Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 7 of 7 for “"Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie"”.
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Essays in Bargaining and Cooperative Game Theory with an Application to Environmental Negotiations
… hypothetical bargaining problems according to normative principles such as egalitarianism and marginalism, the former examine the same problem from a positive perspective focusing on the relation between the rules of the bargaining process and its outcomes. The present Doctoral Thesis employs both …
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Labor Market Effects of Migration: Evidence from EU Enlargement and Application of Search-and-Matching Framework
… that belongs to a general family of search-and-matching models (e.g., Diamond, 1982 and Mortensen and Pissarides, 1994). The central idea of this setting is that both firms (labor demand side) and workers (labor supply side) have to spend resources before job creation and production can take …
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A quantitative model for the asset liability management of a Pension Fund
The key objective of pension plans is the delivery of retirement benefits, typically payable for life or a set period of time, to the specified group of recipients. The management of such funds entails therefore a constant monitoring of the risks exposure and a regular rebalancing of assets. This …
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ON QUASICONVEX CONDITIONAL MAPS. DUALITY RESULTS AND APPLICATIONS TO FINANCE
… in sets of random variables. These results match the standard dual representation for quasiconvex real valued maps provided by Penot and Volle. As a financial byproduct, we apply this theory to the case of dynamic certainty equivalents and conditional risk measures.
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Essays in Banking and Systemic Risk
This dissertation is a collection of three papers on banking and systemic risk. The first chapter develops a multi-objective optimization framework for banks’ securities portfolios, considering both individual and systemic risk. The findings show that while diversification can reduce individual …