Mario Maggi
Mario Maggi
Associate Professor, University of Pavia
Verified email at - 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
Risky choices and emotion-based learning
C Lucarelli, P Uberti, G Brighetti, M Maggi
Journal of Economic Psychology 49, 59-73, 2015
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
A characterization of s-shaped utility functions displaying loss aversion
MA Maggi
Quaderni di Dipartimento-EPMQ, 2004
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
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
Computing reliable default probabilities in turbulent times
D Fantazzini, M Maggi
Rethinking valuation and pricing models, 241-255, 2012
Loss aversion and perceptual risk aversion
MA Maggi
Journal of Mathematical Psychology 50 (4), 426-430, 2006
Pricing mutual bank deposit guarantees
ME De Giuli, MA Maggi, FM Paris
Working Paper, 10th Annual Conference of the Multinational Finance Society …, 2003
Bayesian outlier detection in capital asset pricing model
ME De Giuli, MA Maggi, C Tarantola
Statistical Modelling 10 (4), 375-390, 2010
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
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
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
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
The market rank indicator to detect financial distress
S Figini, M Maggi, P Uberti
Econometrics and Statistics, 2018
Performance of credit risk prediction models via proper loss functions
S Figini, M Maggi
DEM Working Papers Series, 2014
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
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
VIX Index Strategies: Shorting Volatility As a Portfolio Enhancing Strategy
A Dondoni, D Montagna, M Maggi
Available at SSRN 3104407, 2018
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
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