Prof. Paola Modesti
Parma University, Italy
Email:paola.modesti@unipr.it
Qualifications
1992 Ph.D., Mathematics applied to Economic Problems, University of Trieste, Italy
Publications (Selected)
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Favero G, Garlappi L, Ghirardato P, LiCalzi M, Modesti P. A bird’s eye view on decision theory and mathematical finance: a tribute to the legacy of Erio Castagnoli. Decisions in Economics and Finance. 2025 Jun 28:1-3.
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Favero G, Garlappi L, Ghirardato P, LiCalzi M, Modesti P. A bird’s eye view on decision theory and mathematical finance: a tribute to the legacy of Erio Castagnoli. Decisions in Economics and Finance. 2025 Jun 28:1-3.
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Modesti P. On Specimen Theoriae Novae de Mensura Sortis of Daniel Bernoulli: P. Modesti. Decisions in Economics and Finance. 2025 Jun;48(1):775-93.
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De Donno M, Donati R, Favero G, Modesti P. Risk estimation for short-term financial data through pooling of stable fits. Financial Markets and Portfolio Management. 2019 Dec;33(4):447-70.
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Castagnoli E, Favero G, Modesti P. Price Systems for Random Amounts: A Unified Approach. InAnalyzing Risk through Probabilistic Modeling in Operations Research 2016 (pp. 354-379). IGI Global.
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Rostek KB. Risk management: Role and importance in business organization. InAnalyzing risk through probabilistic modeling in operations research 2016 (pp. 149-178). IGI Global.
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Castagnoli E, De Donno M, Favero G, Modesti PA. Granular and star-shaped price systems. Journal of Financial Risk Management. 2015;4(03):227-49.
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Mignanego F, Modesti P. Imitation, stock markets and Stackelberg games. International Journal of Applied Management Science. 2014 Jan 1;6(1):84-97.
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Favero G, Modesti P. Dopo von Neumann e Morgenstern: Il Dibattito dagli Anni Quaranta agli Anni Cinquanta. La Matematica nella Società e nella Cultura. Rivista dell'Unione Matematica Italiana. 2013;6(2):263-98.
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Modesti P. Measures for firms value in random scenarios. InPreferences and Decisions: Models and Applications 2010 Aug 28 (pp. 305-319). Berlin, Heidelberg: Springer Berlin Heidelberg.
Profile Details
https://personale.unipr.it/en/ugovdocenti/person/20257
https://www.researchgate.net/profile/Paola-Modesti
https://it.linkedin.com/in/paola-modesti-b195899