RERO
 
digital library RERO DOC
Search   Submit   My list   Informations

FR  EN  DE  IT 		 
home Home > Navigate by site > Tessin > University of Lugano > > Search Results
RERO  
 
digital library RERO DOC
home Home > Navigate by site > Tessin > University of Lugano > > Search Results

University of Lugano

Search:
 
Search Tips :: Advanced Search
Search collections:
Sort by: Display results: Output format:
Results overview: Found 359 records in 0.01 seconds.
Books, 1 records found
Postprints, 97 records found
Preprints, 177 records found
Theses, 84 records found
Books 1 records found  
1.
Enacting intersubjectivity ; paving the way for a dialogue between cognitive science, social cognition and neuroscience.
Carassa, Antonella, Morganti, Francesca, Riva, Giuseppe - 280 p.
MultivioTexte intégral (1.2 MB, 2009-03-17 16:44:45)
Detailed record - Similar records

Postprints 97 records found  1 - 10nextend  jump to record:
1.
Productivity growth and price regulation of Slovenian water distribution utilities / Filippini, Massimo, Hrovatin, Nevenka, Zorić, Jelena: University of Ljubljana, Faculty of Economics, Ljubljana, Slovenia
In: Zbornik Radova Ekonomski Fakultet u Rijeka, 2010, vol. 28, no. 1, p. 89-112.
Résumé anglais: This paper aims to analyse the price regulation method and performance of the water industry in Slovenia. A stochastic cost frontier model is employed to estimate and decompose the total factor productivity (TFP) growth of water distribution utilities in the 1997-2003 period. The main goal is to find out whether the lack of proper incentives to improve performance has resulted in the low TFP growth of Slovenian water distribution utilities. The evidence suggests that cost inefficiencies [...]
Mot clés anglais: TFP growth ; SFA ; cost efficiency ; water distribution utilities ; price regulation
MultivioTexte intégral (274.3 KB, 2010-07-29 09:49:36)
Detailed record - Similar records
2.
A multivariate FGD technique to improve VaR computation in equity markets / Audrino, Francesco, Barone-Adesi, Giovanni
In: Computational management science, 2005, vol. 2, no. 2, p. 87-106.
Résumé anglais: It is difficult to compute Value-at-Risk (VaR) using multivariate models able to take into account the dependence structure between large numbers of assets and being still computationally feasible. A possible procedure is based on functional gradient descent (FGD) estimation for the volatility matrix in connection with asset historical simulation. Backtest analysis on simulated and real data provides strong empirical evidence of the better predictive ability of the proposed procedure [...]
Mot clés anglais: Volatility estimation ; functional gradient descent ; filtered historical simulation ; value-at-risk
MultivioTexte intégral (320.9 KB, 2010-07-23 15:48:42)
Detailed record - Similar records
3.
Six countries, six health reform models? : Health care reform in Chile, Israel, Singapore, Switzerland, Taiwan and The Netherlands / Okma, Kieke G. H., Cheng, Tsung-Mei, Chinitz, David, Crivelli, Luca, Svizzera italiana, Svizzera, Meng-Kin, Lim, Maarse, Hans, Labra, Maria Eliana
In: Journal of comparative policy analysis, 2010, vol. 12, no. 1, p. 75-113.
Résumé anglais: This research contribution presents a diagnosis of the health reform experience of six small and mid-sized industrial democracies: Chile, Israel, Singapore, Switzerland, Taiwan and The Netherlands during the last decades of the twentieth century. It addresses the following questions: Why have these six countries, facing similar pressures to reform their health care systems, with similar options for government action, chosen very different pathways to restructure their health care? What [...]
Mot clés anglais: Health care policy ; funding ; contracts ; health services ; payments ; international comparisons ; studies
MultivioTexte intégral (203.7 KB, 2010-04-13 17:06:40)
Detailed record - Similar records
4.
Resource rent taxation and benchmarking : a new perspective for the Swiss hydropower sector / Banfi, Silvia, Filippini, Massimo
In: Energy policy, 2010, vol. 38, no. 5, p. 2302-2308.
Résumé anglais: The electricity generation in Switzerland is mainly based on hydropower (55% of total production). The exploitation of water in the hydropower sector can generate significant so-called resource rents. These are defined by the surplus return above the value of capital, labor, materials and energy used to exploit hydropower. In Switzerland, hydropower producers pay to the State a fixed fee per kW gross capacity. With this system the substantial differences in costs, revenues and in the [...]
Mot clés anglais: Resource rent taxation ; hydropower ; efficiency
MultivioTexte intégral (124.8 KB, 2010-03-22 12:45:34)
Detailed record - Similar records
5.
A GARCH option pricing model with filtered historical simulation / Barone-Adesi, Giovanni, Engle, Robert F., Mancini, Loriano
In: The review of financial studies, 2008, vol. 21, no. 3, p. 1223-1258.
Résumé anglais: We propose a new method for pricing options based on GARCH models with filtered historical innovaions. In an incomplete market framework, we allow for different distributions of historical and pricing return dynamics, which enhances the model’s flexibility to fit market option prices. An extensive empirical analysis based on S&P 500 Index options shows that our model outperforms other competing GARCH pricing models and ad hoc Black–Scholes models. We show that the flexible [...]
Mot clés anglais: Option pricing ; GARCH model ; state price density ; Monte Carlo simulation
MultivioTexte intégral (471.7 KB, 2010-02-26 15:34:14)
Detailed record - Similar records
6.
Cutting the hedge / Barone-Adesi, Giovanni, Elliott, Robert J.
In: Computational economics, 2007, vol. 29, no. 2, p. 151-159.
Résumé anglais: Hedging equations from a method suggested by Barone-Adesi, Engle and Mancini, are presented and discussed. This model assumes the option price is homogeneous and the calculation is model independent, providing delta hedge ratios immediately from market data.
Mot clés anglais: Studies ; mathematical models ; hedging
MultivioTexte intégral (79.7 KB, 2010-02-26 14:32:47)
Detailed record - Similar records
7.
Correlation risk and optimal portfolio choice / Buraschi, Andrea, Porchia, Paolo, Trojani, Fabio
In: The journal of finance, 2010, vol. 65, no. 1, p. 393-420.
Résumé anglais: We develop a new framework for multivariate intertemporal portfolio choice that allows us to derive optimal portfolio implications for economies in which the degree of correlation across industries, countries, or asset classes is stochastic. Optimal portfolios include distinct hedging components against both stochastic volatility and correlation risk. We find that the hedging demand is typically larger than in univariate models, and it includes an economically significant covariance [...]
MultivioTexte intégral (962.8 KB, 2010-02-04 09:47:28)
Detailed record - Similar records
8.
Ambiguity aversion and the term structure of interest / Gagliardini, Patrick, Porchia, Paolo, Trojani, Fabio
In: The review of financial studies, 2009, vol. 22, no. 10, p. 4157-4188.
Résumé anglais: This paper studies the term structure implications of a simple structural model in which the representative agent displays ambiguity aversion, modeled by Multiple Priors Recursive Utility. Bond excess returns reflect a premium for ambiguity, which is observationally distinct from the risk premium of affine yield curve models. The ambiguity premium can be large even in the simplest log-utility setting and is also non zero for stochastic factors that have a zero risk premium. A [...]
Mot clés anglais: General equilibrium ; term structure of interest rates ; ambiguity aversion ; expectations hypothesis ; Campbell-Shiller regression
MultivioTexte intégral (738.7 KB, 2010-02-04 09:56:53)
Detailed record - Similar records
9.
Finitely additive supermartingales / Cassese, Gianluca
In: Journal of theoretical probability, 2008, vol. 21, no. 3, p. 586-603.
Résumé anglais: The concept of finitely additive supermartingales, originally due to Bochner, is revived and developed. We exploit it to study measure decompositions over filtered probability spaces and the properties of the associated Doléans-Dade measure. We obtain versions of the Doob–Meyer decomposition and, as an application, we establish a version of the Bichteler and Dellacherie theorem with no exogenous probability measure.
Mot clés anglais: Bichteler ; Dellacherie theorem ; conditional expectation ; Doléans-Dade measure ; Doob–Meyer decomposition ; finitely additive measures ; supermartingales ; Yosida–Hewitt decomposition
MultivioTexte intégral (254 KB, 2009-10-19 17:39:59)
Detailed record - Similar records
10.
A note on asset bubbles in continuous-time / Cassese, Gianluca
In: International journal of theoretical and applied finance, 2005, vol. 8, no. 4, p. 523-536.
Résumé anglais: In this paper we propose a model of asset prices consistent with the no-arbitrage principle but allowing for the existence of "bubbles". The structure of bubbles is explicitly characterized and we show that, for example, they may be of either sign. Furthermore, we discuss the existence of bubbles under alternative definitions of absence of arbitrage opportunities.
Mot clés anglais: Bubbles ; arbitrage ; finitely additive measures ; fundamental theorem of asset pricing ; martingales
MultivioTexte intégral (328.4 KB, 2009-10-19 17:20:26)
Detailed record - Similar records

Postprints : 97 records found   1 - 10nextend  jump to record:
Preprints 177 records found  1 - 10nextend  jump to record:
1.
Ethnic concentration, cultural identity and immigrant self-employment in Switzerland / Guerra, Giuliano, Patuelli, Roberto, Maggi, Rico, 2010, 19 p.
Résumé anglais: Immigrant self-employment rates vary considerably across regions in Switzerland. Business ownership seems to provide an alternative to wage labour, where immigrants have to face structural barriers such as the limited knowledge of the local language, or difficulties in fruitfully making use of their own human capital. Despite the historically high unemployment rates with respect to natives, immigrants in Switzerland are less entrepreneurial. It is therefore important to uncover the [...]
Mot clés anglais: Self-employment ; immigrants ; Switzerland
MultivioTexte intégral (8.7 MB, 2010-05-26 14:50:29)
Detailed record - Similar records
2.
Do opening hours and unobserved heterogeneity affect economies of scale and scope in postal outlets? / Filippini, Massimo, Koller, Martin, Trinkner, Urs, 2010, 23 p.
Résumé anglais: The purpose of this study is to analyze the cost structure of Swiss Post’s postal outlets. In particular, the idea is to assess economies of scale and scope in post offices and franchised postal agencies. Information on their optimal size and production structure is of importance from the policy-makers’ point of view because this hypothetical situation may be a basis for calculation of reimbursements when providing the universal service. Two important novelties are introduced in [...]
Mot clés anglais: Economies of scale ; economies of scope ; postal outlet network ; unobserved heterogeneity ; latent class model ; opening hours ; standby time
MultivioTexte intégral (368.9 KB, 2010-04-27 17:44:22)
Detailed record - Similar records
3.
A comparison of prospect theory in WTP and preference space / Rose, John M., Masiero, Lorenzo, 2009-10-04, 16 p
Résumé anglais: The importance of willingness to pay (WTP) and willingness to accept (WTA) measures in the evaluation of policy measures has led to a constant stream of research examining survey methods and model specifications seeking to capture and explain the concept of marginal rates of substitution as much as possible. Stated choice experiments pivoted around a reference alternative allow the specification of discrete choice models to accommodate the prospect theory reference dependence [...]
Mot clés anglais: Choice experiments ; Willingness to pay space ; Preference asymmetry
MultivioTexte intégral (311.7 KB, 2010-03-05 09:41:44)
Detailed record - Similar records
4.
Shift of reference point and implications on behavioral reaction to gains and losses / Masiero, Lorenzo, Hensher, David A., 2010-01-04, 20 p
Résumé anglais: It is widely recognized that individual decision making is subject to the evaluation of gains and losses around a reference point. The estimation of discrete choice models increasingly use data from stated choice experiments which are pivoted around a reference alternative. However, to date, the specification of a reference alternative in transport studies is fixed, whereas it is common to observe individuals adjusting their preferences according to a change in their reference point. [...]
Mot clés anglais: Willingness to pay ; Gains and losses ; Freight choice ; Reference alternative
MultivioTexte intégral (1.1 MB, 2010-03-05 09:34:44)
Detailed record - Similar records
5.
Analyzing loss aversion and diminishing sensitivity in a freight transport stated choice experiment / Masiero, Lorenzo, Hensher, David A., 2010-02-19, 16 p
Résumé anglais: Choice behaviour might be determined by asymmetric preferences whether the consumers are faced with gains or losses. This paper investigates loss aversion and diminishing sensitivity, and analyzes their implications on willingness to pay and willingness to accept measures in a reference pivoted choice experiment in a freight transport framework. The results suggest a significant model fit improvement when preferences are treated as asymmetric, proving both loss aversion and diminishing [...]
Mot clés anglais: Freight transport ; Choice experiments ; Willingness to pay ; Preference asymmetry
MultivioTexte intégral (566.4 KB, 2010-03-05 09:29:43)
Detailed record - Similar records
6.
Estimation of indirect cost and evaluation of protective measures for infrastructure vulnerability : a case study on the transalpine transport corridor / Masiero, Lorenzo, Maggi, Rico, 2009-09-16, 17 p
Résumé anglais: Infrastructure vulnerability is a topic of rising interest in the scientific literature for both the general increase of unexpected events and the strategic importance of certain links. Protective investments are extremely costly and risks are distributed in space and time which poses important decision problems to the public sector decision makers. In an economic prospective, the evaluation of infrastructure vulnerability is oriented on the estimation of direct and indirect costs of [...]
Mot clés anglais: Infrastructure vulnerability ; Choice experiment ; Cost-benefit analysis ; Freight transport
MultivioTexte intégral (597.6 KB, 2010-03-04 13:56:39)
Detailed record - Similar records
7.
Public bus transport demand elasticities in India / Filippini, Massimo, Deb, Kaushik, 2010, 27 p.
Résumé anglais: A number of static and dynamic specifications of a log linear demand function for public transport are estimated using aggregate panel data for 22 Indian states over the period 1990 to 2001. Demand has been defined as total passenger kilometers to capture actual market transactions, while the regressors include public transit fare, per capita income, service quality, and other demographic and social variables. In all cases, transit demand is significant and inelastic to the fare. [...]
Mot clés anglais: Demand Eeasticities ; dynamic panel data ; bus transport ; India
MultivioTexte intégral (430.9 KB, 2009-12-17 09:44:15)
Detailed record - Similar records
8.
Persistent disparities in regional unemployment : application of a spatial filtering approach to local labour markets in Germany / Patuelli, Roberto, Schanne, Norbert, Griffith, Daniel A., Nijkamp, Peter, 2010, 28 p.
Résumé anglais: The geographical distribution and persistence of regional/local unemployment rates in heterogeneous economies (such as Germany) have been, in recent years, the subject of various theoretical and empirical studies. Several researchers have shown an interest in analysing the dynamic adjustment processes of unemployment and the average degree of dependence of the current unemployment rates or gross domestic product from the ones observed in the past. In this paper, we present a new [...]
Mot clés anglais: Unemployment persistence ; dynamic panel ; hysteresis ; spatial filtering ; fixed effects
MultivioTexte intégral (678.4 KB, 2009-12-11 16:42:14)
Detailed record - Similar records
9.
Physician dispensing and antibiotic prescriptions / Filippini, Massimo, Masiero, Giuliano, Moschetti, Karine, 2009, 25 p.
Résumé anglais: The regulation on prescribing and dispensing of antibiotics has a double purpose: to enhance access to antibiotic treatment and to reduce the inappropriate use of drugs. Nevertheless, incentives to dispensing physicians may lead to inefficiencies. We sketch a theoretical model of the market for antibiotic treatment and empirically investigate the impact of self-dispensing on the per capita outpatient antibiotic consumption using data from small geographic areas in Switzerland. We find [...]
Mot clés anglais: Physician dispensing ; antibiotic use
MultivioTexte intégral (256.6 KB, 2009-11-24 17:24:24)
Detailed record - Similar records
10.