Search Results - "Cinfrignini, Andrea" :: K.UTB vyhledávací portál

Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations

by Cinfrignini, Andrea, Petturiti, Davide, Vantaggi, Barbara
Published in European journal of operational research (16.09.2025)

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Journal Article

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A two-player newsvendor game with competition on demand under ambiguity

by Cinfrignini, Andrea, Lorenzini, Silvia, Petturiti, Davide
Published in International journal of approximate reasoning (01.12.2025)

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Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting

by Cinfrignini, Andrea, Petturiti, Davide, Vantaggi, Barbara
Published in Annals of operations research (01.02.2023)

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Dynamic bid–ask pricing under Dempster-Shafer uncertainty

by Cinfrignini, Andrea, Petturiti, Davide, Vantaggi, Barbara
Published in Journal of mathematical economics (01.08.2023)

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Newsvendor problem with discrete demand and constrained first moment under ambiguity

by Cinfrignini, Andrea, Petturiti, Davide, Stabile, Gabriele
Published in Decisions in economics and finance (30.08.2024)

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Quantile-constrained Choquet-Wasserstein p-box approximation of arbitrary belief functions

by Cinfrignini, Andrea, Lorenzini, Silvia, Petturiti, Davide, Vantaggi, Barbara
Published in IEEE International Fuzzy Systems conference proceedings (06.07.2025)

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Conference Proceeding

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Markov and Time-Homogeneity Properties in Dempster-Shafer Random Walks

by Cinfrignini, Andrea, Petturiti, Davide, Vantaggi, Barbara
Published in Information Processing and Management of Uncertainty in Knowledge-Based Systems (2022)

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Book Chapter