Mario Maggi
Mario Maggi
Associate Professor, University of Pavia
Verified email at unipv.it - Homepage
TitleCited byYear
On the relationship between absolute prudence and absolute risk aversion
MA Maggi, U Magnani, M Menegatti
Decisions in Economics and Finance 29 (2), 155-160, 2006
162006
Risky choices and emotion-based learning
C Lucarelli, P Uberti, G Brighetti, M Maggi
Journal of Economic Psychology 49, 59-73, 2015
152015
A copula-VAR-X approach for industrial production modelling and forecasting
C Bianchi, A Carta, D Fantazzini, ME De Giuli, MA Maggi
Applied Economics 42 (25), 3267-3277, 2010
132010
A characterization of s-shaped utility functions displaying loss aversion
MA Maggi
Quaderni di Dipartimento-EPMQ, 2004
122004
Deposit guarantee evaluation and incentives analysis in a mutual guarantee system
ME De Giuli, MA Maggi, FM Paris
Journal of Banking & Finance 33 (6), 1058-1068, 2009
112009
A New Approach for Firm Value and Default Probability Estimation Beyond Merton Models
D Fantazzini, ME De Giuli, M Maggi
Available at SSRN 1070681, 2008
92008
Computing reliable default probabilities in turbulent times
D Fantazzini, M Maggi
Rethinking valuation and pricing models, 241-255, 2012
82012
Loss aversion and perceptual risk aversion
MA Maggi
Journal of Mathematical Psychology 50 (4), 426-430, 2006
72006
Pricing mutual bank deposit guarantees
ME De Giuli, MA Maggi, FM Paris
Working Paper, 10th Annual Conference of the Multinational Finance Society …, 2003
72003
Bayesian outlier detection in capital asset pricing model
ME De Giuli, MA Maggi, C Tarantola
Statistical Modelling 10 (4), 375-390, 2010
62010
A new approach for firm value and default probability estimation beyond Merton models
ME De Giuli, D Fantazzini, MA Maggi
Computational Economics 31 (2), 161-180, 2008
62008
Water losses and optimal network investments: Price regulation effects with municipalization and privatization
A Cavaliere, M Maggi, F Stroffolini
Water resources and economics 18, 1-19, 2017
52017
Efficient mechanisms for access to storage when competition in gas markets is imperfect
A Cavaliere, V Giust, M Maggi
Energy Economics 36, 481-490, 2013
52013
Small sample properties of copula-GARCH modelling: a Monte Carlo study
C Bianchi, ME De Giuli, D Fantazzini, M Maggi
Applied Financial Economics 21 (21), 1587-1597, 2011
42011
The market rank indicator to detect financial distress
S Figini, M Maggi, P Uberti
Econometrics and Statistics, 2018
32018
Performance of credit risk prediction models via proper loss functions
S Figini, M Maggi
DEM Working Papers Series, 2014
32014
Short Selling in Emerging Markets: A Comparison of Market Performance during the Global Financial Crisis
M Maggi, D Fantazzini
Handbook of Short Selling, 339-352, 2012
32012
Discrete-time affine term structure models: an ARCH formulation
A Carta, D Fantazzini, MA Maggi
International Journal of Risk Assessment and Management 11 (1), 164, 2009
32009
VIX Index Strategies: Shorting Volatility As a Portfolio Enhancing Strategy
A Dondoni, D Montagna, M Maggi
Available at SSRN 3104407, 2018
12018
Investment-driven mixed firms: partial privatization by local governments
A Cavaliere, M Maggi, F Stroffolini
International Tax and Public Finance 24 (3), 459-483, 2017
12017
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Articles 1–20