Main departmental research areas and fields: Area: Economia Linea: Settori finanziari - modelli e metodi
Area: Economia Linea: Settori finanziari - risorse e strumenti
Area: Economia Linea: Sistema economico - modelli e metodi
Area: Matematica Linea: Metodi matematici dell’economia
Area: Matematica Linea: Scienze finanziarie ed attuariali

Research skills

Problemi di gestione di portafoglio statici e dinamici

Description:: Static and dynamic portfolio management problems

Keywords:: Economics, Business mathematics

ATECO code:: [64] - attività di servizi finanziari (escluse le assicurazioni e i fondi pensione)

Rischio di credito e dipendenza tra posizioni finanziarie

Description:: Credit risk and dependence among positions

Keywords:: Business mathematics, Economics

ATECO code:: [64] - attività di servizi finanziari (escluse le assicurazioni e i fondi pensione)

Strumenti per il trasferimento di rischi puri al mercato finanziario

Description:: Alternative risk transfer products

Keywords:: Business mathematics, Economics

ATECO code:: [65] - assicurazioni, riassicurazioni e fondi pensione (escluse le assicurazioni sociali obbligatorie)

Completed and pending researches

Analisi del downside risk in modelli di tracking error multiperiodali.

SSD:: SECS-S/06

Analisi di portafogli clienti e miglioramento del proﬁlo rischio-rendimento ed efficienza

SSD:: SECS-S/06

Art and Finance - Portfolio diversification through Art

SSD:: SECS-S/06

Other members of the research group:: Antonella BASSO
Stefania FUNARI
Guglielmo Alessandro VISENTIN

Assessment of sustainability and ESG for SMEs

SSD:: SECS-S/06

Behavioral Portfolio Selection

SSD:: SECS-S/06

Climate risk management and derivatives

SSD:: SECS-S/06

Dark Pools of Liquidity and Alternative Trading Venues

SSD:: SECS-P/11

Derivatives in stochastic portfolio optimization

SSD:: SECS-S/06

Eventi estremi e dipendenza

SSD:: SECS-S/06

Modelli di credit contagion per l'analisi del rischio di credito di portafogli di prestiti bancari

SSD:: SECS-S/06

Other members of the research group:: Antonella BASSO

Portafogli long-short e problemi di tracking error

SSD:: SECS-S/06

Problemi di gestione dinamica di un fondo in presenza di vincoli di rendimento

SSD:: SECS-S/06

Rischio di credito e portafogli di esposizioni bancarie

SSD:: SECS-S/06

Strumenti finanziari e mercato assicurativo

SSD:: SECS-S/06

Funds

EeDaPP Energy efficiency Data Protocol and Portal

Funding body:: Commissione Europea

Type:: H2020 - Societal Challenges

Role in the project:: PT

Sito di progetto:: https://eedapp.energyefficientmortgages.eu/

Starting date:: Year: 2018 Length in months: 24

Other members of the research group:: Monica BILLIO
Roberto CASARIN

EeMAP Energy efficient Mortgages Action Plan

Funding body:: Commissione Europea

Type:: H2020 - Societal Challenges

Role in the project:: PT

Sito di progetto:: https://eemap.energyefficientmortgages.eu/

Starting date:: Year: 2017 Length in months: 24

Other members of the research group:: Monica BILLIO
Roberto CASARIN
Marcella LUCCHETTA

GRINS Growing Resilient INclusive and Sustainable, Spoke Sustainable Finance

Funding body:: MIUR

Type:: Altri finanziamenti per progetti di ricerca

Role in the project:: SB

Starting date:: Year: 2022 Length in months: 36

JET - Just Energy Transition

Funding body:: MIUR

Type:: PRIN

Role in the project:: PT

Starting date:: Year: 2022 Length in months: 24

SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions

Funding body:: Commissione Europea 7mo Programma Quadro

Type:: VII Programma Quadro - Cooperation

Role in the project:: PT

Sito di progetto:: http://syrtoproject.eu/

Starting date:: Year: 2013 Length in months: 36

Other members of the research group:: Monica BILLIO
Roberto CASARIN
Gloria GARDENAL
Marcella LUCCHETTA
Martina NARDON
Antonio PARADISO
Loriana PELIZZON

Sostegno alla ricerca

Funding body:: Scuola Studi Avanzati in Venezia - SSAV

Type:: Altri finanziamenti di ricerca

Role in the project:: LD

Starting date:: Year: 2010 Length in months:

TranspArEEnS – Mainsteaming Transparent Assessment of Energy Efficiency in ESG Ratings

Funding body:: Commissione Europea

Type:: H2020 - Societal Challenges

Role in the project:: LD

Sito di progetto:: https://pric.unive.it/projects/transpareens/home

Starting date:: Year: 2021 Length in months: 30

Other members of the research group:: Stefano BATTISTON
Monica BILLIO
Stefano COLONNELLO
Michele COSTOLA
Loriana PELIZZON

Publication highlights

Diana Barro, Antonella Basso, Marco Corazza, Guglielmo A. Visentin Is the energy transition impacting the Eurozone sovereign credit risk? Evidence from Machine Learning in ECONOMIC MODELLING, vol. 164, pp. 1-18 (ISSN 0264-9993)
DOI - URL correlato 2026, Journal Article - ARCA card: 10278/5122227

Barro, Diana; Basso, Antonella; Corazza, Marco; Visentin, Guglielmo Alessandro A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area , Department of Economics Research Paper Series, Venezia, Department of Economics, vol. 24/WP/2025, pp. 1-13 (ISSN 1827-3580)
DOI - URL correlato 2025, Book Article - ARCA card: 10278/5111596

Barro, Diana; Castello, Oleksandr; Corazza, Marco; Nardon, Martina A Swap-Based Framework for Managing Energy Transition Risks , Department of Economics Research Paper Series, Department of Economics, vol. 23/WP/2025, pp. 1-25 (ISSN 1827-3580)
DOI - URL correlato 2025, Book Article - ARCA card: 10278/5105892

Barro, Diana; Casarin, Roberto; Osuntuyi, Ayokunle Anthony Multiple-Try Simulated Annealing for Constrained Optimization , Department of Economics Research Paper Series, Department of Economics, vol. 20/WP/2025, pp. 1-36 (ISSN 1827-3580)
DOI - URL correlato 2025, Book Article - ARCA card: 10278/5105891

Amardana, Ardelia; Barro, Diana; Corazza, Marco Sustainability in LSTM Price Prediction for Portfolio Optimization in the European Market , Department of Economics Research Paper Series, Department of Economics, vol. 25/WP/2025, pp. 1-41 (ISSN 1827-3580)
DOI 2025, Book Article - ARCA card: 10278/5105890

List of publications

List of selected publications

Type	Name	Sender (Domain)	Description	Duration	Policy
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Google - Youtube	__Secure-1PAPISID	Google (google.com)	Used for targeting purposes in order to acquire web visitors' interests and show them pertinent and customised Google advertising.	2 years	Information
Google - Youtube	CONSENT	Google (google.com)	Used by Google to store the user's preferences.	17 years	Information
Google - Youtube	__Secure-1PSID	Google (google.com)	Used for targeting purposes in order to acquire web visitors' interests and show them pertinent and customised Google advertising.	2 years	Information

Diana BARRO

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