Operational risk assessment at investment funds level

Questioni Di Economia E Finanza Italian Real Estate Investment Funds: Market Structure and Risk Measurement Questioni Di Economia E Finanza Italian Real Estate Investment Funds: Market Structure and Risk Measurement Italian Real Estate Investment Funds: Market Structure and Risk Measurement

This paper describes the Italian real estate investment funds industry, providing an overview of the distinctive features and risk factors of this sector. By using accounting and supervisory data, we: (1) compute the returns of the real estate assets in the portfolio of these funds; (2) construct a price index and a total return index of the real estate assets held by the Italian funds; (3) def...

Cancer risk assessment at the atomic level.

A flurry of articles on the structure of different domains of BRCA1 and BRCA2 have not only shed light on the biology of these proteins but have also raised hopes that these data could eventually be used to infer cancer association for a large number of inherited missense mutations whose effect on protein function is unclear.

Financial contagion in investment funds

Many new models for measuring financial contagion have been presented recently. While these models have not been specified for investment funds directly, there are many similarities that could be explored to extend the models. In this work we explore ideas developed about financial contagion to create a network of investment funds using both cross-holding of quotas and a bipartite network of fu...

Green Investment Funds: Organic Farming

Optimal investment under operational flexibility, risk aversion, and uncertainty

Traditional real options analysis addresses the problem of investment under uncertainty assuming a risk-neutral decision maker and complete markets. In reality, however, decision makers are often risk averse and markets are incomplete. We confirm that risk aversion lowers the probability of investment and demonstrate how this effect can be mitigated by incorporating operational flexibility in t...