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Rossella Agliardi

Professoressa ordinaria

Dipartimento di Matematica

Settore scientifico disciplinare: SECS-S/06 METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE

Pubblicazioni

Elettra Agliardi; Rossella Agliardi, Corporate green bonds: understanding the greenium in a two-factor structural model, «ENVIRONMENTAL & RESOURCE ECONOMICS», 2021, 80, pp. 257 - 278 [articolo]

Rossella Agliardi, Green securitisation, «JOURNAL OF SUSTAINABLE FINANCE & INVESTMENT», 2021, 12, pp. 1 - 16 [articolo]

Elettra Agliardi; Rossella Agliardi, Pricing climate-related risk in the bond market, «JOURNAL OF FINANCIAL STABILITY», 2021, 54, Article number: 100868, pp. 1 - 9 [articolo]

Dimitrios Zormpas; Rossella Agliardi, The effect of vertical relationships on investment timing, «INTERNATIONAL GAME THEORY REVIEW», 2021, 23, Article number: 2150005, pp. 1 - 10 [articolo]

Rossella Agliardi, New exact solutions to optimal consumption-investment problems with exponential utility, «MATHEMATICAL FINANCE LETTERS», 2020, 1, pp. 1 - 8 [articolo]

Agliardi, Elettra; Agliardi, Rossella, Financing environmentally-sustainable projects with green bonds, «ENVIRONMENT AND DEVELOPMENT ECONOMICS», 2019, 24, pp. 608 - 623 [articolo]

Rossella Agliardi, Pseudodifferential equations in finance, in: AIP Conference Proceedings 2159, American Institute of Physics, 2019, 2159, pp. 1 - 9 (atti di: Sixth International Conference on New Trends in the Applications of Differential Equations in Sciences, St. Constantine and Helena, 1-4 luglio 2019) [Contributo in Atti di convegno]

Rossella Agliardi, Value-at-risk under ambiguity aversion, «FINANCIAL INNOVATION», 2018, 4, Article number: 10, pp. 1 - 13 [articolo]Open Access

Agliardi, Rossella, Asymmetric Choquet random walks and ambiguity aversion or seeking, «THEORY AND DECISION», 2017, 83, pp. 591 - 602 [articolo]

Agliardi, Rossella; Gençay, Ramazan, Optimal trading strategies with limit orders, «INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE», 2017, 20, Article number: 1750005, pp. N/A - N/A [articolo]

Agliardi, Rossella, Boundary-value problems for PDEs arising in the valuation of structured financial products, «PLISKA», 2016, 26, pp. 83 - 98 [articolo]

Agliardi, Elettra; Agliardi, Rossella; Spanjers, Willem, Corporate financing decisions under ambiguity: pecking order and liquidity policy implications, «JOURNAL OF BUSINESS RESEARCH», 2016, 69, pp. 6012 - 6020 [articolo]Open Access

Agliardi, Rossella, Modeling uncertainty in limit order execution, «COMMUNICATIONS IN NONLINEAR SCIENCE & NUMERICAL SIMULATION», 2016, 31, pp. 143 - 150 [articolo]

Agliardi, Rossella, Optimal hedging through limit orders, «STOCHASTIC MODELS», 2016, 32, pp. 593 - 605 [articolo]

Agliardi, Rossella, Reverse convertible debt under credit risk, «INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING», 2016, 3, Article number: UNSP 1650007, pp. 1 - 13 [articolo]

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