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1.
Sci Data ; 11(1): 636, 2024 Jun 15.
Article in English | MEDLINE | ID: mdl-38879616

ABSTRACT

Modelling approaches play a crucial role in supporting local public health agencies by estimating and forecasting vector abundance and seasonality. However, the reliability of these models is contingent on the availability of standardized, high-quality data. Addressing this need, our study focuses on collecting and harmonizing egg count observations of the mosquito Aedes albopictus, obtained through ovitraps in monitoring and surveillance efforts across Albania, France, Italy, and Switzerland from 2010 to 2022. We processed the raw observations to obtain a continuous time series of ovitraps observations allowing for an extensive geographical and temporal coverage of Ae. albopictus population dynamics. The resulting post-processed observations are stored in the open-access database VectAbundance.This initiative addresses the critical need for accessible, high-quality data, enhancing the reliability of modelling efforts and bolstering public health preparedness.


Subject(s)
Aedes , Animals , Databases, Factual , Mosquito Vectors , Population Dynamics , France , Albania , Switzerland , Italy
2.
Cent Eur J Oper Res ; 31(2): 557-581, 2023.
Article in English | MEDLINE | ID: mdl-36320641

ABSTRACT

This paper focuses on an innovative asset allocation strategy for risk averse investors who operate on very long-time horizons, such as endowments and the Italian foundations of banking origin (FBOs). FBOs play a pivotal role in supporting economic, financial and sustainable growth in the long term. In the search for a model which optimizes FBO portfolio choices in the light of regulatory constraints on their sizeable investable portfolio, we highlight the risk-adjusted performances obtained using a robust conditional VaR (R-CVaR) approach-assuming different risk profiles-which corrects some of the Markowitz approach pitfalls and accounts for tail risk. We compare the two models using a buy and hold strategy: the R-CVaR delivers better returns than a Markowitz portfolio, even when those performances are measured with a mean-variance metric.

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