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Università della Svizzera italiana

Constrained nonparametric dependence with application in finance

Gagliardini, Patrick ; Barone-Adesi, Giovanni (Dir.)

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...

Université de Fribourg

Tracing the decision maker

Schulte-Mecklenbeck, Michael ; Huber, Oswald (Dir.) ; Kühberger, Anton (Codir.)

Thèse de doctorat : Université de Fribourg, 2005.

This thesis focuses on two themes: a methodological and a decision making one. The methodological part introduces the development of a computerized information search tool. The program, called WebDiP (Web Decision Processes), enables the researcher to track participants while they are searching for information in a database. An experiment can be done either in the laboratory or on the Web. The...

Università della Svizzera italiana

Nuove prospettive di marketing urbano : costruire strategie in rete = New perspectives of urban marketing : building network strategies

Chiapparino, Claudio ; Fiocca, Renato (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004COM003.

New perspectives of urban marketing suggest to build network strategies to improve cities attractiveness. Isolated quantitative researches cannot represent the multidimensional urban value. So this research, applied to the case of the Lugano area, use a basic qualitative factor of the urban value: stakeholders perception analysis in order to evaluate strengths and weakness, opportunities and...

Université de Fribourg

"Qu'avez-vous fait de l'argent des juifs ?" : problématisation et publicisation de la question "des fonds juifs et de l'or nazi" par la presse suisse, 1995-1998

Terzi, Cédric ; Widmer, Jean (Dir.) ; Quéré, Louis (Codir.)

Thèse de doctorat : Université de Fribourg, 2005.

Based on a large collection of newspaper articles, political discourses, historical inquiries and testimonies, this research analyzes the emergence, development and resolution of the controversy about the "Jewish assets and nazi gold" in the Swiss public sphere between 1995 and 1998. The research starts with the analysis of the emergence of the role of Switzerland during the Second World War,...

Università della Svizzera italiana

Hedging and risk measurement for option portfolios

Fierli, Francesco ; Barone-Adesi, Giovanni (Dir.)

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...

Université de Fribourg

The high-resolution stratigraphic architecture and evolution of the Burdigalian carbonate-siliciclastic sedimentary systems of the Mut Basin, Turkey

Bassant, Philip ; Strasser, Andreas (Dir.)

Thèse de doctorat : Université de Fribourg, 1999 ; no 1256.

The factors influencing the production and deposition of carbonate sediments are known. These are namely accommodation variations (eustasy and tectonics), siliciclastic sediment input, environmental changes (temperature, salinity, trophic level), nature of the producing ecologies, and the hydrodynamic regime. However, the manner in which these factors integrate through time to produce the...

Université de Fribourg

Paléoécologie et paléoclimats de la molasse du Jura (oligo-miocène) : apport des Rhinocerotoidea (Mammalia) et des minéraux argileux

Becker, Damien ; Berger, Jean-Pierre (Dir.)

Thèse de doctorat : Université de Fribourg, 2003 ; no 1416.

The Jura Molasse, in which most remains of the studied Rhinocerotoidea remains were found, constitutes a well preserved distal part of the Molasse Basin. This sedimentary series covered a major part of the Jura chain during the Oligocene and Miocene. Today, it is only sporadically found trapped in valleys or preserved in karst fillings. During the Oligo-Miocene period, the Jura region was...

Université de Fribourg

Evidences of winter ascending air circulation throughout talus slopes and rock glaciers situated in the lower belt of alpine discontinuous permafrost (Swiss Alps)

Delaloye, Reynald ; Lambiel, Christophe

In: Norwegian Journal of Geography

The winter ascending circulation of air throughout an accumulation of coarse slope sediments (the so-called chimney effect) facilitates the cooling of the ground and even the occurrence of permafrost in the lower part of a deposit. Simultaneously, any freezing is unlikely to occur in the upper part. The chimney effect has been reported to date mainly for cold and sometimes perennially frozen...