Software

1. behavioral-portfolio

• Repository GitHub: LINK

• Description: Optimization code for the paper

A. Cinfrignini, D. Petturiti and B. Vantaggi. Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations. European Journal of Operational Research, Accepted, 2025.

2. bid-ask-DS

• Repository GitHub: LINK

• Description: Calibration code for the paper 

A. Cinfrignini, D. Petturiti, and B. Vantaggi. Market consistent bid-ask option pricing under Dempster-Shafer uncertainty. Quantitative Finance, 25(2):249–268, 2025.

3. epsilon-newsvendor

• Repository GitHub: LINK

• Description: Optimization code for the paper

A. Cinfrignini, D. Petturiti, and G. Stabile. Newsvendor problem with discrete demand and constrained first moment under ambiguity. Decisions in Economics and Finance, DOI: 10.1007/s10203-024-00477-7, 2024.