BARRO, Diana
BARRO, Diana
Dipartimento di Economia
A credit contagion model for loan portfolios in a network of firms with spatial interaction
2006-01-01 Barro, Diana; Basso, Antonella
A credit contagion model for loan portfolios in a network of firms with spatial interaction
2006-01-01 Barro, Diana; Basso, Antonella
A credit contagion model for loan portfolios in a network of firms with spatial interaction
2006-01-01 Barro, Diana; Basso, Antonella
A decomposition approach in multistage stochastic programming
2005-01-01 Barro, Diana; Canestrelli, Elio
A network of business relations to model counterparty risk
2008-01-01 Barro, Diana; Basso, Antonella
A network of business relations to model counterparty risk
2008-01-01 Barro, Diana; Basso, Antonella
A stochastic programming model for dynamic portfolio management with financial derivatives
2022-01-01 Barro, D.; Consigli, G.; Varun, V.
Alternative Probability Weighting Functions in Behavioral Portfolio Selection
2023-01-01 Barro, Diana; Corazza, Marco; Nardon, Martina
Behavioral aspects in portfolio selection
2021-01-01 Barro, Diana; Corazza, Marco; Nardon, Martina
Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
2016-01-01 Barro, Diana; Canestrelli, Elio
Combining stochastic programming and optimal control to solve multistage stochastic optimization problems
2011-01-01 Barro, Diana; Canestrelli, Elio
Counterparty risk: a credit contagion model for a bank loan portfolio
2005-01-01 Barro, Diana; Basso, Antonella
Credit contagion in a network of firms with spatial interaction
2008-01-01 Barro, Diana; Basso, Antonella
Credit contagion in a network of firms with spatial interaction
2010-01-01 Barro, Diana; Basso, Antonella
Cumulative Prospect Theory portfolio selection
2020-01-01 Barro, Diana; Corazza, Marco; Nardon, Martina
Decomposizione temporale per un problema di gestione dinamica di portafoglio a scenari
2002-01-01 Barro, Diana; Canestrelli, Elio
Distribuzioni generalizzate per la descrizione dei corsi azionari e per l'option pricing
2000-01-01 Barro, Diana
Downside risk in multiperiod tracking error models
2012-01-01 Barro, Diana; Canestrelli, Elio
Downside risk in multiperiod tracking error models
2014-01-01 Barro, Diana; Canestrelli, Elio
Dynamic Portfolio Optimization: Time Decomposition using the Maximum Principle with a Scenario Approach
2005-01-01 Barro, Diana; Canestrelli, Elio