Diana Barro
Current
Since 2015 I am Professor of Mathematics at Ca' Foscari University of Venice. I was previously Assistant Professor at Ca' Foscari University of Venice and University of Trieste, and Research Assistant at University of Padova.
I received a Ph.D. in Applied Mathematics, from University of Trieste, and a Master Degree in Quantitative Economics from Ca' Foscari University of Venice. I have been visiting Brunel University.
I am scientific board member of the EURO Working Group on Stochastic Optimization and coordinator of the Bachelor's degree program in International Trade and Tourism (COMES).
Research
It is in Stochastic Optimization and Mathematical Finance, more specifically: Dynamic Portfolio Models, Asset and Liability Models, Scenario Generation and Reduction, Credit Risk, Contagion Models, Insurance Linked Securities, Catastrophic and Natural Risks.
I am currently guest editor of Computational Management Science, associate editor of OR Spectrum, Mathematical Methods in Economics and Finance, research associate of the Venice Center for Risk Analytics (VERA) and GRETA, and member of the scientific societies: Stochastic Programming Society (SPF) and the Association for Mathematics Applied to Social and Economic Sciences (AMASES).
Impact of my research: GoogleScholar, SSRN, ORCID, Scopus.
Others
Research projects: TranspArEEnS (Transparent Assessment of Energy efficiency in Environmental social governance ratingS)