Cannaregio 873
Venice, 30121
Italy
Ca Foscari University of Venice - Dipartimento di Economia
benchmarking, retropolation, historical reconstruction, back-forecasting, missing past values, aggregation, disaggregation
credit risk, common factors, liquidity risk
Multivariate Stochastic Volatility, Matrix-State Particle Filters, Sequential Monte Carlo, Wishart Processes, Markov Switching
Subprime Crisis, Collateral Liquidity, Unconventional Monetary Policy
Stochastic Correlation, Multivariate Stochastic Volatility, Markov-switching, Bayesian Inference, Monte Carlo Markov Chain
Bayesian Dynamic Models, Simulation Based Inference, Particle Filters, Latent Factors, Business Cycle
Quadratic Utility Function, Positive and Negative Returns, Absolute Risk Aversion, Morningstar Rating, Truncated Normal Distribution, Incomplete Gamma Function, Italian Pension Fund
truncated normal variable, non central moments, lower incomplete gamma function
Constant Relative Risk Aversion, Certainty Equivalent Return, Standard Deviation, Quadratic Utility Function, Morningstar, Italian Pension Funds
Factor models, Large datasets, Multivariate autoregressive models, Forecasting, Scoring rules, VAR models
Education, Lifelong Learning, Regional Economic Development, Regional Policy, Regional Labour Market
utility function, expected utility function, risk aversion, transformation, parametric functions, differential condition, Jacobian, truncated normal distribution
Concavity, CRRA, Differential Condition, Expected Shortfall, Expected Utility Function, Quadratic Utility Function, Risk Aversion, Standard Deviation, Transformation of Parametric Functions, Truncated Normal distribution, Value at Risk
Investment style, style analysis, European equity market
Bayesian dynamic models, simulation based inference, particle filters, latent factors, business cycle
Mutual funds, performance evaluation, persistence analysis, style analysis, morningstar rating, risk adjusted measures
