Credit risk migration rates modeling as open systems: A micro-simulation approach S Landini, M Uberti, S Casellina Communications in Nonlinear Science and Numerical Simulation 58, 147-166, 2018 | 27 | 2018 |
A statistical mechanic view of macro-dynamics in economics S Landini, M Uberti Computational Economics 32, 121-146, 2008 | 25 | 2008 |
Credit risk migration rates modelling as open systems II: A simulation model and IFRS9-baseline principles S Landini, M Uberti, S Casellina Structural Change and Economic Dynamics 50, 175-189, 2019 | 20 | 2019 |
A note on Shiu's immunization results M Uberti Insurance: Mathematics and Economics 21 (3), 195-200, 1997 | 20 | 1997 |
Approaches to forecasting volatility: Models and their performances for emerging equity markets R Pezzo, M Uberti Chaos, Solitons & Fractals 29 (3), 556-565, 2006 | 9 | 2006 |
A Target-Oriented Approach: A'One-Size'Model to Suit Humans and Econs Behaviors R Bordley, L Tibiletti, M Uberti Available at SSRN 2354058, 2013 | 8 | 2013 |
Optimal monetary policy and long-term interest rate dynamics: Taylor rule extensions S Casellina, M Uberti Computational Economics 32, 183-198, 2008 | 8 | 2008 |
Adjustable and fixed interest rates mortgage markets modelling: Evidences from Italy over the last 14 years M Uberti, S Landini, S Casellina Central European Journal of Operations Research 22, 391-406, 2014 | 5 | 2014 |
Present value decomposition of foreign currency assets M Uberti Recent Research in Financial Modelling, 105-116, 1993 | 5 | 1993 |
Financial fragility and credit risk: A simulation model A Cafferata, S Casellina, S Landini, M Uberti Communications in Nonlinear Science and Numerical Simulation 116, 106879, 2023 | 3 | 2023 |
The estimation risk and the IRB supervisory formula S Casellina, S Landini, M Uberti European Banking Authority Research Paper, 2021 | 3 | 2021 |
Controversy in contracts with installment plans: Financial and accounting approaches to early termination assessments A Migliavacca, L Puddu, L Tibiletti, M Uberti International Multidisciplinary Scientific Conference On Social Sciences And …, 2015 | 3 | 2015 |
Credit market dynamics: a cobweb model S Casellina, S Landini, M Uberti Computational Economics 38, 221-239, 2011 | 3 | 2011 |
A multi-disciplinary financial and accounting framework to outstanding debt assessment and default for lease agreement A Migliavacca, M Uberti, L Puddu, L Tibiletti Risk management: perspectives and open issues. A multi-disciplinary approach …, 2016 | 2 | 2016 |
How does Optimism impact on Entrepreneurs’ Overconfidence? S Margarita, L Tibiletti, M Uberti International Journal of Business Research Management 6 (3), 45-53, 2015 | 2 | 2015 |
Recent research in financial modelling EJ Stokking, G Zambruno Springer Science & Business Media, 2012 | 2 | 2012 |
Volatility forecasting performances of SVOL and AJD models for very volatile markets R Pezzo, M Uberti 2nd World Congress 2002 BFS (Bachelier Finance Society), 0-0, 2002 | 2 | 2002 |
Quadratic dynamic programming L Montrucchio, M Uberti Proceedings of the Workshop MDEF2000, 2001 | 2 | 2001 |
Immunization of portfolios with liabilities M Uberti Financial Modelling, 391-400, 2000 | 2 | 2000 |
Nota su un'applicazione finanziaria della programmazione frazionaria M Uberti Quaderni dell'Istituto di Matematica Finanziaria dell'Università degli Studi …, 1990 | 2 | 1990 |