Stefano Nasini

Catholic University of Lille - IÉSEG School of Management, Lille Campus

Socle de la Grande Arche

1 Parvis de la Defense

Lille, Lille 59000

France

http://https://www.ieseg.fr/

  • Catholic University of Lille - IÉSEG School of Management, Lille Campus

SCHOLARLY PAPERS

10

DOWNLOADS

553

TOTAL CITATIONS

2

Scholarly Papers (10)

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1.

Estimating Financial Networks by Realized Interdependencies: A Restricted Autoregressive Approach

Number of pages: 42 Posted: 09 Apr 2021
Massimiliano Caporin, Deniz Erdemlioglu and Stefano Nasini
University of Padua - Department of Statistical Sciences, IESEG School of Management, Department of Finance, LEM-CNRS 9221, France and Catholic University of Lille - IÉSEG School of Management, Lille Campus
Downloads 177 (336,817)

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Financial networks, Financial interconnectedness, High-dimensional VARs, Realized volatility, Stock market, High-frequency data

2.

A Cooperative Bargaining Framework for Decentralized Portfolio Optimization

Number of pages: 35 Posted: 02 Aug 2021 Last Revised: 02 May 2022
Fancisco Benita, Stefano Nasini and Rabia Nessah
Singapore University of Technology and Design (SUTD), Catholic University of Lille - IÉSEG School of Management, Lille Campus and Catholic University of Lille - IESEG School of Management
Downloads 87 (576,054)
Citation 2

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Cooperative Bargaining, Portfolio optimization, Bilevel optimization, Knapsack problem

3.

Optimal transfer prices and technology in decentralized business groups

Number of pages: 60 Posted: 08 Jun 2022 Last Revised: 29 Dec 2022
Stefano Nasini, Marijn Verschelde and Bruno Merlevede
Catholic University of Lille - IÉSEG School of Management, Lille Campus, Catholic University of Lille - IÉSEG School of Management, Lille Campus and Ghent University - Department of General Economics
Downloads 67 (665,675)

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Decentralized production, Technology sharing, Leader-follower game, Bilevel programming

4.

Endogenous Learning in Multi-Sector Economies

Number of pages: 45 Posted: 08 Oct 2021 Last Revised: 27 Sep 2023
Stefano Nasini and Rabia Nessah
Catholic University of Lille - IÉSEG School of Management, Lille Campus and Catholic University of Lille - IESEG School of Management
Downloads 51 (755,605)

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Mathematical Economics; Multi-sector general equilibrium model; Incomplete information; Returns to scale; Maximum a-posteriori estimation

5.

Restricted Min-Norm Semi-Assignment in Group Formation: Quantum and Binary Algorithmic Integration

Number of pages: 40 Posted: 17 Jan 2024
Stefano Nasini and Luis Fernando Pérez Armas
Catholic University of Lille - IÉSEG School of Management, Lille Campus and Catholic University of Lille - IÉSEG School of Management, Lille Campus
Downloads 49 (768,560)

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Assignment problems, Group formation, Quantum annealing, Decomposition algorithms

6.

An Estimation Framework for the Influential-Imitator Diffusion

Number of pages: 34 Posted: 17 Jan 2022 Last Revised: 27 Jan 2022
Ringo Thomas Tchouya, Stefano Nasini and Sophie Dabo-Niang
affiliation not provided to SSRN, Catholic University of Lille - IÉSEG School of Management, Lille Campus and University of Lille
Downloads 48 (775,075)

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Influential-imitator diffusion, Asymptotic approximation, Maximum likelihood, Social contagion

7.

Natural Divisibility in Cost and Revenue Functions: An Integrated Estimation Approach

Number of pages: 40 Posted: 20 Aug 2023
Kristiaan Kerstens, Stefano Nasini and Rabia Nessah
CNRS-LEM (UMR 9221), Catholic University of Lille - IÉSEG School of Management, Lille Campus and Catholic University of Lille - IESEG School of Management
Downloads 42 (817,346)

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Natural divisibility, Cost function, Revenue function, Cooperative bargaining

8.

Time-Flexible Min Completion Time Variance in a Single Machine by Quadratic Programming

Number of pages: 32 Posted: 07 Dec 2022
Stefano Nasini and Rabia Nessah
Catholic University of Lille - IÉSEG School of Management, Lille Campus and Catholic University of Lille - IESEG School of Management
Downloads 16 (1,063,376)

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Scheduling; Time-flexibility; Completion time variance; Optimal sequence characterization; Lower bound

9.

A Multi-Machine Scheduling Solution for Homogeneous Processing: Asymptotic Approximation and Applications

Number of pages: 32 Posted: 27 Jun 2022
Stefano Nasini and Rabia Nessah
Catholic University of Lille - IÉSEG School of Management, Lille Campus and Catholic University of Lille - IESEG School of Management
Downloads 16 (1,063,376)

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Multi-machine scheduling; Completion time variance; Homogeneous job processing; Bilevel optimization; Optimality bounds.

10.

A Bayesian Approach to Nonparametric Frontier Model Selection: Application to U.S. Banks Cost Functions

Number of pages: 36
Oleg Badunenko, Kristiaan Kerstens, Stefano Nasini and Mike G. Tsionas
Brunel University London, CNRS-LEM (UMR 9221), Catholic University of Lille - IÉSEG School of Management, Lille Campus and Montpellier Business School
Downloads 0

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Bayesian analysis, Nonparametric frontier models, Nonconvex cost functions