Marzia De Donno

Universita Degli Studi Di Parma

via Kennedy 6

Parma, 43125

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

218

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

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, Universita Degli Studi Di Parma and Bocconi University - Department of Finance
Downloads 80 (307,560)
Citation 1

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arbitrage, viability, linear pricing rules, optimal portfolio-consumption problems, marginal utility of wealth, envelope theorem

2.

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 Universita Degli Studi Di Parma
Downloads 79 (309,871)

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Investment under uncertainty

3.

Envelope Theorems in Banach Lattices

Number of pages: 30 Posted: 10 May 2011
Marzia De Donno, Anna Battauz and Fulvio Ortu
Universita Degli Studi Di Parma, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 34 (452,899)
Citation 1

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4.

A Note on Completeness in Large Financial Markets

Mathematical Finance, Vol. 14, No. 2, pp. 295-315, April 2004
Number of pages: 34 Posted: 06 May 2004
Marzia De Donno
Universita Degli Studi Di Parma
Downloads 25 (497,363)
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Large financial market, self-financing portfolio, completeness, factor models, cylindrical stochastic integration