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Author ID: cerqueti.roy Recent zbMATH articles by "Cerqueti, Roy"
Published as: Cerqueti, Roy
External Links: ORCID · dblp

Publications by Year

Citations contained in zbMATH Open

29 Publications have been cited 63 times in 53 Documents Cited by Year
Mean-variance portfolio selection in presence of infrequently traded stocks. Zbl 1304.91183
Castellano, Rosella; Cerqueti, Roy
10
2014
A tabu search heuristic procedure in Markov chain bootstrapping. Zbl 1292.90134
Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; Pelizzari, Cristian
4
2013
Financing policies via stochastic control: a dynamic programming approach. Zbl 1250.90059
Cerqueti, Roy
4
2012
Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach. Zbl 1241.91128
Castellano, Rosella; Cerqueti, Roy
4
2012
Relevant states and memory in Markov chain bootstrapping and simulation. Zbl 1394.90553
Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian
4
2017
Economic interactions and social tolerance: a dynamic perspective. Zbl 1284.91484
Cerqueti, Roy; Correani, Luca; Garofalo, Giuseppe
3
2013
The perspective of a bank in granting credits: an optimization model. Zbl 1254.90134
Cerqueti, Roy; Quaranta, Anna Grazia
3
2012
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts. Zbl 1231.91152
Cerqueti, Roy; Foschi, Rachele; Spizzichino, Fabio
3
2009
Exploring the financial risk of a temperature index: a fractional integrated approach. Zbl 1430.91107
Castellano, Rosella; Cerqueti, Roy; Rotundo, Giulia
3
2020
Dynamic programming via measurable selection. Zbl 1161.90516
Cerqueti, Roy
2
2009
Extension of dependence properties to semi-copulas and applications to the mean-variance model. Zbl 1284.62306
Cerqueti, Roy; Spizzichino, Fabio
2
2013
Copulas, uncertainty, and false discovery rate control. Zbl 1453.62489
Cerqueti, Roy; Lupi, Claudio
2
2018
Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion. Zbl 1346.91175
Castellano, Rosella; Cerqueti, Roy; Spinesi, Luca
2
2016
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption. Zbl 1348.91213
Cerqueti, Roy; Coppier, Raffaella
2
2016
Optimal investment in research and development under uncertainty. Zbl 1332.90123
Cerqueti, Roy; Marazzina, Daniele; Ventura, Marco
1
2016
On the asymptotic behaviour of random matrices in a multivariate statistical model. Zbl 1283.62114
Cerqueti, Roy; Costantini, Mauro
1
2008
A dynamic stochastic model of asset pricing with heterogeneous beliefs. Zbl 1183.91115
Brianzoni, Serena; Cerqueti, Roy; Michetti, Elisabetta
1
2010
Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption. Zbl 1415.91188
Argentiero, Amedeo; Bovi, Maurizio; Cerqueti, Roy
1
2016
Forecasting macroeconomic fundamentals in economic crises. Zbl 1357.90098
Bovi, Maurizio; Cerqueti, Roy
1
2016
Corruption, growth and ethnic fractionalization: a theoretical model. Zbl 1294.91132
Cerqueti, Roy; Coppier, Raffaella; Piga, Gustavo
1
2012
Some nonparametric asymptotic results for a class of stochastic processes. Zbl 1203.62168
Cerqueti, Roy; Costantini, Mauro
1
2010
Approximating multivariate Markov chains for bootstrapping through contiguous partitions. Zbl 1318.91081
Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; Pelizzari, Cristian
1
2015
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. Zbl 1464.62416
Cerqueti, Roy; Giacalone, Massimiliano; Mattera, Raffaele
1
2020
The skew normal multivariate risk measurement framework. Zbl 07205160
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen
1
2020
Model-based fuzzy time series clustering of conditional higher moments. Zbl 07414900
Cerqueti, Roy; Giacalone, Massimiliano; Mattera, Raffaele
1
2021
Long memory and crude oil’s price predictability. Zbl 1476.91142
Cerqueti, Roy; Fanelli, Viviana
1
2021
Non-exchangeable copulas and multivariate total positivity. Zbl 1433.62131
Cerqueti, Roy; Lupi, Claudio
1
2016
Cross ranking of cities and regions: population versus income. Zbl 1456.91087
Cerqueti, Roy; Ausloos, Marcel
1
2015
A theory of misperception in a stochastic dominance framework and its application to structured financial products. Zbl 1473.91033
Castellano, Rosella; Cerqueti, Roy
1
2018
Model-based fuzzy time series clustering of conditional higher moments. Zbl 07414900
Cerqueti, Roy; Giacalone, Massimiliano; Mattera, Raffaele
1
2021
Long memory and crude oil’s price predictability. Zbl 1476.91142
Cerqueti, Roy; Fanelli, Viviana
1
2021
Exploring the financial risk of a temperature index: a fractional integrated approach. Zbl 1430.91107
Castellano, Rosella; Cerqueti, Roy; Rotundo, Giulia
3
2020
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. Zbl 1464.62416
Cerqueti, Roy; Giacalone, Massimiliano; Mattera, Raffaele
1
2020
The skew normal multivariate risk measurement framework. Zbl 07205160
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen
1
2020
Copulas, uncertainty, and false discovery rate control. Zbl 1453.62489
Cerqueti, Roy; Lupi, Claudio
2
2018
A theory of misperception in a stochastic dominance framework and its application to structured financial products. Zbl 1473.91033
Castellano, Rosella; Cerqueti, Roy
1
2018
Relevant states and memory in Markov chain bootstrapping and simulation. Zbl 1394.90553
Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian
4
2017
Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion. Zbl 1346.91175
Castellano, Rosella; Cerqueti, Roy; Spinesi, Luca
2
2016
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption. Zbl 1348.91213
Cerqueti, Roy; Coppier, Raffaella
2
2016
Optimal investment in research and development under uncertainty. Zbl 1332.90123
Cerqueti, Roy; Marazzina, Daniele; Ventura, Marco
1
2016
Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption. Zbl 1415.91188
Argentiero, Amedeo; Bovi, Maurizio; Cerqueti, Roy
1
2016
Forecasting macroeconomic fundamentals in economic crises. Zbl 1357.90098
Bovi, Maurizio; Cerqueti, Roy
1
2016
Non-exchangeable copulas and multivariate total positivity. Zbl 1433.62131
Cerqueti, Roy; Lupi, Claudio
1
2016
Approximating multivariate Markov chains for bootstrapping through contiguous partitions. Zbl 1318.91081
Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; Pelizzari, Cristian
1
2015
Cross ranking of cities and regions: population versus income. Zbl 1456.91087
Cerqueti, Roy; Ausloos, Marcel
1
2015
Mean-variance portfolio selection in presence of infrequently traded stocks. Zbl 1304.91183
Castellano, Rosella; Cerqueti, Roy
10
2014
A tabu search heuristic procedure in Markov chain bootstrapping. Zbl 1292.90134
Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; Pelizzari, Cristian
4
2013
Economic interactions and social tolerance: a dynamic perspective. Zbl 1284.91484
Cerqueti, Roy; Correani, Luca; Garofalo, Giuseppe
3
2013
Extension of dependence properties to semi-copulas and applications to the mean-variance model. Zbl 1284.62306
Cerqueti, Roy; Spizzichino, Fabio
2
2013
Financing policies via stochastic control: a dynamic programming approach. Zbl 1250.90059
Cerqueti, Roy
4
2012
Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach. Zbl 1241.91128
Castellano, Rosella; Cerqueti, Roy
4
2012
The perspective of a bank in granting credits: an optimization model. Zbl 1254.90134
Cerqueti, Roy; Quaranta, Anna Grazia
3
2012
Corruption, growth and ethnic fractionalization: a theoretical model. Zbl 1294.91132
Cerqueti, Roy; Coppier, Raffaella; Piga, Gustavo
1
2012
A dynamic stochastic model of asset pricing with heterogeneous beliefs. Zbl 1183.91115
Brianzoni, Serena; Cerqueti, Roy; Michetti, Elisabetta
1
2010
Some nonparametric asymptotic results for a class of stochastic processes. Zbl 1203.62168
Cerqueti, Roy; Costantini, Mauro
1
2010
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts. Zbl 1231.91152
Cerqueti, Roy; Foschi, Rachele; Spizzichino, Fabio
3
2009
Dynamic programming via measurable selection. Zbl 1161.90516
Cerqueti, Roy
2
2009
On the asymptotic behaviour of random matrices in a multivariate statistical model. Zbl 1283.62114
Cerqueti, Roy; Costantini, Mauro
1
2008
all top 5

Cited by 116 Authors

15 Cerqueti, Roy
4 Pelizzari, Cristian
3 Castellano, Rosella
3 Falbo, Paolo
2 Ausloos, Marcel R.
2 Di, Hao
2 Dickhaus, Thorsten
2 Ventura, Marco
1 Abdi, Me’raj
1 Anteneodo, Celia
1 Archibald, Thomas Welsh
1 Balakrishnan, Narayanaswamy
1 Barrera, Javiera
1 Bastos, João A.
1 Berenbrink, Petra
1 Bodnar, Taras
1 Boomsma, Trine Krogh
1 Bovi, Maurizio
1 Brandimarte, Paolo
1 Caiado, Jorge
1 Camps-Valls, Gustavo
1 Casanova-Mateo, C.
1 Casillas-Perez, David
1 Ceptureanu, Eduard Gabriel
1 Ceptureanu, Sebastian
1 Chernonog, Tatyana
1 Consigli, Giorgio
1 Coppier, Raffaella
1 Costantini, Mauro
1 Cuadra, Lucas
1 Del Ser, Javier
1 Dhesi, Gurjeet S.
1 Dindo, Pietro
1 Dou, Ronggang
1 Duarte Queirós, Silvio M.
1 Elsässer, Robert
1 Ernstsen, Rune Ramsdal
1 Fan, Qi
1 Fanelli, Viviana
1 Fang, Jia
1 Feuerriegel, Stefan
1 Franzoni, Simona
1 Giacalone, Massimiliano
1 Gordon, Julius
1 Gu, Mengdi
1 Guastaroba, Gianfranco
1 Ha, Youngmin
1 Han, Yu
1 Hazır, Öncü
1 He, Yuchang
1 Herrera-Cáceres, Carlos Antonio
1 Herteliu, Claudiu
1 Huang, Dong
1 Huang, Xiaoxia
1 Ibeas, Asier
1 Jamalizadeh, Ahad
1 Ji, Xiang
1 Jia, Bin
1 Khmelnitsky, Eugene
1 Kuhn, Daniel
1 Kurita, Kenichi
1 Li, Shoude
1 Li, Xingyi
1 Li, Zhongfei
1 Lian, Wenjuan
1 Liang, Liang
1 Liang, Yongquan
1 Liu, Shiwen
1 Lupi, Claudio
1 Madadi, Mohsen
1 Managi, Shunsuke
1 Mancinelli, Marco
1 Marazzina, Daniele
1 Mattera, Raffaele
1 Meng, Xiangsong
1 Moreno, Eduardo
1 Morvai, Gusztáv
1 Neumann, André
1 Ngare, Philip
1 Pan, Min
1 Parolya, Nestor R.
1 Peng, Daiyan
1 Piles, M.
1 Ponsi, Giorgia
1 Possani, Edgar
1 Ricca, Federica
1 Salcedo-Sanz, Sancho
1 Sauerwald, Thomas
1 Schmid, Wolfgang
1 Schmidt, Klaus Werner
1 Scozzari, Andrea
1 Sendova, Kristina P.
1 Sewe, Stanley
1 Shakeel, Bilal
1 Shi, Yingying
1 Spartà, Gaetano T.
1 Spinesi, Luca
1 Stabile, Gabriele
1 Steffen, Nico
1 Susam, Selim Orhun
...and 16 more Authors

Citations by Year