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Stability of Entropic Risk Measures
L'errore di stima è un tema cruciale che riguarda la selezione di portafoglio. La maggior parte degli studi concerne le misure di rischio più famose, quali la varianza, il Mean Absolute Deviation (MAD), e il Conditional Value-at-Risk (CVaR). D'altro canto, al momento, non sembrano esserci studi riguardanti la stabilità di misure di rischio entropiche quali l'Entropic Value-at-Risk (EVaR) e il Relativistic Value-at-Risk (RLVaR). Utilizzando dati sia simulati sia storici, abbiamo trovato che, mentre l'EVaR e il CVaR manifestano un profilo di stabilità simile, il RLVaR è molto più sensibile al rumore. DOI: 10.13134/979-12-5977-330-2
A risk-gain-sparsity optimization approach
Uno dei principi fondamentali dei modelli di selezione del portafoglio è la minimizzazione del rischio attraverso la diversificazione degli investimenti. Tuttavia, i benefici della diversificazione si riducono in presenza di un'elevata correlazione tra gli asset. È noto che la diversificazione attraverso l'uso di portafogli più ampi non è il modo migliore per ottenere un miglioramento della performance fuori campione. Inoltre, l'inclusione di un numero elevato di posizioni nel portafoglio aumenta i costi di gestione e di transazione. Mentre i modelli classici di selezione del portafoglio si concentrano sulla minimizzazione del rischio e sulla massimizzazione del rendimento, lo scopo di questo lavoro è quello di includere un terzo obiettivo: la norma-1. Ciò consente di selezionare portafogli sparsi, cioè con un numero limitato di attività, che sono più facili da gestire e consentono di ottenere buoni risultati in termini di rischio-rendimento. La nostra analisi empirica si basa su un dataset di riferimento disponibile pubblicamente e spesso utilizzato in letteratura. DOI: 10.13134/979-12-5977-332-6
Carbon Neutrality in the Agri-food Sector
This book deals with the in-depth study of sustainability issues in the agri-food sector. In particular, a critical analysis of the current situation was developed and the future prospects of the sector on the issue of managing the environmental variable and the impacts relating to food production and consumption have been analyzed. Furthermore, the state of implementation and best practices relating to the carbon neutrality model in the agri-food sector were analyzed and models for the development of a new food production system were proposed with particular reference to the reduction of emissions, regeneration of natural resources, the elimination of waste and the reuse of production by-pr...
Computational Finance
Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact or a closed-form solution is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical concepts with practical implementation. Furthermore, the numerical solution of models is exploited, both to enhance the understanding of some mathematical and statistical notions, and to acquire sound programming skills in MATLAB®, which is useful for several other programming...
The Court Cities of Northern Italy
The Court Cities of Northern Italy examines painting, sculpture, decorative arts, and architecture produced within the fourteenth, fifteenth, and sixteenth centuries.
The Noisy Renaissance
From the strictly regimented church bells to the freewheeling chatter of civic life, Renaissance Florence was a city built not just of stone but of sound as well. An evocative alternative to the dominant visual understanding of urban spaces, The Noisy Renaissance examines the premodern city as an acoustic phenomenon in which citizens used sound to navigate space and society. Analyzing a range of documentary and literary evidence, art and architectural historian Niall Atkinson creates an “acoustic topography” of Florence. The dissemination of official messages, the rhythm of prayer, and the murmur of rumor and gossip combined to form a soundscape that became a foundation in the creation and maintenance of the urban community just as much as the city’s physical buildings. Sound in this space triggered a wide variety of social behaviors and spatial relations: hierarchical, personal, communal, political, domestic, sexual, spiritual, and religious. By exploring these rarely studied soundscapes, Atkinson shows Florence to be both an exceptional and an exemplary case study of urban conditions in the early modern period.
Private Lives in Renaissance Venice
"As the sixteenth century opened, members of the patriciate were increasingly withdrawing from trade, desiring to be seen as "gentlemen in fact" as well as "gentlemen in name." The author considers why this was so and explores such wide-ranging themes as attitudes toward wealth and display, the articulation of family identity, the interplay between the public and the private, and the emergence of characteristically Venetian decorative practices and styles of art and architecture. Brown focuses new light on the visual culture of Venetian women - how they lived within, furnished, and decorated their homes; what spaces were allotted to them; what their roles and domestic tasks were; how they dressed; how they raised their children; and how they entertained. Bringing together both high arts and low, the book examines all aspects of Renaissance material culture."--BOOK JACKET.
Florence
Each year, millions of visitors travel to Florence to admire the architectural marvels of this famous Renaissance city. In this compact yet comprehensive volume, architect and architectural historian Richard J. Goy offers a convenient, accessible guide to the city’s piazzas, palazzos, basilicas, and other architectural points of interest, as well as pertinent historical details regarding Florence’s unique urban environment. Clearly laid out and fully illustrated, this handbook is designed around a series of expertly planned walking tours that encompass not only the city’s most admired architectural sites, but also its lesser-known gems. Maps are tailored to each walking tour and provide additional references and insights, along with introductory chapters on the city’s architectural history, urban design, and building materials and techniques. Featuring a complete bibliography, glossary of key terms, and other useful reference materials, Goy’s guide will appeal both to travelers who desire a greater architectural context and analysis than that offered by a traditional guide and to return visitors looking to rediscover Florence’s most enchanting sites.
