Publications

Articles, books, patents, proceedings, etc. by members of the Department.

Clear search box

Open Access

102 publications

P. Contucci; F. Unguendoli; C. Vernia, Lack of monotonicity in spin glass correlation functions, «JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL», 2008, 41, pp. 385001 - 385015 [Scientific article]
Pierluigi Contucci; Francesco Unguendoli;, correlation inequalities for spin glass in one dimension, «ATTI DELLA ACCADEMIA NAZIONALE DEI LINCEI. RENDICONTI LINCEI. MATEMATICA E APPLICAZIONI», 2008, 19, pp. 141 - 147 [Scientific article]
Pierluigi Contucci; Ignacio Gallo, Bipartite Mean Field Spin systems. Existence and Solution, «MPEJ», 2008, 14, pp. 1 - 22 [Scientific article]
Pierluigi Contucci; Cristian Giardina; Claudio Giberti; Giorgio Parisi; cecilia Vernia, answer to the comment on "ultrametricity in the edwards-anderson model, «PHYSICAL REVIEW LETTERS», 2008, 100, pp. 15972 - 15973 [Scientific article]
Pierluigi Contucci; Cristian Giardina, mathematics and Social Sciences: a statistical mechanics approach to immigration, «ERCIM NEWS», 2008, 73, pp. 34 - 35 [Scientific article]
pierluigi contucci; ignacio gallo; giulia menconi, phase transitions in social sciences: two-populations mean field theory, «INTERNATIONAL JOURNAL OF MODERN PHYSICS B», 2008, 22, pp. 1 - 14 [Scientific article]
Pierluigi Contucci; cristian Giardina, introduction to the special jmp issue: statistical mechanics on random structures, in: JMP special issue on "statistical mechanics on random structures", NY, American Institute of Physics, 2008, pp. 125101 - 125102 [Brief introduction]
Pierluigi Contucci; Stefano Isola, Probabilità Elementare. Teoria ed Esperimenti, BOLOGNA, Zanichelli, 2008, pp. 144 . [Research monograph]
P. Foschi; A. Pascucci, Path dependent volatility, «DECISIONS IN ECONOMICS AND FINANCE», 2008, 31, pp. 13 - 32 [Scientific article]
E. J. Janse van Rensburg; E. Orlandini; M.C. Tesi; S.G. Whittington, Knotting in stretched polygons, «JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL», 2008, 41, pp. 015003 - 015003+24 [Scientific article]
E. J. Janse van Rensburg; E. Orlandini; M.C. Tesi; S.G. Whittington, Knot probability of polygons subjected to a force: a Monte Carlo study., «JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL», 2008, 41, pp. 025003 - 025003+13 [Scientific article]
L. Di Stefano; F. Tombari; A. Lanza; S. Mattoccia; S. Monti, Graffiti Detection Using Two Views, in: Proceedings of the Eighth International Workshop on Visual Surveillance (VS2008), s.l, s.n, 2008, pp. 1 - 8 (atti di: European Computer Vision Conference (ECCV 2008) - Eighth International Workshop on Visual Surveillance (VS2008), Marsiglia, 17 Ottobre 2008) [Contribution to conference proceedings]
R. Cesari, Introduzione alla Finanza Matematica: Derivati, prezzi e coperture, MILANO, Springer, 2008, pp. 462 . [Research monograph]
R. Barone; A.G. Quaranta, Banking Competition, Switching Cost and Customer Vulnerability: tha case of South Italy, «THE ICFAI JOURNAL OF BEHAVIORAL FINANCE», 2008, 1, pp. 6 - 27 [Scientific article]
A.G. Quaranta, Attribuzione dello Scoring Aziendale nel contesto Basilea 2, «BANCHE E BANCHIERI», 2008, 2, pp. 125 - 137 [Scientific article]
A.G. Quaranta; A. Zaffaroni, Robust Optimization of Conditional Value at Risk and Portfolio Selection, «JOURNAL OF BANKING & FINANCE», 2008, 32, pp. 2045 - 2056 [Scientific article]
R. Barone; A.G. Quaranta, Basilea 2: Rating Interno, Probabilità di Default e Componente Qualitativa del Rischio, in: Banche Italiane e Governo dei Rischi: Imprese, Famiglie, Regole, ROMA, Edibank, 2008, pp. 449 - 472 (Tredicesimo Rapporto sul Sistema Finanziario Italiano) [Chapter or essay]
M. Biasin; A.G. Quaranta, Regulatory and Market Constraints' Effects on REITs' Capital Structure and Share Value. Debt Incentive and NAV Discount Effects, in: Abstracts and Extended Papers, KRAKOW, ERES, 2008, pp. 170 - 189 (atti di: XV Annual conference European Real Estate Society, Krakow, 18/21 Giugno) [Contribution to conference proceedings]
R. Cesari; A.G. Quaranta, Robust CVaR Portfolio Management, in: Abstracts (CD-ROM), TRENTO, AMASES - Università di Trento, 2008(atti di: XXXII Convegno AMASES, Trento, 1/4 Settembre) [Abstract]
R. Cesari; A.G. Quaranta, Robust Portfolio Management, in: Abstract Book (CD-ROM), LECCE, MTISD - Università del Salento, 2008, pp. 41 - 41 (atti di: MTISD 2008, Lecce, 18/20 Settembre) [Abstract]