CINFRIGNINI ANDREA

Andrea
Cinfrignini
Dipartimento di Economia Politica e Statistica
Ricercatore Legge 240/10 - tempo determinato

Office hours

By appointment, in person (Room 223) or online:

  • Monday 14:30 - 16:00
  • Tuesday 14:30 - 16:00

 

Contacts

andrea.cinfrignini@unisi.it

Curriculum Vitae

cv

Teaching activities

Completion accademic year: 2024/2025

FUNDAMENTALS OF PROGRAMMING
Course year: 1 Second cycle degree (Laurea Magistrale) FINANCE A.Y. 2024/2025
MATHEMATICAL MODELS FOR FINANCIAL MARKETS
Course year: 3 First cycle degree (DM 270) ECONOMICS AND BANKING A.Y. 2022/2023

Registration for exams

Research

Ultime pubblicazioni:

  • Cinfrignini, A., Petturiti, D., Vantaggi, B. (2025). Behavioral Dynamic Portfolio Selection via Epsilon-Contaminations. In Information Processing and Management of Uncertainty in Knowledge-Based Systems; : 20th International Conference, IPMU 2024, Lisbon, Portugal, July 22-26, 2024, Proceedings, Volume 3. Springer International Publishing. - view more
  • Cinfrignini, A., Petturiti, D., Vantaggi, B. (2024). Imprecise Dynamic Value-at-Risk Induced by a DS-Bivariate Random Walk. In Scalable Uncertainty Management (pp.115-129) [10.1007/978-3-031-76235-2_9]. - view more
  • Cinfrignini, A., Petturiti, D., Stabile, G. (2024). Newsvendor problem with discrete demand and constrained first moment under ambiguity. DECISIONS IN ECONOMICS AND FINANCE [10.1007/s10203-024-00477-7]. - view more
  • Cinfrignini, A., Petturiti, D., Vantaggi, B. (2024). Market consistent bid-ask option pricing under Dempster-Shafer uncertainty. QUANTITATIVE FINANCE, 1-20 [10.1080/14697688.2024.2353318]. - view more
  • Cinfrignini, A., Petturiti, D., Vantaggi, B. (2023). Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting. ANNALS OF OPERATIONS RESEARCH, 321, 103-137 [10.1007/s10479-022-05126-z]. - view more
All publications