3 papers
physics.soc-ph2025
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…
q-fin.RM2017
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…
q-fin.PM2015
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…