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/

SCHOLARLY PAPERS

6

DOWNLOADS

187

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Estimating Financial Networks by Realized Interdependencies: A Restricted Autoregressive Approach

Number of pages: 42 Posted: 09 Apr 2021
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 103 (351,810)

Abstract:

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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, Catholic University of Lille - IÉSEG School of Management, Lille Campus and Catholic University of Lille - IESEG School of Management
Downloads 37 (582,287)

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Cooperative Bargaining, Portfolio optimization, Bilevel optimization, Knapsack problem

3.

An Estimation Framework for the Influential-Imitator Diffusion

Number of pages: 34 Posted: 17 Jan 2022 Last Revised: 27 Jan 2022
affiliation not provided to SSRN, Catholic University of Lille - IÉSEG School of Management, Lille Campus and University of Lille
Downloads 15 (733,673)

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

4.

Endogenous Learning in Input-Output Economies

Number of pages: 61 Posted: 08 Oct 2021 Last Revised: 06 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 15 (733,673)

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Multi-sector general equilibrium model; Bayesian learning; Returns to scale; Incomplete information.

5.

Technology Sharing in Decentralized Business Groups

Number of pages: 65 Posted: 08 Jun 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 14 (751,306)

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

6.

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 3 (848,130)

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