Risk measures beyond frictionless markets

Autor: Arduca, Maria, Munari, Cosimo

We develop a general theory of risk measures that determines the optimal amount of capital to raise and invest in a portfolio of reference traded securities in order to meet a pre-specified regulatory requirement. The distinguishing feature of our ap

Externí odkaz: http://arxiv.org/abs/2111.08294

Dual representations for systemic risk measures based on acceptance sets

Autor: Arduca, Maria, Koch-Medina, Pablo, Munari, Cosimo

We establish dual representations for systemic risk measures based on acceptance sets in a general setting. We deal with systemic risk measures of both "first allocate, then aggregate" and "first aggregate, then allocate" type. In both cases, we prov

Externí odkaz: http://arxiv.org/abs/1906.10933

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Doping of silicon with phosphorus end-terminated polymers: source characterization and dopant diffusion in SiO2

Autor: Michele Laus, Gabriele Seguini, Elisa Arduca, Valentina Gianotti, Michele Perego, Edoardo Mascheroni

Publikováno v: Journal of Materials Chemistry C. 9:4020-4028

A polystyrene homopolymer with narrow molecular weight distribution (Mn = 2.3 ± 0.3 kg mol−1, Đ = 1.05 ± 0.01) and end-terminated with a phosphorus containing moiety has been used to form P δ-layers embedded into a SiO2 matrix. The number of P

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::0c8a0cbf33873934e71253e650af801f
https://doi.org/10.1039/d0tc06015a

Engineering of the spin on dopant process on silicon on insulator substrate

Autor: Erfan Mafakheri, Giulio Tavani, Alexey Fedorov, Michele Perego, Mario Lodari, Andrea Barzaghi, Daniel Chrastina, Chiara Barri, Elisa Arduca, Francesco Scotognella, Luca Fagiani, Marco Abbarchi, Jacopo Frigerio, Monica Bollani

Publikováno v: Nanotechnology, 32(2)
Nanotechnology
Nanotechnology (Bristol, Online) (2021). doi:10.1088/1361-6528/abbdda
info:cnr-pdr/source/autori:Chiara Barri, Erfan Mafakheri, Luca Fagiani, Giulio Tavani, Andrea Barzaghi, Daniel Chrastina, Alexey Fedorov, Jacopo Frigerio, Mario Lodari, Francesco Scotognella, Elisa Arduca, Marco Abbarchi, Michele Perego, Monica Bollani/titolo:Engineering of the spin on dopant process on silicon on insulator substrate/doi:10.1088%2F1361-6528%2Fabbdda/rivista:Nanotechnology (Bristol, Online)/anno:2021/pagina_da:/pagina_a:/intervallo_pagine:/volume
Nanotechnology, 2020, 32 (2), pp.025303

We report on a systematic analysis of phosphorus diffusion in silicon on insulator thin film via spin-on-dopant process (SOD). This method is used to provide an impurity source for semiconductor junction fabrication. The dopant is first spread into t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2820540ce06e6e358be47d8274aa73e8
http://resolver.tudelft.nl/uuid:1959a311-9279-4652-884b-fcbd120731a0