PhD Theses
Statistics
This is a list of 431 PhD theses in fields related to AMASES (Association for Mathematics Applied to Economic and Social Sciences). It collects entries submitted by authors or supervisors, or archived by the Biblioteca Centrale di Firenze, or listed by the Mathematics Genealogy Project. Titles are formatted according to language conventions: capitalized in English, lowercased in Italian or French.
Requests for additions or corrections are welcome: just email us.
2026
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Supervisor: Sergio Bianchi
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Supervisors: Luca Regis and Elena Vigna
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Supervisors: Patrizia Daniele, Alfio Giarlotta and Stephen Watson
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Supervisors: Immacolata Oliva and Antonio Luciano Martire
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Supervisors: Giorgia Callegaro and Claudio Fontana
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Applicazione del machine learning nella valutazione del solvency ratioSupervisors: Nicolino Ettore D'Ortona and Gabriella Marcarelli
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Supervisors: Roy Cerqueti and Walter Quattrociocchi
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Analisi della dipendenza tramite copule in presenza di dati misti: applicazioni in ambito attuarialeSupervisor: Fabio Baione
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Essays on ChoiceSupervisors: Marco Mariotti, Christopher Tyson and Evgenii Safonov
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Supervisor: Roberto Tamborini
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Supervisors: Nicoletta Marinelli and Alfonso Carfora
2025
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Supervisors: Rosaria Romano and Jamus Jerome Lim
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Supervisors: Pietro Rossi and Giacomo Bormetti
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Supervisors: Marco Maggis and Marzia De Donno
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Supervisors: Tiziano De Angelis and Gabriele Stabile
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Supervisors: Susanna Zaccarin and Pietro Millossovich
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Supervisor: Emanuela Giacomini
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Supervisor: Marco Corazza
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Supervisor: Roberto Baviera
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Supervisor: Marco Tolotti
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Supervisors: Fabrizio Lillo and Piero Mazzarisi
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Supervisor: Maria Elena De Giuli
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Supervisors: Andrea Polini and Carlo Lucheroni
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Supervisor: Emilio Barucci
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Supervisors: Fabrizio Lillo and Piero Mazzarisi
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Three Essays in Mental ModelsSupervisor: Marco LiCalzi
2024
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Supervisors: Roy Cerqueti and Gianluca Vagnani
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Supervisor: Franco Flandoli
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Supervisors: Fabrizio Lillo and Giacomo Bormetti
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Supervisor: Nino Savelli
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Supervisors: Ali Ahmadian and Massimiliano Ferrara
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Supervisors: Andrew Ainsworth and Terry Walter
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Supervisors: Diego Garlaschelli and Giorgio Fagiolo
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Supervisor: Stefano Patrì
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Supervisor: Claudio Fontana
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Supervisors: Marco Castellani, Massimiliano Giuli and Davide Gabrielli
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Supervisor: Susanna Levantesi
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Supervisors: Diego Garlaschelli and Piero Mazzarisi
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Supervisors: Francesco Pattarin and Stefano Cosma
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Supervisor: Massimiliano Ferrara
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Supervisor: Immacolata Oliva
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Supervisor: Maria Elvira Mancino
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Supervisor: Alessandra Buratto
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Supervisors: Munir Hiabu and Gian Paolo Clemente
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Supervisors: Salvatore Greco and Antonio Punzo
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Supervisor: Sabrina Mulinacci
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Supervisor: Fabio Baione
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Supervisors: Carlos Ruiz, Cristian Pelizzari and Paolo Stefano Falbo
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Supervisor: Silvia Romagnoli
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Supervisor: Immacolata Oliva
2023
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Supervisor: Costanza Torricelli
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Supervisors: Markus Fischer and Giorgia Callegaro
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Supervisor: Marina Resta
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Supervisors: Barbara Vantaggi and Davide Petturiti
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Supervisor: Gian Paolo Clemente
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Supervisors: Davide Gabrielli, Raffaele D'Ambrosio and Fabio Antonelli
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Supervisors: Andrea Pascucci and Luca Caputo
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Supervisor: Francesco Menoncin
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Supervisor: Luca Passalacqua
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Supervisor: Susanna Levantesi
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Supervisor: Luca Franco Pavarino
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Supervisor: Andrea Pascucci
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Supervisor: Sergio Bianchi
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Supervisors: Katia Colaneri and Alessandra Cretarola
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Supervisors: Stefano Marmi and Piero Mazzarisi
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Supervisors: Giorgia Oggioni and Rossana Riccardi
2022
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Supervisor: Sergio Ortobelli Lozza
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Supervisors: Tiziano Vargiolu and Markus Fischer
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Supervisor: Roberto Baviera
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Supervisor: Carlo Alberto Magni
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Supervisor: Daniele Tantari
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Supervisor: Giovanni Batista Masala
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Supervisors: Massimiliano Ferrara and Massimo Finocchiaro Castro
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Supervisors: Paula Rodríguez Modroño and Silvia Muzzioli
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Supervisor: Susanna Levantesi
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Supervisors: Giacomo Bormetti and Fabrizio Lillo
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Supervisor: Susanna Levantesi
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Supervisors: Bernard De Baets and Silvia Muzzioli
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Supervisor: Bruno Antonio Pansera
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Supervisors: Piergiacomo Sabino and Emanuela Sasso
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Supervisor: Luca Passalacqua
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Supervisors: Elvio Accinelli Gamba and Lionello Franco Punzo
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Supervisor: Andrea Roventini
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Supervisor: Paolo Ghirardato
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Supervisor: Gianpaolo Clemente
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Supervisor: Sergio Ortobelli Lozza
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Supervisor: Domenico Delli Gatti
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Supervisors: Roy Cerqueti and Catherine Deffains-Crapsky
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Supervisors: Francesca Chiaromonte and Fabrizio Lillo
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Supervisors: Giacomo Bormetti and Fabrizio Lillo
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Supervisors: Anna Rita Bacinello and Josanco Floreani
2021
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Supervisors: Carlos Ruiz and Rossana Riccardi
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Supervisors: Elisa Luciano and Fabrizio Lillo
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Supervisors: Fulvio Corsi, Stefano Marmi and Giulia Livieri
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Supervisor: Daniele Marazzina
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Supervisor: Marco Frittelli
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Supervisor: Rosella Castellano
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Supervisors: Luca Zanni and Valeria Ruggiero
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Supervisor: Paolo Pellizzari
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Supervisors: Marco Guerrazzi and Ottavio Caligaris
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Supervisors: Salvatore Greco and Giuseppe Caristi
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Supervisors: Didier Aussel and Rossana Riccardi
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Supervisor: Carlo Alberto Magni
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Supervisor: Susanna Levantesi
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Supervisors: Martino Grasselli and Giorgia Callegaro
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Supervisors: Umberto Cherubini and Cristian Pelizzari
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Supervisors: Roy Cerqueti and Jorgen-Vitting Andersen
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Supervisors: Cristian Pelizzari and Paolo Stefano Falbo
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Supervisor: Bernard Dumas
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Supervisor: Tiziano Vargiolu
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Supervisors: Maria Elvira Mancino, Maria Cristina Recchioni and Simone Scotti
2020
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Supervisor: Sergio Ortobelli Lozza
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Supervisor: Rosella Giacometti
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Supervisor: Fabrizio Lillo
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Supervisors: Daniele Tantari and Fabrizio Lillo
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Supervisor: Enrico Bernardi
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Supervisors: Fabio Trojani and Massimo Marinacci
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Supervisor: Gian Paolo Clemente
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Supervisors: Laura Ballotta and Gianluca Fusai
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Supervisor: Roberto Renò
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Supervisor: Carlo Lucheroni
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Supervisor: Silvia Angilella
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Supervisor: Luca Di Persio
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Supervisor: Emanuele Borgonovo
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Supervisor: Anna Battauz
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Supervisor: Monica Milasi
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Supervisors: Ermanno Pitacco, Gianni Bosi and Francesca Visintin
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Supervisor: Andrea Consiglio
2019
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Supervisor: Marco Li Calzi
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Supervisors: Paolo Dai Pra and Ida Minelli
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Supervisor: Giorgia Oggioni
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Optimal Reinsurance and Investment Problems with Different Levels of InformationSupervisor: Claudia Ceci
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Supervisor: Raimondo Manca
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Supervisors: Fabio Tramontana and Marina Resta
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Supervisors: Davide Pirino and Giampiero M. Gallo
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Supervisor: Francesco Cesarone
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Supervisor: Paolo Garella
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Supervisor: Rita Laura D'Ecclesia
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Supervisors: Guglielmo D'Amico, Alex Frino and Terry Walter
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Supervisor: Tiziano Vargiolu
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Supervisor: Stewart Hodges
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Supervisor: Fabio Maccheroni
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Supervisors: Stefan Trueck and Sergio Ortobelli Lozza
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Supervisor: Fabrizio Lillo
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Supervisor: Marina Resta
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Supervisor: Gianna Figà-Talamanca
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Supervisor: Tiziano Vargiolu
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Supervisor: Roy Cerqueti
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Supervisors: Tomaš Tichy and Rosella Giacometti
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Supervisor: Flavio Bazzana
2018
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Supervisor: Pier Luigi Conti
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Supervisor: Pier Luigi Conti
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Supervisor: Salvatore Greco
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Supervisor: Andrea Pascucci
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Supervisor: Giuseppe Ragusa
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Supervisors: Fabrizio Lillo and Fulvio Corsi
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Supervisor: Maria Chiarolla
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Supervisors: Andrea Pascucci and Marco Di Francesco
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Supervisors: Martino Grasselli and Giorgia Callegaro
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Supervisor: Paolo Pellizzari
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Supervisor: Cristiana Mammana
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Supervisor: Fabrizio Lillo
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Supervisor: Francesco Menoncin
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Supervisor: Francesco Sobbrio
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Supervisor: Lorenzo Sacconi
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Supervisor: Massimo Warglien
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Supervisors: Fabrizio Lillo and Loriana Pelizzon
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Supervisor: Fulvio Ortu
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Supervisor: Martin Larsson
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Supervisors: Franco Pellerey and Laura Sacerdote
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Supervisor: Francesco Menoncin
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Supervisor: Massimo Guidolin
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Supervisor: Marco Tolotti
2017
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Supervisors: Giacomo Bormetti and Fulvio Corsi
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Supervisor: Giuseppe Ragusa
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Supervisors: Fulvio Corsi and Stefano Marmi
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Supervisor: Giuseppe Ragusa
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Supervisors: Rita Laura D'Ecclesia, Brunero Liseo and Marco Marini
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Supervisors: Marco Lippi and Simona Sanfelici
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Supervisor: Paolo Zaffaroni
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Supervisor: Giorgio Consigli
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Supervisors: Tomas Tichy and Sergio Ortobelli Lozza
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Supervisor: Daniele Marazzina
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Supervisor: Giorgio Consigli
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Supervisors: Giacomo Bormetti and Stefano Marmi
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Supervisor: Paolo Pellizzari
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Supervisor: Fabrizio Lillo
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Supervisor: Nicola Gennaioli
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Supervisors: Fabrizio Lillo and Giacomo Bormetti
2016
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Supervisor: Tiziano Vargiolu
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Supervisors: Alain Chateauneuf and Marco Li Calzi
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Supervisor: Luigi Bonatti
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Supervisors: Pascal Gourdel and Marco Li Calzi
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Supervisor: Antonino Zanette
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Supervisors: Stefano Marmi and Fausto Gozzi
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Supervisor: Ermanno Pitacco
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Supervisor: Gianni Bosi
2015
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Supervisor: Bruno Giacomello
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Supervisor: Marco Frittelli
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Supervisors: Laura Biagini and Rama Cont
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Supervisors: Sergio Ortobelli Lozza and Tomas Tichy
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Supervisors: Stefano Marmi and Aldo Nassigh
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Supervisor: Fabrizio Lillo
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Supervisor: Carsten Krabbe Nielsen
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Supervisors: Giacomo Bormetti and Fulvio Corsi
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Supervisors: Sergio Ortobelli Lozza, Stefan Trück and Egon Kalotay
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Measuring Risk Beyond the Cash-Additive ParadigmSupervisor: Martin Schweizer
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Supervisor: Sergio Ortobelli Lozza
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Supervisor: Giorgio Consigli
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Supervisor: Mauro Sodini
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Supervisors: Alessandra Amendola, Marilena Sibillo and Cira Perna
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Supervisor: Stefano Patrì
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Supervisor: Costanza Torricelli
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Supervisors: Vittorio Moriggia and Jitka Dupacova
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Supervisors: Maurizio Ciaschini and Enrico Bellino
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Supervisor: Michele Bernasconi
2014
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Supervisor: Monica Billio
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Supervisor: Gianni Bosi
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Supervisor: Rosella Giacometti
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Supervisor: Monica Billio
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Supervisors: Tiziano Vargiolu, Agostino Capponi and Andrea Pascucci
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Supervisors: Giorgio Consigli and Giovanni Urga
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Supervisors: Jean-Marc Bonnisseau, Elena Del Mercato and Agar Brugiavini
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Supervisor: Gian Italo Bischi
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Supervisors: Sergio Destefanis and Giovanna Bimonte
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Supervisors: Cars H. Hommes, Marco Li Calzi and Mikhail Anufriev
2013
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Supervisor: Mario Marchi
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Supervisor: Enrico Ciciotti
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Supervisor: Rita D'Ecclesia
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Characterization of the Filter for Jump-diffusion Observations via the Filtering Equation: An Application to Risk-minimizing HedgingSupervisor: Claudia Ceci
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Supervisor: Maria Elvira Mancino
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Supervisor: Tiziano Vargiolu
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Supervisor: Anna Agliari
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Coherent Conditional Possibility Theory and Possibilistic Graphical Modeling in a Coherent SettingSupervisor: Giulianella Coletti
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Supervisor: Anna Agliari
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Supervisors: Kumaraswamy V. Velupillai and Stefano Zambelli
2012
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Supervisors: Andreas Tsanakas and Laura Ballotta
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Supervisor: Maria Beatrice Chiarolla
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Supervisor: Maria Elvira Mancino
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Supervisor: Wolfgang J. Runggaldier
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Supervisor: Francesco Corielli
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Supervisor: Bruno Giacomello
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Supervisors: Martino Grasselli and Wolfgang Johann Runggaldier
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Supervisor: Ian van Dalen
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Supervisors: Marco Li Calzi and Paolo Pellizzari
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Supervisor: Maria Teresa Vespucci
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Supervisors: Sergio Destefanis and Elena Del Mercato
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Supervisor: Svetlozar Rachev
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Essays in Asset PricingSupervisor: Fulvio Ortu
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Supervisor: Paolo Pellizzari
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Supervisor: Enrico Bellino
2011
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Supervisors: Maria Elvira Mancino and Monique Pontier
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Supervisors: Francesco Bosello and Massimo Bordignon
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Supervisors: Vlad Bally and Maurizio Pratelli
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Supervisor: Roberto Renò
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Supervisor: Marco Eugenio Carlo Vannini
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Translative Functions and Abstract Convexity in Financial and Economic ModelsSupervisor: Alberto Zaffaroni
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Supervisor: Fausto Gozzi
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Supervisors: Luigi Mittone and Marco Mariotti
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Three Essays in Finance and Actuarial ScienceSupervisor: Elisa Luciano
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Supervisor: Vincenzo Fazio
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Supervisors: Juan Enrique Martínez Legaz and Elisabetta Allevi
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Supervisors: Vlad Bally and Maurizio Pratelli
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Supervisor: Marco Li Calzi
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Supervisor: Fausto Gozzi
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Supervisors: Rossana Riccardi and Riccardo Cambini
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Supervisor: Gianfranco Gambarelli
2010
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Credit Risk Models under Partial InformationSupervisors: Monique Jeanblanc and Wolfgang J. Runggaldier
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Essays on Monotonicity and Convexity in EconomicsSupervisor: Pierre Chiappori
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Supervisor: Gianmaria Martini
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Supervisor: Fausto Gozzi
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Supervisor: Luigi Pierfranco Campiglio
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Supervisor: Fausto Gozzi
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Supervisor: Maria Grazia Speranza
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Supervisor: Marco Frittelli
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Supervisor: Martino Grasselli
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Supervisors: Marco Li Calzi and Paolo Pellizzari
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Supervisor: Matteo Rocca
2009
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Supervisor: Alessandro Vaglio
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Supervisor: Svetlozar T. Rachev
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Supervisor: Francesco Rossi
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Supervisor: Anna Agliari
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Supervisor: Fausto Gozzi
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Supervisors: Michele Longo and Ferdinando Colombo
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Supervisor: Sergio Ortobelli
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Supervisors: Davide La Torre and Luciano Pilotti
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Supervisor: Fabio Zanolin
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Supervisor: Roberto Renò
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Supervisors: Rosella Giacometti
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Supervisor: Marc Chesney
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Supervisor: Giorgio Consigli
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Supervisors: Carlo Carraro and Luigi Pierfranco Campiglio
2008
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Supervisor: Marco Li Calzi
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Supervisors: Marco Li Calzi and Cars Hommes
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Supervisors: Elisabetta Allevi and Yves Smeers
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Supervisor: Marta Cardin
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Supervisor: Claudio Tebaldi
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Supervisor: Matheus R. Grasselli
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Supervisor: Sergio Ortobelli
2007
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Supervisor: Franco Nardini
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Supervisor: Christian P. Robert
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Supervisor: Nino Savelli
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Supervisor: Francesca Biagini
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Supervisors: Cars Hommes and Cees Diks
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Supervisor: Carlo Mari
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Numerical Implementation of a Credit Risk Model in the HJM FrameworkSupervisor: Silvana Musti
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Supervisor: Riccardo Cambini
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Supervisor: Antonio Carbone
2006
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Supervisors: Walter Schachermayer and Stefano Herzel
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Supervisors: Gerd Weinrich and Vito Moramarco
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Weak Convergence of Shortfall Risk Minimizing PortfoliosSupervisor: Tiziano Vargiolu
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Supervisor: Raimondo Manca
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New Results on Copulas and Related ConceptsSupervisor: Carlo Sempi
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Supervisor: Gerd Weinrich
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Supervisors: Habib Ouerdiane and Luigi Accardi
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Emissione ottima dei titoli di Stato: studio di un problema di controllo stocasticoSupervisor: Claudia Ceci
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Supervisor: Damiano Brigo
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Supervisors: Alessandro Montrone and Albino Saccomanno
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Supervisors: Domenico Delli Gatti, Gianluca Femminis and Gerd Weinrich
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Supervisors: Marco Lossani and Gerd Weinrich
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Supervisor: Marcello Minenna
2005
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Supervisors: Elena Moretti and Elio Canestrelli
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Supervisor: Anna Rita Bacinello
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Supervisor: Marco Frittelli
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Supervisors: Pier Luigi Sacco and Luca Lambertini
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Supervisors: Ermanno Pitacco and Annamaria Olivieri
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Stochastic Delay Differential Equations and Applications to Mathematical FinanceSupervisors: Giovanni Battista Di Masi and Tiziano Vargiolu
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Supervisors: Erio Castagnoli and Gabriele Camera
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Supervisor: Giuseppe De Arcangelis
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Supervisor: Silvana Stefani
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Supervisors: Mariacristina Uberti and Silvana Stefani
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Supervisor: Domenico Menicucci
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Supervisor: Silvana Stefani
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Supervisors: Anna Torriero and Silvana Stefani
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Supervisor: Elisa Luciano
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Supervisor: Antonella Basso
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Supervisor: Maurizio Pratelli
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Supervisors: M. Pierre Cyrille Hautcoeur and Luisa Anderloni
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Supervisors: Achille Basile and Marco Pagano
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Supervisor: Angelo Antoci
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Supervisors: Andrea Gamba and Gordon Sick
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Supervisors: Erio Castagnoli and Elisa Luciano
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Supervisor: Rosella Giacometti
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Supervisors: Erio Castagnoli and Massimo Marinacci
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Supervisor: Erio Castagnoli
2004
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Supervisor: Maria Grazia Speranza
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Some Issues about American OptionsSupervisor: Maurizio Pratelli
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Supervisors: Andrea Di Liddo and Lucia Maddalena
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Supervisors: John Hey and Michele Bernasconi
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Supervisor: Maria B. Chiarolla
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Supervisor: Lucia Maddalena
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Supervisors: Francesca Biagini and Sergio Ortobelli Lozza
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Supervisor: Maria Teresa Calapso
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Supervisors: Andrea Di Liddo and Lucia Maddalena
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Supervisors: Francesco Timpano and Gerd Weinrich
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Supervisor: Maria Teresa Calapso
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Supervisors: Claudio Porzio and Alessandro Carretta
2003
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Supervisor: Lorenzo Peccati
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Supervisors: Massimo Egidi and Pietro Terna
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Marchés financiers avec un nombre infini d'actifs, couverture quadratique et délits d'initiésSupervisor: Marc Yor
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Supervisor: Massimo Marinacci
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Supervisor: Leonardo Becchetti
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Supervisor: Enzo Rossi
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Supervisors: Emilio Barucci and Fabio Antonelli
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Supervisors: Maria Caliri and Maria Teresa Calapso
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Supervisor: Bruno Girotto
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Supervisors: Silvano Cincotti, Michele Marchesi and Riccardo Zoppoli
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Supervisor: Fausto Gozzi
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Supervisors: Salvatore Greco and Maria Teresa Calapso
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Supervisors: Achille Basile and Jacqueline Morgan
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Supervisor: Emilia Di Lorenzo
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Supervisors: Erio Castagnoli and Gianluca Fusai
2002
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Supervisor: Salvatore Greco
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Supervisors: Renato Zanovello, Wolfgang Runggaldier and Marc Yor
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Supervisors: Angelo Guerraggio and Erio Castagnoli
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Supervisor: Wolfgang Runggaldier
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Supervisor: Lucio Geronazzo
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Supervisor: Roberto Natalini
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Supervisor: Emilia Di Lorenzo
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Supervisor: Marco Frittelli
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Supervisors: Stefano Pallottino and Maria Grazia Scutellà
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The Black-Scholes-Barenblatt Equation and Its Applications in Mathematical FinanceSupervisor: Wolfgang Runggaldier
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Supervisors: Giovanni Pistone and Damiano Brigo
2001
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Supervisor: Maurizio Pratelli
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Supervisor: Achille Basile
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Supervisor: Augusto Bellieri dei Belliera
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Supervisors: Maria Teresa Calapso and Ion Marius Stoka
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La gestion de portefeuille à long terme: une approche de finance mathématiqueSupervisor: Elyès Jouini
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Supervisors: Benedetto Matarazzo, Gian Italo Bischi and Maria Teresa Calapso
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Some Developments on Mechanism Design and AuctionsSupervisor: Antonio Cabrales
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Supervisor: Costanza Torricelli
2000
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Supervisor: Anna Torriero
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Three Essays on Dynamic Contracts with Applications to the Labour MarketSupervisor: Antonio Cabrales
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Supervisors: Ermanno Pitacco and Steven Haberman
1999
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Supervisors: Erio Castagnoli and Giulio Diale
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Supervisor: Giulianella Coletti
1998
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Supervisor: Francesco Andria
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Supervisor: Elena Moretti Tomasin
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Supervisor: Maurizio Pratelli
1997
1996
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Population Games, Equilibria and the Evolution of PlaySupervisors: Tilman Borgers and Ken Binmore
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Games and Decisions under AmbiguitySupervisor: Itzhak Gilboa
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Existence of Equivalent Martingale Measures in Finite Dimensional Securities MarketsSupervisor: José Scheinkman
1995
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Supervisor: Robert Lazarsfeld
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Supervisor: Guido A. Rossi
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A Model of Non-additive Uncertainty and its Applications to EconomicsSupervisor: Robert Anderson
1994
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Su un metodo per la valutazione di progettiSupervisors: Giulio Diale and Lorenzo Peccati
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Supervisor: Giorgio Letta
1993
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Supervisor: David Kreps
1991
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Supervisor: Francesco Mason
1990
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Il modello Bonus-Malus: strategie e criteri decisionali nell'assicurazione di Responsabilità Civile AutoveicoliSupervisor: Riccardo Ottaviani