Finance, Economics, Accounting and Analytics

Type	Division
School	Business

Latest research outputs

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Economic interactions and social tolerance: A dynamic perspective

Cerqueti, R, Correani, L and Garofalo, G (2013). Economic interactions and social tolerance: A dynamic perspective. Economics Letters. 120 (3), pp. 458-463. https://doi.org/10.1016/j.econlet.2013.05.032

Journal article

Illegal finance and usurers behaviour

Barone, R, Cerqueti, R and Quaranta, A. G. (2012). Illegal finance and usurers behaviour. European Journal of Law and Economics. 34 (2), pp. 265-277. https://doi.org/10.1007/s10657-010-9183-x

Journal article

The perspective of a bank in granting credits: an optimization model

Cerqueti, R and Quaranta, A. G (2012). The perspective of a bank in granting credits: an optimization model. Optimization Letters. 6 (5), pp. 867-882. https://doi.org/10.1007/s11590-011-0310-6

Journal article

Financing policies via stochastic control: a dynamic programming approach

Cerqueti, R (2012). Financing policies via stochastic control: a dynamic programming approach. Journal of Global Optimization. 53 (3), pp. 539-561. https://doi.org/10.1007/s10898-011-9725-y

Journal article

The role of diversity in persistence aggregation

Cerqueti, R and Rotundo, G (2012). The role of diversity in persistence aggregation. International Journal of Intelligent Systems. 27 (2), pp. 176-187. https://doi.org/10.1002/int.21519

Journal article

Corruption, growth and ethnic fractionalization: a theoretical model

Cerqueti, R, Coppier, R and Piga, G (2012). Corruption, growth and ethnic fractionalization: a theoretical model. Journal of Economics. 106 (2), pp. 153-181. https://doi.org/10.1007/s00712-011-0253-5

Journal article

Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach

Castellano, R and Cerqueti, R (2012). Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach. Applied Mathematics and Computation. 218 (12), pp. 6887-6898. https://doi.org/10.1016/j.amc.2011.12.065

Journal article

Why is the Tax Evasion so Persistent?

Cerqueti, R and Bovi, M (2011). Why is the Tax Evasion so Persistent? in: Tavidze, A (ed.) Progress in Economics Nova Science Publishers, Inc..

Book chapter

The optimal bid/ask spread in a Specialist System

Castellano, R and Cerqueti, R (2011). The optimal bid/ask spread in a Specialist System. Economic Modelling. 28 (5), pp. 2247-2253. https://doi.org/10.1016/j.econmod.2011.06.019

Journal article

Economic growth, corruption and tax evasion

Cerqueti, R and Coppier, R (2011). Economic growth, corruption and tax evasion. Economic Modelling. 28 (1-2), pp. 489-500. https://doi.org/10.1016/j.econmod.2010.07.006

Journal article

Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels

Cerqueti, R and Costantini, M (2011). Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels. Journal of Banking & Finance. 35 (10), pp. 2598-2605. https://doi.org/10.1016/j.jbankfin.2011.02.011

Journal article

Memory Property in Heterogeneously Populated Markets

Cerqueti, R and Rotundo, G (2010). Memory Property in Heterogeneously Populated Markets. in: Greco, S, Marques Pereira, RA, Squillante, M, Yager, RR and Kacprzyk, J (ed.) Preferences and Decisions - Studies in Fuzziness and Soft Computing Berlin Springer. pp. 53-69

Book chapter

Firms clustering in presence of technological renewal processes

Cerqueti, R and Rotundo, G (2010). Firms clustering in presence of technological renewal processes. in: Puu, T and Panchuk, A (ed.) Nonlinear economic dynamics Nova Science Publishers, Inc..

Book chapter

Light Stocks and Wealth Allocation

Cerqueti, R and Castellano, R (2010). Light Stocks and Wealth Allocation. in: Kasımbeyli, R, Dinçer, C, Özpeynirci, S and Sakalauskas, L (ed.) 24th mini euro conference on continuous optimization and information based technologies in the financial sector - MEC EUROPT 2010: selected papers Vilnius "Technika".

Book chapter

Some Nonparametric Asymptotic Results for a Class of Stochastic Processes

Cerqueti, R and Costantini, M (2010). Some Nonparametric Asymptotic Results for a Class of Stochastic Processes. Communications in Statistics - Theory and Methods. 39 (14), pp. 2552-2560. https://doi.org/10.1080/03610920903061021

Journal article

Options with underlying asset driven by a fractional brownian motion: crossing barriers estimates

Rotundo, G and Cerqueti, R (2010). Options with underlying asset driven by a fractional brownian motion: crossing barriers estimates. New Mathematics and Natural Computation. 06 (01), pp. 109-118. https://doi.org/10.1142/s1793005710001633

Journal article

A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs

Brianzoni, S, Cerqueti, R and Michetti, E (2010). A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs. Computational Economics. 35 (2), pp. 165-188. https://doi.org/10.1007/s10614-009-9189-z

Journal article

A Characterization of the Dickey-Fuller Distribution With Some Extensions to the Multivariate Case

Cerqueti, R, Costantini, M and Lupi, C (2009). A Characterization of the Dickey-Fuller Distribution With Some Extensions to the Multivariate Case. in: Martinez, WL (ed.) Proceedings of the Joint Statistical Meeting (Business and Economic Statistics Section), 1-6 August 2009, Washington DC, USA American Statistical Association.

Book chapter

Dynamic Programming via Measurable Selection

Cerqueti, R (2009). Dynamic Programming via Measurable Selection. Pacific Journal of Optimization. 5 (1), pp. 169-181.

Journal article

Tax revenues, fiscal corruption and “shame” costs

Cerqueti, R and Coppier, R (2009). Tax revenues, fiscal corruption and “shame” costs. Economic Modelling. 26 (6), pp. 1239-1244. https://doi.org/10.1016/j.econmod.2009.06.005

Journal article

A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts

Cerqueti, R, Foschi, R and Spizzichino, F (2009). A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts. Insurance: Mathematics and Economics. 45 (1), pp. 59-64. https://doi.org/10.1016/j.insmatheco.2009.03.001

Journal article

Companies' decisions for profit maximization: a structural model

Cerqueti, R and Rotundo, G. (2009). Companies' decisions for profit maximization: a structural model. Applied Mathematical Sciences. 3 (27), pp. 1327-1340.

Journal article

Asymptotic solutions of a generalized eigenvalue problem

Cerqueti, R. and Costantini, M. (2009). Asymptotic solutions of a generalized eigenvalue problem. Applied Mathematical Sciences. 3 (60), pp. 2985-2999.

Journal article

On the asymptotic behaviour of random matrices in a multivariate statistical model

Cerqueti, R and Costantini, M (2008). On the asymptotic behaviour of random matrices in a multivariate statistical model. Statistics & Probability Letters. 78 (14), pp. 2039-2045. https://doi.org/10.1016/j.spl.2008.01.051

Journal article

Dynamics of financial time series in an inhomogeneous framework

Cerqueti, R and Rotundo, G (2007). Dynamics of financial time series in an inhomogeneous framework. in: Sibillo, M and Perna, C (ed.) Mathematical and statistical methods in insurance and finance Berlin Springer. pp. 67-74

Book chapter

Productivity and costs for firms in presence of technology renewal processes

Cerqueti, R and Rotundo, G (2007). Productivity and costs for firms in presence of technology renewal processes. International Transactions in Operational Research. 14 (6), pp. 521-534. https://doi.org/10.1111/j.1475-3995.2007.00611.x

Journal article

Microeconomic modeling of financial time series with long term memory

Cerqueti, R and Rotundo, G (2003). Microeconomic modeling of financial time series with long term memory. 2003 IEEE International Conference on Computational Intelligence for Financial Engineering. Proceedings. Institute of Electrical and Electronics Engineers (IEEE). https://doi.org/10.1109/cifer.2003.1196260

Conference paper

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