Benvenuti nell'Anagrafe della Ricerca d'Ateneo

Caratterizzazione sperimentale e analisi delle incertezze in un sistema di comunicazione ottica wireless subacquea (UOWC)

Exploring entropy-based portfolio strategies: empirical analysis and cryptocurrency impact

Relative entropy, a distance measure, has recently found broad application in portfolio selection. An intriguing and newly proposed risk measure, Entropic Value-at-Risk (EVaR), possesses a dual representation that underscores its connection to relative entropy. EVaR boasts several advantages: it is coherent, strongly monotone, and convex, serving as an upper bound to Conditional Value-at-Risk (CVaR), which, in turn, is an upper bound to Value-at-Risk (VaR). Additionally, a generalization of E...

Semivariance and semivolatility in portfolio selection: a unified framework for downside-risk portfolio models

This paper studies semivariance and semivolatility as downside-risk measures for portfolio selection. The analysis is motivated by the observation that downside-risk models are often presented as direct counterparts of mean-variance formulations, although different portfolio paradigms require risk measures with different structural properties. In particular, semivariance is a positively homogeneous functional of degree two and is therefore naturally suited to minimum-risk formulations, wherea...

Publicness e urbanistica preventiva: L’esperienza della healing community a Vigne Nuove, Roma

Negli ultimi anni, solitudine e disturbi di ansia emergono come questioni cruciali di salute pubblica del prossimo futuro, riportando l’urbanistica a interrogarsi sulle sue origini moderne del suo fare tanto in termini di prevenzione che di benessere urbano. Nel tentativo di rispondere a queste sfide, il contributo presenta alcune azioni avviate nell'ambito del progetto We-Z, Emotional WEllbeing of generation Z: reconnecting communities and spaces through imperfect health (EUI-IA 2024-2027). ...