Search results for "Olio"
showing 10 items of 630 documents
Cien años de... ¡salud, dieta mediterránea y longevidad: el papel del aceite de olivas
2006
Is there a relationship between idiopathic scoliosis and body 2 mass? A scoping review
2022
The etiopathogenesis of idiopathic scoliosis remains unknown, although genetic or hered- 12 itary factors, neurological disorders, hormonal and metabolic dysfunctions, biomechanical factors, 13 and environmental factors seem to be involved. Several studies have found that patients with scoli- 14 osis have common characteristics of taller stature, lower body mass index (BMI), and low systemic 15 bone mass. We conducted a scoping review to analyze the association between idiopathic scoliosis 16 and BMI. The search for articles was performed on PubMed and Cochrane, including the English 17 language, full-text and free-full-text articles published from December 31st, 2011 to December 31st, 18 2…
Integrazione degli aspetti ambientali e strategie di qualità di prodotto in un’ottica di ciclo di vita: life cycle assessment di oli extra-vergini di…
2009
LCA, Olio
Contenuto in cere nell'olio di copertura delle conserve di tonno
2008
Distance Measures for Portfolio Selection
2017
The classical Markowitz approach to the portfolio selection problem (PSP) consists of selecting the portfolio that minimises the return variance for a given level of expected return. By solving the problem for different values of this expected return we obtain the Pareto efficient frontier, which is composed of non-dominated portfolios. The final user has to discriminate amongst these points by resorting to an external criterion in order to decide which portfolio to invest in. We propose to define an external portfolio that corresponds to a desired criterion, and to assess its distance from the Markowitz frontier in market allowing for short-sellings or not. We show that this distance is ab…
Discrete Time Portfolio Selection with Lévy Processes
2007
This paper analyzes discrete time portfolio selection models with Lévy processes. We first implement portfolio models under the hypotheses the vector of log-returns follow or a multivariate Variance Gamma model or a Multivariate Normal Inverse Gaussian model or a Brownian Motion. In particular, we propose an ex-ante and an ex-post empirical comparisons by the point of view of different investors. Thus, we compare portfolio strategies considering different term structure scenarios and different distributional assumptions when unlimited short sales are allowed.
Practical Financial Optimization: A Library of GAMS Models
2010
In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. 'GAMS' consists of a language which allows a high-level, algebraic representation of mathematical models and a set of solvers --- numerical algorithms --- to solve them. The system was developed in response to the need for powerful and flexible front-end tools to manage large, real-life models. The work begins with an overview of the structure of the GAMS language, and discusses issues relating to the management of data in GAMS models. The authors provide models for mean-variance portfolio optimization which a…
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes
2007
In this paper we describe portfolio selection models using Lévy processes. The contribution consists in comparing some portfolio selection strategies under different distributional assumptions. We first implement portfolio models under the hypothesis the log-returns follow a particular process with independent and stationary increments. Then we compare the ex-post final wealth of optimal portfolio selection models with subordinated Lévy processes when limited short sales and transaction costs are allowed.
Avolio Francesco Di Paola
2010
voce bio-bibliografica su Avolio Francesco Di Paola