Thèse de doctorat : Università della Svizzera italiana, 2005 ; 2005ECO001.
The main objective of the thesis is to find a pricing model for weather derivatives based on temperature. A general Ornstein-Uhlenbeck process with seasonal mean and volatility is proposed to model the time-dynamics of daily average temperatures. The model is fitted to almost 54 years of daily observations recorded in Chicago, Philadelphia, Portland and Tucson. The unequivocal evidence of fat...
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Thèse de doctorat : Università della Svizzera italiana, 2004.
This thesis aims at studying the local robustness properties of Bayesian posterior summaries and deriving a robust procedure to estimate Bayesian Mean-Variance weights in a portfolio selection problem. In the first part, we study the local robustness of Bayesian estimators. In particular, we build a framework wherein any Bayesian quantity can be seen as a posterior functional. In this way it...
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Thèse de doctorat : Università della Svizzera italiana, 2002 ; 2002COM001.
La presente ricerca esamina l’evoluzione temporale ed attua un’analisi comparativa dei generi nel broadcasting televisivo dei principali paesi europei ed extraeuropei, con un’ottica particolare rivolta all’Italia, in quanto uno degli obiettivi principali consiste nel rilevare similarità e differenze tra di essi e delinearne gli sviluppi futuri. L’altro scopo è quello di verificare la...
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Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004ECO006.
Where prices are missing as an indicator of value, economic non-market valuation represents an important tool for efficient and transparent decision-making. Given that environmental goods and services are often priceless, environmental economists have a long history of applying valuation tools. Two prominent valuation approaches are the Contingent Valuation Method (CVM) and the Travel Cost Method...
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Thèse de doctorat : Università della Svizzera italiana, 2003 ; 2003ECO002.
The developments of financial theory in the last decades have shown that one of the most fundamental topics in Finance is the specification of dependence between different risk variables. Empirical evidence on financial time series (such as returns, interest rates, or exchange rates) as well as recent developments in risk management (such as the analysis of dependence between default risks of...
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Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004COM003.
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Thèse de doctorat : Università della Svizzera italiana, 2003 ; 2003COM004.
Ranging between humanities and technological studies, this dissertation aims at clarifying what happens when literary texts we are used to read in a “book form” are transposed in hypertexts and hypermedia, namely which are the effects of this transposition on the act of reading the literary text. The work is based on an interdisciplinary approach, comprising a semiotic-hermeneutic perspective...
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Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004ECO005.
In the first part of this work we address the problem of parameter misspecification in a generic class of stochastic volatility models. We extend the approach proposed by Avellaneda, Levy and Paràs (1995) (hereafter ALP) by moving from a framework with uncertain volatility to the uncertainty on volatility process parameters. We assume that parameter values of the stochastic volatility model are...
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Thèse de doctorat : Università della Svizzera italiana, 2005 ; 2005COM001.
L’obiettivo della tesi è di individuare le motivazioni che spingono un’azienda a comunicare mediante l’umorismo. L’umorismo viene considerato in chiave strumentale al fine di poter trarre indicazioni su dove, come e quando sia più utile optare per tale linguaggio. Dopo un’introduzione storico-filosofica (cap.2) volta a mostrare le principali correnti di pensiero che nei secoli si sono...
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Thèse de doctorat : Università della Svizzera italiana, 2003.
Web application development still needs to employ effective methods to accommodate some distinctive aspects of the requirements analysis process: capturing high-level communication goals, considering several user profiles and stakeholders, defining hypermedia-specific requirements (concerning navigation, content, information structure and presentation aspects), and reusing requirements for an...
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