hot customers for banks
published2022 · Review of Quantitative Finance and Accounting · 2 citations
with Francesca Pampurini, Annagiulia Pezzola, Anna Grazia Quaranta
A new measure of the resilience for networks of funds with applications to socially responsible investments
published2022 · Physica A Statistical Mechanics and its Applications · 13 citations · first circulated 2020
with Rocco Ciciretti, Ambrogio Dalò, Marco Nicolosi
Monte Carlo Markov chains constrained on graphs for a target with disconnected support
published2022 · Electronic Journal of Statistics · 1 citations · first circulated 2019
with Emilio De Santis
Clusters of social impact firms: A complex network approach
published2021 · Global Finance Journal
with Massimo Biasin, Emanuela Giacomini, Nicoletta Marinelli, Anna Grazia Quaranta, Luca Riccetti, M. Biasin E. Giacomini, N. Marinelli, A.G. Quaranta, L. Riccetti
Editorial: Theories and Applications in Network Science
published2021 · Frontiers in Applied Mathematics and Statistics
with Feng Shi
Testing for Localization with Entropy-Based Measures
published2021 · Social Indicators Research · 1 citations
with Eleonora Cutrini
Influence of Blockchain Adoption on Technology Transfer, Performance and Supply Chain Integration, Flexibility and Responsiveness. A Case Study from IT&C Medium-Sized Enterprises
published2021 · Studies in Informatics and Control · 12 citations
with Sebastian Ion Ceptureanu, Adriana Alexandru, Doina Popescu, Gurjeet Dhesi, Eduard Gabriel Ceptureanu, S. Ceptureanu, A. Alexandru, D. Popescu, G. Dhesi, E. Ceptureanu
Some New Tests of Conformity with Benford’s Law
published2021 · Stats · 23 citations
with Claudio Lupi
published2021 · Econometrics Journal · 13 citations
Rank–size distributions for banks: A cross-country analysis
published2021 · Physica A Statistical Mechanics and its Applications · 3 citations
with Claudio Lupi, Filomena Pietrovito, Alberto Franco Pozzolo
A Framework for Modelling Economic Regional Location Processes Under Uncertainty
published2021 · Journal of Quantitative Economics · 1 citations
with Eleonora Cutrini
ESG investing: A chance to reduce systemic risk
published2021 · Journal of Financial Stability · 210 citations
with Rocco Ciciretti, Ambrogio Dalò, Marco Nicolosi
Outdoor light pollution and COVID-19: The Italian case
published2021 · Environmental Impact Assessment Review · 14 citations
with Amedeo Argentiero, Mario Maggi
Does social capital explain the Solow residual? A DSGE approach
published2021 · Structural Change and Economic Dynamics · 14 citations
with Amedeo Argentiero, Fabio Sabatini
Model-based fuzzy time series clustering of conditional higher moments
published2021 · International Journal of Approximate Reasoning · 2 citations
with Massimiliano Giacalone, Raffaele Mattera
Evaluating risks-based communities of Mafia companies: a complex networks perspective
published2021 · Review of Quantitative Finance and Accounting · 3 citations
with Nicola Giuseppe Castellano, Bruno Maria Franceschetti
Preface: recent developments in financial modelling and risk management
published2021 · Annals of Operations Research · 7 citations
with Rita L. D’Ecclesia, Susanna Levantesi
Bribes, Lobbying and Industrial Structure
published2021 · Italian Economic Journal · 5 citations
with Raffaella Coppier, Gustavo Piga
Simple Approaches on How to Discover Promising Strategies for Efficient Enterprise Performance, at Time of Crisis in the Case of SMEs: Voronoi Clustering and Outlier Effects Perspective
published2020 · Springer proceedings in complexity
with Marcel Ausloos, Francesca Bartolacci, Nicola Giuseppe Castellano
Optimal concession contracts for oil exploitation
published2020 · Energy Policy · 10 citations
An optimization model for minimizing systemic risk
published2020 · Mathematics and Financial Economics · 9 citations
with Rosella Castellano, Gian Paolo Clemente, Rosanna Grassi
Multiple breaks detection in financial interval-valued time series
published2020 · Expert Systems with Applications · 22 citations
with Carmela Cappelli, Pierpaolo D’Urso, Francesca Di Iorio
Stratified cohesiveness in complex business networks
published2020 · Journal of Business Research · 10 citations
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts
published2020 · Journal of Informetrics · 8 citations
with Valerio Ficcadenti, Marcel Ausloos, Gurjeet Dhesi
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
published2020 · Information Sciences · 54 citations
with Massimiliano Giacalone, Raffaele Mattera
Long memory and crude oil’s price predictability
published2019 · Annals of Operations Research · 17 citations
with Viviana Fanelli
PUBLIC DEBT MANAGEMENT AND TAX EVASION
published2019 · Macroeconomic Dynamics · 10 citations
with Amedeo Argentiero
Macro Asset Allocation with Social Impact Investments
published2019 · Sustainability · 96 citations
with Massimo Biasin, Emanuela Giacomini, Nicoletta Marinelli, Anna Grazia Quaranta, Luca Riccetti
The Skew Normal multivariate risk measurement framework
published2019 · Computational Management Science · 3 citations
with Mauro Bernardi, Арсен Палестини
A Generalized Error Distribution Copula-based method for portfolios risk assessment
published2019 · Physica A Statistical Mechanics and its Applications · 25 citations
with Massimiliano Giacalone, Demetrio Panarello
Civic capital and support for the welfare state
published2019 · Social Choice and Welfare · 16 citations · first circulated 2016
with Fabio Sabatini, Marco Ventura
Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals
published2019 · Metroeconomica
Exploring the financial risk of a temperature index: a fractional integrated approach
published2018 · Annals of Operations Research · 37 citations
with Rosella Castellano, Giulia Rotundo
SME investment best strategies. Outliers for assessing how to optimize performance
published2018 · Physica A Statistical Mechanics and its Applications · 12 citations
with Marcel Ausloos, Francesca Bartolacci, Nicola Giuseppe Castellano
Copulas, uncertainty, and false discovery rate control
published2018 · International Journal of Approximate Reasoning · 3 citations
with Claudio Lupi
Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007–2011
published2018 · Data in Brief
with Marcel Ausloos, Tariq A. Mir
Investigating the Configurations in Cross-Shareholding: A Joint Copula-Entropy Approach
published2018 · Entropy · 20 citations
with Giulia Rotundo, Marcel Ausloos
Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence
published2018 · Physica A Statistical Mechanics and its Applications · 9 citations
with Livio Fenga, Marco Ventura
Long run analysis of crude oil portfolios
published2018 · Energy Economics · 13 citations
with Viviana Fanelli, Giulia Rotundo
Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials
published2017 · PLoS ONE · 3 citations
with Francesca Tartari, Alessandro Conti
Earthquakes economic costs through rank-size laws
published2017 · Journal of Statistical Mechanics Theory and Experiment · 9 citations
with Valerio Ficcadenti
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective
published2017 · Technology Analysis and Strategic Management · 28 citations
with Marcel Ausloos, Francesca Bartolacci, Nicola Giuseppe Castellano
Panel stationary tests against changes in persistence
published2016 · Statistical Papers · 2 citations
with Mauro Costantini, Luciano Gutierrez, Joakim Westerlund
Long-range properties and data validity for hydrogeological time series: The case of the Paglia river
published2016 · Physica A Statistical Mechanics and its Applications · 28 citations
with Marcel Ausloos, Claudio Lupi
A Universal Rank-Size Law
published2016 · PLoS ONE · 47 citations
with Marcel Ausloos
A game for exploring political and bureaucratic corruption
published2016 · IMA Journal of Management Mathematics · 4 citations
A theory of misperception in a stochastic dominance framework and its application to structured financial products
published2016 · IMA Journal of Management Mathematics · 7 citations
with Rosella Castellano
Innovation, imitation and policy inaction
published2016 · Technological Forecasting and Social Change · 8 citations
with Anna Grazia Quaranta, Marco Ventura
Relevant states and memory in Markov chain bootstrapping and simulation” [European Journal of Operational Research, Volume 256, Issue 1, 1 January 2017, Pages 163–177
published2016 · European Journal of Operational Research · 16 citations · first circulated 2013
with Paolo Falbo, Cristian Pelizzari
Risk measures on networks and expected utility
published2016 · Reliability Engineering & System Safety · 2 citations
with Claudio Lupi
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion
published2016 · European Journal of Operational Research · 6 citations
with Rosella Castellano, Luca Spinesi
Non-exchangeable copulas and multivariate total positivity
published2016 · Information Sciences · 7 citations · first circulated 2015
with Claudio Lupi
Studies on Regional Wealth Inequalities: The Case of Italy
published2016 · Acta Physica Polonica A
with Marcel Ausloos
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping
published2016 · Annals of Operations Research · 4 citations
with Paolo Falbo, Cristian Pelizzari, Federica Ricca, Andrea Scozzari
Bayesian estimation and entropy for economic dynamic stochastic models: An exploration of overconsumption
published2016 · Chaos Solitons & Fractals · 3 citations
with Amedeo Argentiero, Maurizio Bovi
Cross ranking of cities and regions: population versus income
published2015 · Journal of Statistical Mechanics Theory and Experiment · 262 citations
with Marcel Ausloos
Optimal Investment in Research and Development Under Uncertainty
published2015 · 10 citations
with Daniele Marazzina, Marco Ventura
Religion-based urbanization process in Italy: statistical evidence from demographic and economic data
published2015 · Quality & Quantity · 6 citations
with Marcel Ausloos
Forecasting macroeconomic fundamentals in economic crises
published2015 · Annals of Operations Research · 8 citations
with Maurizio Bovi
Approximating multivariate Markov chains for bootstrapping through contiguous partitions
published2015 · OR Spectrum · 4 citations
with Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari
Socio-economical analysis of Italy: The case of hagiotoponym cities
published2015 · The Social Science Journal · 7 citations
with Marcel Ausloos
Signatures of Systems with Non-exchangeable Lifetimes: Some Implications in the Analysis of Financial Risk
published2015 · Springer proceedings in mathematics & statistics · 3 citations
with Fabio Spizzichino
Approximating Markov Chains for Bootstrapping and Simulation
published2015 · Springer proceedings in mathematics & statistics
with Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari
Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data
published2014 · Physica A Statistical Mechanics and its Applications · 55 citations
with Marcel Ausloos
Benford’s law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions
published2014 · The European Physical Journal B · 45 citations
with Tariq Ahmad Mir, Marcel Ausloos
Corruption, evasion and environmental policy: a game theory approach
published2014 · IMA Journal of Management Mathematics · 29 citations
Statistical assessment of regional wealth inequalities: the Italian case
published2014 · Quality & Quantity · 25 citations
with Marcel Ausloos
Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity
published2014 · The B E Journal of Theoretical Economics · 2 citations
The impact of innovation on companies’ performance: an entropy-based analysis of the STAR market segment of the Italian Stock Exchange
published2014 · Technology Analysis and Strategic Management · 23 citations
with Francesca Bartolacci, Nicola Giuseppe Castellano
On the coexistence of innovators and imitators
published2014 · Technological Forecasting and Social Change · 28 citations
with Fabio Tramontana, Marco Ventura
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption
published2014 · Annals of Operations Research · 11 citations
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory
published2014 · Quality & Quantity · 4 citations
with Giulia Rotundo
Risk and uncertainty in the patent race: a probabilistic model
published2013 · IMA Journal of Management Mathematics · 12 citations
Corruptibility and tax evasion
published2013 · European Journal of Law and Economics · 10 citations
Economic interactions and social tolerance: A dynamic perspective
published2013 · Economics Letters · 26 citations
with Luca Correani, Giuseppe Garofalo
A quantitative view on policymakers’ goal, institutions and tax evasion
published2013 · Quality & Quantity · 5 citations
with Maurizio Bovi
Mean–Variance portfolio selection in presence of infrequently traded stocks
published2013 · European Journal of Operational Research · 38 citations
with Rosella Castellano
A Tabu Search heuristic procedure in Markov chain bootstrapping
published2012 · European Journal of Operational Research · 11 citations · first circulated 2011
with Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari
Extension of dependence properties to semi-copulas and applications to the mean–variance model
published2012 · Fuzzy Sets and Systems · 4 citations
with Fabio Spizzichino
Roots and effects of financial misperception in a stochastic dominance framework
published2012 · Quality & Quantity · 8 citations
with Rosella Castellano
New results on the convergence of random matrices
published2012 · Statistics
with Mauro Costantini
Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach
published2012 · Applied Mathematics and Computation · 9 citations
with Rosella Castellano
A disutility-based drift control for exchange rates
published2012 · first circulated 2010
with Rosella Castellano, Rita L. D’Ecclesia
The role of diversity in persistence aggregation
published2011 · International Journal of Intelligent Systems · 4 citations
with Giulia Rotundo
Corruption, growth and ethnic fractionalization: a theoretical model
published2011 · Journal of Economics · 6 citations
with Raffaella Coppier, Gustavo Piga
The optimal bid/ask spread in a Specialist System
published2011 · Economic Modelling · 4 citations
with Rosella Castellano
Financing policies via stochastic control: a dynamic programming approach
published2011 · 10 citations
The perspective of a bank in granting credits: an optimization model
published2011 · 5 citations
with Anna Grazia Quaranta
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels
published2011 · Journal of Banking & Finance · 12 citations
with Mauro Costantini
Illegal finance and usurers behaviour
published2010 · European Journal of Law and Economics · 5 citations
with Raffaella Barone, Anna Grazia Quaranta, Annagrazia Quaranta
Economic growth, corruption and tax evasion
published2010 · Economic Modelling · 78 citations · first circulated 2009
Some Nonparametric Asymptotic Results for a Class of Stochastic Processes
published2010 · Communication in Statistics-Theory and Methods
with Mauro Costantini
OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES
published2010 · New Mathematics and Natural Computation · 2 citations
with Giulia Rotundo
A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs
published2009 · Computational Economics · 5 citations · first circulated 2007
with Serena Brianzoni, Elisabetta Michetti
Tax revenues, fiscal corruption and “shame” costs
published2009 · Economic Modelling · 39 citations
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
published2009 · Insurance Mathematics and Economics · 11 citations
with Rachele Foschi, Fabio Spizzichino
On the asymptotic behaviour of random matrices in a multivariate statistical model
published2008 · Statistics & Probability Letters · 1 citations
with Mauro Costantini
Productivity and costs for firms in presence of technology renewal processes
published2007 · International Transactions in Operational Research · 1 citations
with Giulia Rotundo

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.