Diana BARRO
- Position
- Associate Professor
- Telephone
- 041 234 6690 / 041 234 6938
-
d.barro@unive.it
- Scientific sector (SSD)
- Metodi matematici dell'economia e delle scienze attuariali e finanziarie [STAT-04/A]
- Website
-
www.unive.it/people/d.barro (personal record)
https://sites.google.com/view/dianabarro
- Office
-
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe
Publications
| Year | Type | Publication |
|---|---|---|
| Year | Type | Publication |
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| 2024 | Journal Article |
Barro, Diana; Basso, Antonella; Funari, Stefania; Visentin, Guglielmo Alessandro The Effects of the Introduction of Volume-Based Liquidity Constraints in Portfolio Optimization with Alternative Investments in MATHEMATICS, vol. 12, pp. 1-26 (ISSN 2227-7390) DOI - URL correlato - ARCA card: 10278/5067981 |
| 2024 | Book Article |
Barro, Diana; Corazza, Marco; Filograsso, Gianni A Robust Sustainability Assessment for SMEs Based on Multicriteria Decision Aiding , Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2024, Springer, Cham, pp. 43-48 (ISBN 9783031642722; 9783031642739) DOI - ARCA card: 10278/5068304 |
| 2024 | Book Article |
Barro, Diana; Basso, Antonella; Funari, Stefania; Visentin, Guglielmo Alessandro Art as a Financial Asset in Portfolio Allocation , Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2024, Springer, Cham, pp. 37-42 (ISBN 9783031642722; 9783031642739) DOI - ARCA card: 10278/5068303 |
| 2024 | Book Article |
Barro, Diana; Barzanti, Luca; Corazza, Marco; Nardon, Martina Input Relevance in Multi-Layer Perceptron for Fundraising , Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2024, Springer, Cham, pp. 31-36 (ISBN 9783031642722; 9783031642739) DOI - ARCA card: 10278/5068305 |
| 2023 | Book Article |
Diana Barro; Marco Corazza; Gianni Filograsso A ESG rating model for European SMEs using multi-criteria decision aiding in Diana Barro; Marco Corazza; Gianni Filograsso, Working Paper - Department of Economics, Ca' Foscari University of Venice, Venezia, DEPARTMENT OF ECONOMICS, CÀ FOSCARI UNIVERSITY OF VENICE, vol. 27/WP/2023, pp. 1-49 (ISSN 1827-3580) - URL correlato - ARCA card: 10278/5049242 |
| 2023 | Book Article |
Diana Barro, Marco Corazza, Martina Nardon Alternative Probability Weighting Functions in Behavioral Portfolio Selection , Studies in Theoretical and Applied Statistics. SIS 2021, Cham, Springer, vol. 406, pp. 117-134 (ISBN 978-3-031-16608-2; 978-3-031-16609-9) (ISSN 2194-1009) DOI - URL correlato - ARCA card: 10278/5019327 |
| 2023 | Book Article |
Diana Barro, Luca Barzanti, Marco Corazza, Martina Nardon Machine Learning and Fundraising: Applications of Artificial Neural Networks , Working Paper - Department of Economics, Ca' Foscari University of Venice, Venezia, DEPARTMENT OF ECONOMICS, CÀ FOSCARI UNIVERSITY OF VENICE, vol. 33/WP/2023-18 (ISSN 1827-3580) - URL correlato - ARCA card: 10278/5050280 |
| 2023 | Working paper |
Diana Barro, Antonella Basso, Stefania Funari, Guglielmo Alessandro Visentin A Bilbliometric Analysis of Art in Financial Markets , vol. 05, pp. 1-28 (ISSN 2239-2734) - URL correlato - ARCA card: 10278/5039900 |
| 2023 | Working paper |
Barro Diana, Basso Antonella, Funari Stefania, Visentin Guglielmo Alessandro Portfolio Diversification Including Art as an Alternative Asset , vol. 6, pp. 1-35 (ISSN 2239-2734) - URL correlato - ARCA card: 10278/5042000 |
| 2022 | Journal Article |
Barro D.; Consigli G.; Varun V. A stochastic programming model for dynamic portfolio management with financial derivatives in JOURNAL OF BANKING & FINANCE, vol. 140, pp. 106445 (ISSN 0378-4266) DOI - ARCA card: 10278/3761528 |
| 2022 | Book Article |
Barro, Diana; Parpinel, Francesca; Pizzi, Claudio Pricing Rainfall Derivatives by Genetic Programming: A Case Study , Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022, Cham, Springer, pp. 64-69 (ISBN 978-3-030-99637-6; 978-3-030-99638-3) DOI - URL correlato - ARCA card: 10278/3761388 |
| 2022 | Book Article |
Barro, Diana; Corazza, Marco; Nardon, Martina Reference dependence in behavioral portfolio selection , Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022, Cham, Springer, pp. 57-63 (ISBN 978-3-030-99637-6; 978-3-030-99638-3) DOI - URL correlato - ARCA card: 10278/3756049 |
| 2021 | Book Article |
Barro, Diana; Corazza, Marco; Nardon, Martina Behavioral aspects in portfolio selection , Mathematical and Statistical Methods for Actuarial Sciences and Finance. eMAF2020, Cham, Springer, pp. 87-93 (ISBN 978-3-030-78964-0; 978-3-030-78965-7) DOI - ARCA card: 10278/3750968 |
| 2021 | Book Article |
Diana Barro, Marco Corazza, Martina Nardon Some probability distortion functions in behavioral portfolio selection , Book of Short Papers. SIS 2021, Londra, Pearson, pp. 392-397 (ISBN 9788891927361) - URL correlato - ARCA card: 10278/3745888 |
| 2020 | Book Article |
Diana Barro, Marco Corazza, Martina Nardon Cumulative Prospect Theory portfolio selection in =, Working Paper - Department of Economics, Ca' Foscari University of Venice, Venezia, DEPARTMENT OF ECONOMICS, CÀ FOSCARI UNIVERSITY OF VENICE, vol. 26/WP/2020-12 (ISSN 1827-3580) - URL correlato - ARCA card: 10278/3735268 |
| 2019 | Journal Article |
Barro, Diana*; Canestrelli, Elio; Consigli, Giorgio Volatility versus downside risk: performance protection in dynamic portfolio strategies in COMPUTATIONAL MANAGEMENT SCIENCE, vol. 16, pp. 433-479 (ISSN 1619-697X) DOI - URL correlato - ARCA card: 10278/3700985 |
| 2019 | Curatorship |
(a cura di) Barro, Diana; Igor Bykadorov; Corazza, Marco; Fasano Giovanni; Ferretti, Paola; Funari, Stefania; Nardon, Martina MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Editor of and Member of the Editorial Board of in MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Venezia, Dipartimento di Economia, Università di Venezia, vol. 11/12, pp. 1-78 (ISSN 1971-6419) - URL correlato - ARCA card: 10278/3703764 |
| 2018 | Book Article |
Barro, Diana Integration of Non-financial Criteria in Equity Investment in Barro, Diana, Mathematical and Statistical Methods for Actuarial Sciences and Finance, Cham, Springer, pp. 97-100 (ISBN 978-3-319-89823-0; 978-3-319-89824-7) DOI - ARCA card: 10278/3702139 |
| 2018 | Curatorship |
(a cura di) Barro, Diana; Corazza Marco; Fasano, Giovanni; Ferretti, Paola; Funari Stefania; Nardon Martina MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of in MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Venezia, Dipartimento di Economia, Università di Venezia, vol. 9-10, pp. 1-110 (ISSN 1971-6419) - URL correlato - ARCA card: 10278/3703763 |
| 2016 | Journal Article |
Barro, Diana; Canestrelli, Elio Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems in OR SPECTRUM, vol. 38, pp. 711-742 (ISSN 0171-6468) DOI - URL correlato - ARCA card: 10278/3665370 |
| 2015 | Curatorship |
(a cura di) Barro, Diana; Canestrelli, Elio; Corazza, Marco; Ferretti, Paola; Funari, Stefania; Nardon, Martina MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of in MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Venezia, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 8, pp. 1-68 (ISSN 1971-6419) - URL correlato - ARCA card: 10278/3703743 |
| 2015 | Curatorship |
(a cura di) Barro, Diana; Canestrelli, Elio; Corazza, Marco; Ferretti, Paola; Funari, Stefania; Nardon, Martina MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of in MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Venezia, Dipartimento di Economia, Università di Venezia, vol. 7, pp. 1-72 (ISSN 1971-6419) - URL correlato - ARCA card: 10278/3703737 |
| 2014 | Journal Article |
D. BARRO; E. CANESTRELLI Downside risk in multiperiod tracking error models in CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH, vol. 22, pp. 263-283 (ISSN 1435-246X) DOI - ARCA card: 10278/37996 |
| 2014 | Book Article |
Diana Barro;Elio Canestrelli;Fabio Lanza Volatility vs. Downside Risk: Optimally Protecting Against Drawdowns and Maintaining Portfolio Performance , SSRN Electronic Journal - Department Economics- Ca' Foscari University Venice, Department Economics- Ca' Foscari University Venice, pp. 1-28 (ISSN 1827-3580) DOI - ARCA card: 10278/43358 |
| 2013 | Book Article |
D. BARRO; E. CANESTRELLI Dynamic tracking error with shortfall control using stochastic programming , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer-Verlag, pp. 41-53 (ISBN 9783319024981) DOI - ARCA card: 10278/37869 |
| 2013 | Curatorship |
(a cura di) BARRO D.; CANESTRELLI E.; CORAZZA M.; FERRETTI P.; NARDON M. MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Member of the Editorial Board of in MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, Venezia, Dipartimento di Matematica Applicata e Dipartimento di Economia, Università di Venezia, vol. 5/6, pp. 1-36 (ISSN 1971-6419) - URL correlato - ARCA card: 10278/38950 |
| 2012 | Book Article |
BARRO D.; CANESTRELLI E. Downside risk in multiperiod tracking error models , WORKING PAPER (DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE), DEPARTMENTS OF ECONOMICS, UNIVERSITY CA' FOSCARI OF VENICE, vol. 17/12, pp. 1-21 (ISSN 1827-3580) - ARCA card: 10278/33947 |
| 2012 | Book Article |
BARRO D.; Canestrelli E. Dynamic tracking error with shortfall control using stochastic programming , WORKING PAPER (DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE), Departments of Economics, University Ca' Foscri of Venice, vol. 18/12, pp. 1-14 (ISSN 1827-3580) - ARCA card: 10278/36703 |
| 2011 | Book Article |
BARRO D.; CANESTRELLI E. Combining stochastic programming and optimal control to solve multistage stochastic optimization problems , WORKING PAPER (DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE), DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, vol. No 2011_24, pp. 1-21 (ISSN 1827-3580) - ARCA card: 10278/29025 |
| 2010 | Journal Article |
BARRO D; A. BASSO Credit contagion in a network of firms with spatial interaction in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, vol. 205, pp. 459-468 (ISSN 0377-2217) - ARCA card: 10278/29941 |
| 2010 | Book Article |
D. BARRO; E. CANESTRELLI Tracking error with minimum guarantee constraints in M. CORAZZA; C. PIZZI EDITORS, Mathematical and Statistical Methods for Actuarial Sciences and Finance, Milano, Springer-Verlag, pp. 13-21 (ISBN 9788847014800) DOI - ARCA card: 10278/29620 |
| 2009 | Journal Article |
BARRO D; CANESTRELLI E. Tracking error: a multistage portfolio model in ANNALS OF OPERATIONS RESEARCH, vol. 165, 1, pp. 47-66 (ISSN 0254-5330) DOI - ARCA card: 10278/29730 |
| 2009 | Book Article |
BARRO D; E. CANESTRELLI Portfolio management with minimum guarantees: some modeling and optimization issues in APOLLONI B.; BASSIS S.; MORABITO F.C., Frontiers in Artificial Intelligence and Applications, AMSTERDAM, IOS Press, vol. 204, pp. 146-153 (ISBN 9781607500728) - ARCA card: 10278/31688 |
| 2009 | Working paper |
BARRO D.; CANESTRELLI E Portfolio management with minimum guarantees: some modelling and optimization issues , Department of Applied Mathematics, University of Venice (Italy), vol. 193, pp. 3-11 (ISSN 1828-6887) - ARCA card: 10278/23695 |
| 2008 | Journal Article |
BARRO D; BASSO A. A network of business relations to model counterparty risk in INTERNATIONAL JOURNAL OF PURE AND APPLIED MATHEMATICS, vol. 49, pp. 559-567 (ISSN 1311-8080) - ARCA card: 10278/29485 |
| 2008 | Book Article |
BARRO D; BASSO A. A network of business relations to model counterparty risk , Working paper 171/2008, Venezia, Department of Applied Mathematics University of Venice, vol. 171/2008, pp. 1-10 (ISSN 1828-6887) - ARCA card: 10278/19648 |
| 2008 | Book Article |
BARRO D; BASSO A. Credit contagion in a network of firms with spatial interaction , Working paper 186/2008, Venezia, Department of Applied Mathematics University of Venice, vol. 186/2008, pp. 1-18 (ISSN 1828-6887) - ARCA card: 10278/3940 |
| 2008 | Book Article |
BARRO D.; CANESTRELLI E.; CIURLIA P Spatial Aggregation in Scenario Tree Reduction in CIRA PERNA, MARILENA SIBILLO Eds., Mathematical and Statistical Methods in Insurance and Finance, MILANO, Springer-Verlag, pp. 27-34 (ISBN 9788847007031) - ARCA card: 10278/29742 |
| 2008 | Working paper |
BARRO D; CANESTRELLI E. Tracking error with minimum guarantee constraints , Department of Applied Mathematics, University of Venice (Italy), vol. 172, pp. 2-12 (ISSN 1828-6887) - ARCA card: 10278/24041 |
| 2006 | Journal Article |
BARRO D.; CANESTRELLI E Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization in MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, vol. 1, pp. 1-20 (ISSN 1971-6419) - ARCA card: 10278/29062 |
| 2006 | Book Article |
BARRO. D; BASSO A. A credit contagion model for loan portfolios in a network of firms with spatial interaction , Working paper 143/2006, Venezia, Department of Applied Mathematics, University of Venice, vol. 143/2006, pp. 1-25 (ISSN 1828-6887) - ARCA card: 10278/35974 |
| 2006 | Article in Conference Proceedings |
BARRO D; BASSO A. A credit contagion model for loan portfolios in a network of firms with spatial interaction , Electronic proceedings of the Conference C.R.E.D.I.T. 2006 on Risks in small business lending, pp. 1-25, Convegno: C.R.E.D.I.T. 2006 on Risks in small business lending, 25-26 SETTEMBRE 2006 - ARCA card: 10278/15489 |
| 2006 | Article in Conference Proceedings |
DIANA BARRO; ELIO CANESTRELLI Stochastic programming and control theory in multistage optimization problems , ATTI DEL TRENTESIMO CONVEGNO AMASES, Trieste, Università di Trieste, Convegno: XXX Convegno AMASES, 4-7 settembre 2006 (ISBN 9788890258503) - ARCA card: 10278/30034 |
| 2006 | Abstract in Atti di convegno |
D. Barro; A. Basso A credit contagion model for loan portfolios in a network of firms with spatial interaction , Atti del 30° Convegno AMASES, Trieste, Università degli Studi di Trieste, Convegno: 30° Convegno AMASES, 4-7 settembre 2006 (ISBN 9788890258503) - ARCA card: 10278/29428 |
| 2005 | Journal Article |
BARRO D.; BASSO A Counterparty risk: a credit contagion model for a bank loan portfolio in THE ICFAI JOURNAL OF FINANCIAL RISK MANAGEMENT, vol. 2 n. 4, pp. 34-52 (ISSN 0972-916X) - ARCA card: 10278/27175 |
| 2005 | Journal Article |
BARRO D.; CANESTRELLI E. Dynamic Portfolio Optimization: Time Decomposition using the Maximum Principle with a Scenario Approach in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, vol. 163,1, pp. 217-229 (ISSN 0377-2217) DOI - ARCA card: 10278/29910 |
| 2005 | Book Article |
BARRO D.; CANESTRELLI E. A decomposition approach in multistage stochastic programming , Rendiconti per gli Studi Economici Quantitativi. Numero speciale in onore di Giovanni Castellani, VENEZIA, Dip. Matematica Appl. - Università Ca' Foscari, vol. 2005, pp. 73-88 (ISBN 9788888037349) - ARCA card: 10278/29231 |
| 2005 | Working paper |
BARRO D.; CANESTRELLI E. Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization , pp. 1-18 - ARCA card: 10278/18579 |
| 2005 | Working paper |
BARRO D.; CANESTRELLI E. Tracking Error: a multistage porfolio model - ARCA card: 10278/18578 |
| 2004 | Article in Conference Proceedings |
BARRO D.; CANESTRELLI E. Scenario and time decomposition in dynamic portfolio optimization problems , VII Congress of SIMAI, Roma, Italian Society for Applied and Industrial Mathematics, Convegno: SIMAI 2004, September 20-24, 2004 - ARCA card: 10278/16623 |
| 2004 | Article in Conference Proceedings |
BARRO D.; CANESTRELLI E. Tracking error multiperiodale: una applicazione all'indice MSCI Euro , Atti del Workshop di Finanza Quantitativa, VENEZIA, Dip. Matematica Appl. - Università Ca' Foscari, pp. 27-44, Convegno: Workshop di Finanza Quantitativa, 4 Giugno 2004 (ISBN 9788888037110) - ARCA card: 10278/18573 |
| 2004 | Working paper |
BARRO D. Un'introduzione ai modelli di rischio di credito per portafogli finanziari , Dipartimento di Matematica Applicata Università Ca’ Foscari di Venezia., vol. 124/2004, pp. 1-33 - ARCA card: 10278/4686 |
| 2003 | Book Article |
BARRO D.; CANESTRELLI E. Gestione Dinamica con Modelli a Scenari: una Applicazione al Mercato Azionario Italiano , Liber amicorum per Alessandro Di Lorenzo, NAPOLI, Università Federico II, pp. 47-61 - ARCA card: 10278/18572 |
| 2003 | Article in Conference Proceedings |
BARRO D.; CANESTRELLI E. Tracking error in multistage portfolio models , Atti della Giornata di Studio Metodi Numerici per la Finanza, VENEZIA, Dip. Matematica Appl. - Università Ca' Foscari, pp. 3-14, Convegno: Giornata di studio Metodi Numerici per la Finanza (ISBN 8888037063) - ARCA card: 10278/18718 |
| 2002 | Book Article |
BARRO D.; CANESTRELLI E. Programmazione Dinamica Stocastica in modelli a scenari in CANESTRELLI E.; CASTELLANI G. EDITORS, Seminario Mario Volpato, VENEZIA, Università Ca' Foscari, pp. 89-107 (ISBN 9788888037042) - ARCA card: 10278/10865 |
| 2002 | Article in Conference Proceedings |
BARRO D.;CANESTRELLI E. Decomposizione temporale per un problema di gestione dinamica di portafoglio a scenari , Atti del XXVI Convegno Annuale A.M.A.S.E.S., Verona, Università degli Studi di Verona, pp. 57-60, Convegno: XXVI Convegno Annuale AMASES, settembre 2002 - ARCA card: 10278/4377 |
| 2002 | Article in Conference Proceedings |
BARRO D.; CANESTRELLI E. Ottimizzazione di Portafoglio: aspetti dinamici e aspetti stocastici , Atti della Scuola Estiva di Finanza Quantitativa, VENEZIA, Università Ca' Foscari, pp. 5-30, 29-31 maggio 2002 (ISBN 9788888037004) - ARCA card: 10278/18575 |
| 2000 | Article in Conference Proceedings |
BARRO D. Distribuzioni generalizzate per la descrizione dei corsi azionari e per l'option pricing , Finanza Computazionale, Atti della Scuola Estiva 2000, Università Ca' Foscari Venezia, Dipartimento di Matematica Applicata, pp. 57-74 (ISBN 9788888037004) - ARCA card: 10278/6071 |
| 2000 | Article in Conference Proceedings |
BARRO D.;CANESTRELLI E. Generazione degli scenari per l'ottimizzazione dinamica di portafoglio , ATTI DEL VENTIQUATTRESIMO CONVEGNO ANNUALE A.M.A.S.E.S., Bergamo, Università degli Studi di Bergamo e di Brescia, pp. 23-30, Convegno: XXIV Convegno annuale AMASES, 6-9 settembre 2000 - ARCA card: 10278/22675 |
| 2000 | Article in Conference Proceedings |
BARRO D.; CANESTRELLI E. Programmazione Stocastica e Gestione Dinamica di Portafoglio con Modelli a Scenari , Atti della Scuola Estiva in Finanza Computazionale, VENEZIA, Università di Venezia, pp. 139-158, 31 maggio - 2 giugno 2000 (ISBN 9788888037004) - ARCA card: 10278/18576 |