Listar Universidad Torcuato Di Tella por título
Mostrando ítems 507-526 de 746
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On the n−th linear polarization constant of Rn
(Mathematische Nachrichten, 2023)Abstract. We prove that given any set of n unit vectors {vi}n i=1 ⊂ Rn, the inequality sup kxkRn=1 |hx, v1i · · · hx, vni| ≥ n−n/2 holds for n ≤ 14. Moreover, the equality is attained if and only if {vi}n i=1 is an ... -
On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities
(Universidad Torcuato Di Tella, 2024-06)We consider general hidden Markov models that may include exogenous co- variates and whose discrete-state-space regime sequence has transition prob- abilities that are functions of observable variables. We show that the ... -
On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?
(Journal of Economic Dynamics & Control (e-ISSN: 1879-1743), 2024-07)We develop and estimate a consumption-based asset pricing model that uses historical US financial data and assumes recursive utility, allowing for priced regime-switching risk and intrinsic bubbles. We also estimate ... -
On the volume ratio of projections of convex bodies
(Universidad Torcuato Di Tella, 2022)We study the volume ratio between projections of two convex bodies. Given a high-dimensional convex body K we show that there is another convex body L such that the volume ratio between any two projections of fixed rank ... -
On the volumes of simplices determined by a subset of Rd
(Universidad Torcuato Di Tella, 2023)We prove that for 1 ≤ k < d, if E is a Borel subset of Rd of Hausdorff dimension strictly larger than k, the set of (k+1)-volumes determined by k+2 points in E has positive one-dimensional Lebesgue measure. In the case ... -
Opiniones individuales y deliberaciones colectivas
(Universidad Torcuato Di Tella. Escuela de Derecho, 2013-07)Traducción al español de la paradoja doctrinal expuesta por Roberto Vacca. -
La oposición Oriente-Occidente en el Le Corbusier de Chandigarh
(2004)Nacer o comenzar es siempre difícil. Y doloroso, aunque retrospectivamente no se lo recuerde así. De hecho probablemente ni siquiera se lo recuerde. Este es siempre el peligro y la promesa. Tal vez esto ayude a explicar ... -
Optimal Carbon Offsets with Heterogeneous Regions
(Universidad Torcuato Di Tella, 2024-02-08)We study optimal climate policy in a global economy where regions differ in wealth and vulnerability to climate change. Carbon emissions from production generate out- put losses - a negative climate externality - and a ... -
Optimal Cooperative Taxation in the Global Economy
(The University of Chicago Press, 2023)How should countries cooperate in setting fiscal and trade policies when government expenditures must be financed with distorting taxes? We show that even if countries cannot make explicit transfers to each other, every ... -
Optimal dividend strategies for a catastrophe insurer
(Universidad Torcuato Di Tella, 2023)In this paper we study the problem of optimally paying out dividends from an insurance portfolio, when the criterion is to maximize the expected discounted dividends over the lifetime of the company and the portfolio ... -
Optimal dividend strategies for a catastrophe insurer
(Frontiers of Mathematical Finance (e- ISSN:2769-6715), 2024-06)In this paper we study the problem of optimally paying out dividends from an insurance portfolio, when the criterion is to maximize the expected discounted dividends over the lifetime of the company and the portfolio contains ... -
Optimal dividends under a drawdown constraint and a curious square-root rule
(Finance and Stochastics, 2023)In this paper we address the problem of optimal dividend payout strategies from a surplus process governed by Brownian motion with drift under a drawdown constraint, i.e. the dividend rate can never decrease below a given ... -
Optimal Ratcheting of Dividends in a Brownian Risk Model
(2020)We study the problem of optimal dividend payout from a surplus process governed by Brownian motion with drift under the additional constraint of ratcheting, i.e. the dividend rate can never decrease. We solve the resulting ... -
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis
(SIAM Journal on Financial Mathematics, 2023)In this paper, we consider an optimal reinsurance problem to minimize the probability of drawdown for the scaled Cram´er-Lundberg risk model when the reinsurance premium is computed according to the mean-variance premium ... -
Optimal strategies in a production-inventory control model
(2020)We consider a production-inventory control model with finite capacity and two different production rates, assuming that the cumulative process of customer demand is given by a compound Poisson process. It is possible at ... -
La organización de poder en la ley de medios
(Universidad Torcuato Di Tella. Escuela de Derecho, 2013-07)En el presente trabajo, trataremos de aportar algunas consideraciones de por qué estimamos que la organización de poder estructurada importaría, en tanto reproducción del sistema institucional existente y sus prácticas ... -
Organization of brain networks governed by long-range connections index autistic traits in the general population
(2013-06-27)Background: The dimensional approach to autism spectrum disorder (ASD) considers ASD as the extreme of a dimension traversing through the entire population. We explored the potential utility of electroencephalography (EEG) ... -
Orientalismo y arquitectura moderna: el debate sobre el techo plano
(2011)En una de las más influyentes biografías de Ludwig Mies van der Rohe, Franz Schulze reproduce el famoso fotomontaje del Weissenhof Siedlung de Stuttgart en el que en vez de la solitaria pareja que mira hacia la cámara ... -
Origen y efectos de la reforma de 1994 : una reflexión en torno a la atenuación del presidencialismo
(Universidad Torcuato Di Tella. Escuela de Derecho, 2014-12)Evaluar el legado de una reforma constitucional invita intuitivamente a un análisis retrospectivo. Una forma posible de este análisis, es remontarnos a los orígenes de la reforma para ver cómo la manera en que nació ... -
Los origenes ideológicos de la Unión Cívica Radical
(Universidad Torcuato Di Tella, 1994)La Unión Cívica Radical (UCR) se fundó en 1891 en oposición al partido oficial, el Partido Autonomista Nacional (PAN). El presente ensayo analiza los principios ideológicos sostenidos por la UCR, los cuales generaron ...