In this paper we discuss air quality assessment in three Italian, German and Polish regions using the index methodology proposed in Bruno and Cocchi (2002, 2007). This analysis focuses first of all on the quality of the air in each of the countries being taken into consideration, and then adopts...

In this paper we discuss air quality assessment in three Italian, German and Polish regions using the index methodology proposed in Bruno and Cocchi (2002, 2007). This analysis focuses first of all on the quality of the air in each of the countries being taken into consideration, and then adopts...

In this paper the sequential procedures for monitoring efficiency of the global minimum variance portfolio are proposed. The proposed control schemes can be applied to rather large class of portfolio asset returns distributions, namely, elliptically contoured distributions. Our approach has...