1 citations · 1 across the 5 of their papers we have counts for
5 papers
Technology innovation in evolutionary green transition: environmental quality and economic sustainability
Fausto Cavalli, Alessandra Mainini, Enrico Moretto +1
We propose an evolutionary model to study the transition toward green technology under the influence of innovation. Clean and dirty technologies are selected according to their pro…
Displaying risk in mergers: a diagrammatic approach for exchange ratio determination
Alessandra Mainini, Enrico Moretto, Daniela Visetti
This article extends, in a stochastic setting, previous results in the determination of feasible exchange ratios for merging companies. A first outcome is that shareholders of the…
Extending Yagil exchange ratio determination model to the case of stochastic dividends
Alessandra Mainini, Enrico Moretto
This article extends, in a stochastic environment, the Yagil (1987) model which establishes, in a deterministic dividend discount model, a range for the exchange ratio in a stock-f…
Covariance of random stock prices in the Stochastic Dividend Discount Model
Arianna Agosto, Alessandra Mainini, Enrico Moretto
Dividend discount models have been developed in a deterministic setting. Some authors (Hurley and Johnson, 1994 and 1998; Yao, 1997) have introduced randomness in terms of stochast…
Learning and Portfolio Decisions for HARA Investors
Michele Longo, Alessandra Mainini
We maximize the expected utility from terminal wealth for an HARA investor when the market price of risk is an unobservable random variable. We compute the optimal portfolio explic…