Luigi Montrucchio

University of Turin

Piazza Arbarello, 8

Department of Applied Mathematics

I-10122 Turin

Italy

  • University of Turin

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    • Tel: +39-011-6706227
    • Fax: +39-011-6706238
SCHOLARLY PAPERS

5

DOWNLOADS

355

TOTAL CITATIONS

5

Scholarly Papers (5)

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1.

On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type

Downloads 208 (297,408)
Citation 5

On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type

Number of pages: 30 Posted: 20 Aug 1999
Luigi Montrucchio and Fabio Privileggi
University of Turin and University of Turin - Department of Economics and Statistics
Downloads 208 (296,232)
Citation 5

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On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type

Posted: 27 Oct 2000
Luigi Montrucchio and Fabio Privileggi
University of Turin and University of Turin - Department of Economics and Statistics

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2.

On Convexity and Supermodularity

ICER Applied Mathematics Working Paper No. 3 - 2005
Number of pages: 24 Posted: 20 May 2005
Massimo Marinacci and Luigi Montrucchio
University of Turin - Department of Statistics and Applied Mathematics and University of Turin
Downloads 147 (403,700)

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3.

Cooperative Newsvendor Games: A Review

Handbook of Newsvendor Problems: Models, Extensions and Applications, T.M. Choi, ed., Springer, New York, Vol. 176, 137-162, June 2012
Posted: 16 Mar 2012 Last Revised: 27 Jun 2016
Luigi Montrucchio, Henk Norde, Ulas Ozen, Marco Scarsini and Marco Slikker
University of Turin, Tilburg University - Center For Economic Research, Ozyegin University / Faculty of Business, Luiss University Dipartimento di Economia e Finanza and Eindhoven University of Technology (TUE) - School of Industrial Engineering

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newsvendor model, core, Shapley value, large games, multiple warehouses, transshipment costs, stochastic programming, duality

4.

Large Newsvendor Games

Games and Economic Behavior, Vol. 58, pp. 316-337, 2007
Posted: 12 Mar 2012
Luigi Montrucchio and Marco Scarsini
University of Turin and Luiss University Dipartimento di Economia e Finanza

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Newsvendor games, Nonatomic games, Core, Balanced games

5.

On Lipschitz Continuity of Policy Functions in Continuous-Time Optimal Growth Models

Posted: 18 Oct 1999
Maria Luisa Gota and Luigi Montrucchio
University of Turin - Department of Statistics and Applied Mathematics and University of Turin

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