Milo Bianchi, and Jean-Marc Tallon, “Ambiguity Preferences and Portfolio Choices: Evidence from the Field”, Management Science, vol. 65, n. 4, April 2019, pp. 1486–1501.
Tiziana Assenza, and D. Delli Gatti, “The financial transmission of shocks in a simple hybrid macroeconomic agent based model”, Journal of Evolutionary Economics, vol. 29, n. 1, March 2019, pp. 265–297.
Jean-Paul Décamps, and Stéphane Villeneuve, “A two-dimensional control problem arising from dynamic contracting theory”, Finance and Stochastics, vol. 23, n. 1, January 2019, pp. 1–28.
Tim Bollerslev, Nour Meddahi, and Serge Nyawa, “High-dimensional multivariate realized volatility estimation”, Journal of Econometrics, 2019, forthcoming.