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GND: 1201518288


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portfolio managementportfolio selectionexpert opinionsportfolio optimizationrisk measurestochastischer prozessstochastic processdynamic programmingunvollkommene informationincomplete informationoptimale portfoliosportfolios partiellpartiell informierteinformierte investoreninvestoren finanzmarktfinanzmarkt gaußschergaußscher driftdrift expertenmeinungenexpertenmeinungen stochasticstochastic modelsmodels financialfinancial riskrisk managementmanagement introductionintroduction specialissue energyenergy financefinance nutzenmaximierungsproblemnutzenmaximierungsproblem unvollständigerunvollständiger informationinformation expertenmeinungenexpertenmeinungen finanzmarktfinanzmarkt markovmarkov moduliertermodulierter driftdrift expertopinions logarithmiclogarithmic utilityutility maximizationmaximization multivariatemultivariate stockstock returnsreturns gaussiangaussian driftdrift portfoliooptimization partialpartial informationinformation expertopinions optimaloptimal portfoliosportfolios boundedbounded shortfallshortfall riskrisk partialinformationfinite differenzen verfahrengaußsches modellhjb gleichung
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Years of publications: 2002 - 2024

4 records from EconBiz based on author Name Information logo


1. A unified repository for pre-processed climate data weighted by gridded economic activity

abstract

Although high-resolution gridded climate variables are provided by multiple sources, the need for country and region-specific climate data weighted by indicators of economic activity is becoming increasingly common in environmental and economic research. We process available information from different climate data sources to provide spatially aggregated data with global coverage for both countries (GADM0 resolution) and regions (GADM1 resolution) and for a variety of climate indicators (average precipitations, average temperatures, average SPEI). We weigh gridded climate data by population density or by night light intensity - both proxies of economic activity - before aggregation. Climate variables are measured daily, monthly, and annually, covering (depending on the data source) a time window from 1900 (at the earliest) to 2023. We pipeline all the preprocessing procedures in a unified framework, which we share in the open-access Weighted Climate Data Repository web app. Finally, we validate our data through a systematic comparison with those employed in leading climate impact studies.

Gortan, Marco; Testa, Lorenzo; Fagiolo, Giorgio; Lamperti, Francesco;
2023
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
Availability: The PDF logo Link Link

2. Venture capital investments through the lens of network and functional data analysis

abstract

In this paper we characterize the performance of venture capital- backed firms based on their ability to attract investment. The aim of the study is to identify relevant predictors of success built from the network structure of firms' and investors' relations. Focusing on deal-level data for the health sector, we first create a bipartite network among firms and investors, and then apply functional data analysis (FDA) to derive progressively more refined indicators of success captured by a binary, a scalar and a functional outcome. More specifically, we use different network centrality measures to capture the role of early investments for the success of the firm. Our results, which are robust to different specifications, suggest that success has a strong positive association with centrality measures of the firm and of its large in- vestors, and a weaker but still detectable association with centrality measures of small investors and features describing firms as knowl- edge bridges. Finally, based on our analyses, success is not associated with firms' and investors' spreading power (harmonic centrality), nor with the tightness of investors' community (clustering coefficient) and spreading ability (VoteRank).

Esposito, Christian; Gortan, Marco; Testa, Lorenzo; Chiaromonte, Francesca; Fagiolo, Giorgio; Mina, Andrea; Rossetti, Giulio;
2022
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
Availability: The PDF logo Link Link

3. A unified repository for pre-processed climate data weighted by gridded economic activity

Gortan, Marco; Testa, Lorenzo; Fagiolo, Giorgio; Lamperti, Francesco;
2023
Type: Working Paper;
Availability: The PDF logo

4. Venture capital investments through the lens of network and functional data analysis

Esposito, Christian; Gortan, Marco; Testa, Lorenzo; Chiaromonte, Francesca; Fagiolo, Giorgio; Mina, Andrea; Rossetti, Giulio;
2022
Type: Working Paper;
Availability: The PDF logo

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Ralf Wunderlich


Prof. Dr. rer. nat.

B: 1963

Affiliations

  • Brandenburgische Technische Universität Cottbus-Senftenberg
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Open Researcher and Contributor ID (ORCID)
  • Deutsche Digitale Bibliothek
  • Virtual International Authority File (VIAF)


  • Publishing years

    1
      2021
    2
      2019
    1
      2017
    1
      2016
    1
      2012
    1
      2007

    Series