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Mario Maggi
Mario Maggi
Associate Professor, University of Pavia
Verified email at unipv.it - Homepage
Title
Cited by
Cited by
Year
Risky choices and emotion-based learning
C Lucarelli, P Uberti, G Brighetti, M Maggi
Journal of Economic Psychology 49, 59-73, 2015
312015
A new approach for firm value and default probability estimation beyond Merton models
ME De Giuli, D Fantazzini, MA Maggi
Computational Economics 31, 161-180, 2008
222008
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
222006
A characterization of s-shaped utility functions displaying loss aversion
MA Maggi
Quaderni di Dipartimento-EPMQ, 2004
172004
Data validity and statistical conformity with Benford’s Law
R Cerqueti, M Maggi
Chaos, Solitons & Fractals 144, 110740, 2021
162021
Proper measures of connectedness
M Maggi, ML Torrente, P Uberti
Annals of Finance 16 (4), 547-571, 2020
152020
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
152010
The market rank indicator to detect financial distress
S Figini, M Maggi, P Uberti
Econometrics and Statistics 14, 63-73, 2020
142020
Proposed coal power plants and coal-to-liquids plants in the US: Which ones survive and why?
D Fantazzini, M Maggi
Energy Strategy Reviews 7, 9-17, 2015
132015
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
132009
Intersectoral default contagion: A multivariate Poisson autoregression analysis
A Escribano, M Maggi
Economic Modelling 82, 376-400, 2019
122019
Outdoor light pollution and COVID-19: The Italian case
A Argentiero, R Cerqueti, M Maggi
Environmental Impact Assessment Review 90, 106602, 2021
112021
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
92017
Computing reliable default probabilities in turbulent times
D Fantazzini, M Maggi
Rethinking valuation and pricing models, 241-255, 2012
92012
Loss aversion and perceptual risk aversion
MA Maggi
Journal of Mathematical Psychology 50 (4), 426-430, 2006
92006
Bayesian outlier detection in capital asset pricing model
ME De Giuli, MA Maggi, C Tarantola
Statistical Modelling 10 (4), 375-390, 2010
82010
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
72013
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
72012
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
72011
VIX Index Strategies: Shorting volatility as a portfolio enhancing strategy
A Dondoni, DM Montagna, M Maggi
Available at SSRN 3104407, 2018
62018
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Articles 1–20