Prof. Dr. Diana Barro is the Associate Professor of Mathematics at Ca' Foscari University of Venice. She received a Ph.D. in Applied Mathematics from the University of Trieste and a Master's Degree in Quantitative Economics from Ca' Foscari University of Venice. Prof. Dr. Diana Barro has been visiting Brunel University. She was previously an Adjunct professor at the University of Trieste, and a Research Assistant at the University of Padova. She is a scientific board member of the EURO Working Group on Stochastic Optimization, where she also serves as Treasurer. She is the coordinator of the Bachelor's degree program in International Trade and Tourism (COMEST). Prof. Dr. Diana Barro is an associate editor of OR Spectrum, Mathematical Methods in Economics and Finance, and has served as a guest editor of Computational Management Science. She is research associate of the Venice Center for Risk
Analytics (VERA) and GRETA, member of the Stochastic Programming Society (SPS) and the Association for Mathematics Applied to Social and Economic Sciences (AMASES). Prof. Dr. Diana Barro's research interests include Decision-making under uncertainty, Stochastic Optimization, Mathematical Finance, Sustainable finance, and more specifically, Static and Dynamic Portfolio Models, Asset and Liability Models, Behavioral portfolios, ESG risks, Scenario Generation and Reduction, Credit Risk, Contagion Models, Insurance-Linked Securities, and Catastrophic and Natural Risks.
Research Keywords & Expertise
Investment Strategies
Risk Management
Scenario Analysis
Dynamic portfolio choi...
Contagion models
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Investment Strategies
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Risk Management
Short Biography
Prof. Dr. Diana Barro is the Associate Professor of Mathematics at Ca' Foscari University of Venice. She received a Ph.D. in Applied Mathematics from the University of Trieste and a Master's Degree in Quantitative Economics from Ca' Foscari University of Venice. Prof. Dr. Diana Barro has been visiting Brunel University. She was previously an Adjunct professor at the University of Trieste, and a Research Assistant at the University of Padova. She is a scientific board member of the EURO Working Group on Stochastic Optimization, where she also serves as Treasurer. She is the coordinator of the Bachelor's degree program in International Trade and Tourism (COMEST). Prof. Dr. Diana Barro is an associate editor of OR Spectrum, Mathematical Methods in Economics and Finance, and has served as a guest editor of Computational Management Science. She is research associate of the Venice Center for Risk
Analytics (VERA) and GRETA, member of the Stochastic Programming Society (SPS) and the Association for Mathematics Applied to Social and Economic Sciences (AMASES). Prof. Dr. Diana Barro's research interests include Decision-making under uncertainty, Stochastic Optimization, Mathematical Finance, Sustainable finance, and more specifically, Static and Dynamic Portfolio Models, Asset and Liability Models, Behavioral portfolios, ESG risks, Scenario Generation and Reduction, Credit Risk, Contagion Models, Insurance-Linked Securities, and Catastrophic and Natural Risks.