Zobrazeno 1 - 10
of 414
pro vyhledávání: '"Mariani, Francesca"'
An empirical analysis, suggested by optimal Merton dynamics, reveals some unexpected features of asset volumes. These features are connected to traders' belief and risk aversion. This paper proposes a trading strategy model in the optimal Merton fram
Externí odkaz:
http://arxiv.org/abs/2406.05854
We determine explicit expressions for the continuous two-sided gravitational wavefunctions in supersymmetric versions of JT gravity, focusing mainly on $\mathcal{N}=2$ JT supergravity. Our approach is based on representation theory of the associated
Externí odkaz:
http://arxiv.org/abs/2405.09289
Publikováno v:
JHEP 02 (2024) 058
In this work, we revisit the end-of-the-world (EOW) brane amplitudes in JT gravity from a BF gauge theoretic perspective. Observing and identifying the correct group theoretic ingredient for a closed EOW brane as a discrete series character, we use t
Externí odkaz:
http://arxiv.org/abs/2310.04245
We analyze the thermodynamic response near extremality of charged black holes in four-dimensional Einstein-Maxwell theory with a positive cosmological constant. The latter exhibit three different extremal limits, dubbed cold, Nariai and ultracold con
Externí odkaz:
http://arxiv.org/abs/2212.14356
In this paper we propose a new aggregation method for constructing composite indicators that is based on a penalization of the power means. The idea underlying this approach consists in multiplying the power mean by a factor that takes into account f
Externí odkaz:
http://arxiv.org/abs/2206.11216
Publikováno v:
In European Journal of Operational Research 16 September 2024 317(3):1015-1035
Autor:
Mariani, Francesca
Contemporary times, characterized by global and complex challenges, call for innovative and comprehensive answers. Climate change and environmental issues are the protagonists of institutions’ agendas, who consequently are looking for new and effec
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-50381
Autor:
Fatone, Lorella, Mariani, Francesca
We consider an investor that trades continuously and wants to liquidate an initial asset position within a prescribed time interval. During the execution of the liquidation order the investor is subject to execution risk. We study the problem of find
Externí odkaz:
http://arxiv.org/abs/2011.02979
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Fatone, Lorella, Mariani, Francesca
We consider the problem of governing systemic risk in an assets-liabilities dynamical model of banking system. In the model considered each bank is represented by its assets and its liabilities.The capital reserves of a bank are the difference betwee
Externí odkaz:
http://arxiv.org/abs/1905.12431