Diana Barro

Ca Foscari University of Venice - Dipartimento di Economia

Cannaregio 873

Venice, 30121

Italy

SSAV

Venice

Italy

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 30,802

SSRN RANKINGS

Top 30,802

in Total Papers Downloads

2,980

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (11)

1.

Volatility vs. Downside Risk: Optimally Protecting Against Drawdowns and Maintaining Portfolio Performance

University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 18/WP/2014
Number of pages: 28 Posted: 12 Nov 2014
Diana Barro, Elio Canestrelli and Fabio Lanza
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Dipartimento di Economia and Independent
Downloads 1,300 (28,238)

Abstract:

Loading...

Volatility, tail risk, stochastic programming, risk management

2.

Counterparty Risk: A Credit Contagion Model for a Bank Loan Portfolio

Number of pages: 24 Posted: 19 May 2005
Diana Barro and Antonella Basso
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 749 (61,172)

Abstract:

Loading...

Credit risk, counterparty risk, bank loan portfolios, contagion models

3.

A Credit Contagion Model for Loan Portfolios in a Network of Firms with Spatial Interaction

Number of pages: 24 Posted: 15 Nov 2006
Diana Barro and Antonella Basso
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 184 (289,675)

Abstract:

Loading...

credit risk, bank loan portfolios, contagion

4.

Downside Risk in Multiperiod Tracking Error Models

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 17/WP/2012
Number of pages: 23 Posted: 28 Jul 2012
Diana Barro and Elio Canestrelli
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 134 (377,030)

Abstract:

Loading...

Tracking error, Downside risk, Dynamic portfolio, Stochastic programming

5.

Cumulative Prospect Theory Portfolio Selection

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 26/WP/2020
Number of pages: 14 Posted: 12 Jan 2021
Diana Barro, Marco Corazza and Martina Nardon
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 123 (402,572)
Citation 1

Abstract:

Loading...

Cumulative Prospect Theory, Portfolio Selection, Particle Swarm Optimization

6.

Combining Stochastic Programming and Optimal Control to Solve Multistage Stochastic Optimization Problems

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 24/2011
Number of pages: 21 Posted: 15 Dec 2011
Diana Barro and Elio Canestrelli
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 115 (423,035)
Citation 2

Abstract:

Loading...

Stochastic programming, discrete time control problem, decomposition methods, iterative scheme

7.

Portfolio Diversification Including Art as an Alternative Asset

Department of Management, Università Ca' Foscari Venezia Working Paper No. 6
Number of pages: 38 Posted: 31 Oct 2023
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Department of Management and Ca Foscari University of Venice - Department of Management
Downloads 98 (474,076)

Abstract:

Loading...

Art investment, Alternative assets, Portfolio diversification, STL decomposi- tion, Mean-variance optimization

8.

Spatial Aggregation in Scenario Tree Reduction

Number of pages: 9 Posted: 30 Nov 2006
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Dipartimento di Economia and affiliation not provided to SSRN
Downloads 93 (493,900)

Abstract:

Loading...

Stochastic Programming, Scenario tree reduction, Spatial aggregation

9.

A Bibliometric Analysis of Art in Financial Markets

Department of Management, Università Ca' Foscari Venezia Working Paper No. 5
Number of pages: 31 Posted: 06 Oct 2023 Last Revised: 04 Nov 2023
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Department of Management and Ca Foscari University of Venice - Department of Management
Downloads 72 (571,297)
Citation 1

Abstract:

Loading...

Art investment, Financial markets, Bibliometric analysis, Clustering, bibliometrix

10.

Dynamic Tracking Error with Shortfall Control Using Stochastic Programming

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 18/WP/2012
Number of pages: 16 Posted: 28 Jul 2012
Diana Barro and Elio Canestrelli
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 61 (622,473)

Abstract:

Loading...

Dynamic portfolio optimization, Tracking error, Shortfall control

11.

A ESG Rating Model for European SMEs using Multi-criteria Decision Aiding

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 27
Number of pages: 49 Posted: 22 Jan 2024
Diana Barro, Marco Corazza and Gianni Filograsso
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 51 (676,854)

Abstract:

Loading...

corporate social responsibility, sustainability policy, small- and medium-sized enterprises, multi-criteria decision making