Marzia De Donno

Catholic University of Milan

Milan, ID

Italy

  • Catholic University of Milan

SCHOLARLY PAPERS

4

DOWNLOADS

383

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

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1.

The Double Continuation Region

Number of pages: 43 Posted: 02 Oct 2007
Alessandro Sbuelz, Anna Battauz and Marzia De Donno
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics, Bocconi University - Department of Finance and Catholic University of Milan
Downloads 114 (439,681)

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Investment under uncertainty

2.

Intertemporal asset pricing and the marginal utility of wealth

Journal of Mathematical Economics, Vol. 47, No. 2, 2011
Number of pages: 52 Posted: 01 Apr 2007 Last Revised: 16 Feb 2012
Anna Battauz, Marzia De Donno and Fulvio Ortu
Bocconi University - Department of Finance, Catholic University of Milan and Bocconi University - Department of Finance
Downloads 113 (442,582)
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arbitrage, viability, linear pricing rules, optimal portfolio-consumption problems, marginal utility of wealth, envelope theorem

3.

Envelope Theorems in Banach Lattices

Number of pages: 30 Posted: 10 May 2011
Marzia De Donno, Anna Battauz and Fulvio Ortu
Catholic University of Milan, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 94 (503,030)
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4.

Good Times and the Dividend Yield

Number of pages: 18 Posted: 08 Feb 2023
Anna Battauz, Marzia De Donno and Alessandro Sbuelz
Bocconi University - Department of Finance, Catholic University of Milan and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Downloads 62 (637,872)

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Price-dividend ratio, long-run risk, excess volatility, countercyclical risk premium