Applied Mathematics list of working papers 2004
(please click on paper's number to read the abstracts)


Other Papers are available here

Working Paper
Author
Subject

Fabio Maccheroni, Massimo Marinacci and Aldo Rustichini

Variational representation of preferences under ambiguity (Download)

Antonio Lijoi, Ramsés H. Mena, and Igor Prünster

Hierarchical mixture modelling with normalized inverse Gaussian priors (Download), (published in the Journal of American Statistical Association, 100, 2005, 1278-1291).

Antonio Lijoi, Igor Prünster, and Stephen G. Walker

Contributions to the understanding of Bayesian consistency (Download), (published in Biometrika, 92, 2005, 765-778).

Antonio Lijoi, Igor Prünster, and Stephen G. Walker

On consistency of nonparametric normal mixtures for Bayesian density estimation (Download), (published in the Journal of American Statistical Association, 100, 2005, 1292-1296).

Antonio Lijoi, Igor Prünster, and Stephen G. Walker

On rates of convergence for posterior distributions in infinite–dimensional models (Download), (published in The Annals of Statistics, 35, 2007, 738-746).

Fabio Maccheroni, Massimo Marinacci, Aldo Rustichini and Marco Taboga

Portfolio Selection with Monotone Mean-Variance Preferences (Download)

Fabio Maccheroni and Massimo Marinacci

A strong law of large numbers for capacities(Download)