Emanuela Rosazza Gianin
Emanuela Rosazza Gianin
E-mail megerősítve itt: unimib.it
Cím
Hivatkozott rá
Hivatkozott rá
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Putting order in risk measures
M Frittelli, ER Gianin
Journal of Banking & Finance 26 (7), 1473-1486, 2002
8122002
Risk measures via g-expectations
ER Gianin
Insurance: Mathematics and Economics 39 (1), 19-34, 2006
2962006
Generalized quantiles as risk measures
F Bellini, B Klar, A Müller, E Rosazza Gianin
2372012
Dynamic convex risk measures
M Frittelli, ER Gianin
Risk measures for the 21st century, 227-248, 2004
2042004
Law invariant convex risk measures
M Frittelli, E Rosazza Gianin
Advances in Mathematical Economics, 33-46, 2005
1542005
Representation of the penalty term of dynamic concave utilities
F Delbaen, S Peng, E Rosazza Gianin
Finance and Stochastics 14 (3), 449-472, 2010
1512010
On Haezendonck risk measures
F Bellini, ER Gianin
Journal of Banking & Finance 32 (6), 986-994, 2008
682008
Haezendonck–Goovaerts risk measures and Orlicz quantiles
F Bellini, ER Gianin
Insurance: Mathematics and Economics 51 (1), 107-114, 2012
532012
Optimal portfolios with Haezendonck risk measures
F Bellini, E Rosazza Gianin
Oldenbourg Wissenschaftsverlag GmbH 26 (2), 89-108, 2008
312008
Some examples of risk measures via g-expectations
ER Gianin
Università degli studi Bicocca, Facoltà di economia, 2002
312002
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
E Mastrogiacomo, ER Gianin
Mathematics and Financial Economics 9 (2), 149-167, 2015
222015
Dual Representation of Minimal Supersolutions of Convex BSDEs
S Drapeau, M Kupper, E Rosazza Gianin, L Tangpi
arXiv preprint arXiv:1308.1275, 2013
212013
Acceptability indexes via g-expectations: an application to liquidity risk
E Rosazza Gianin, C Sgarra
Mathematics and financial economics 7 (4), 457-475, 2013
192013
Equivalent formulations of reasonable asymptotic elasticity
M Frittelli, E Rosazza Gianin
Universita degli Studi die Firenze, Working Paper, 2004
192004
Robust return risk measures
F Bellini, RJA Laeven, ER Gianin
Mathematics and Financial Economics 12 (1), 5-32, 2018
172018
Loss-averse preferences and portfolio choices: An extension
L Eeckhoudt, AM Fiori, ER Gianin
European Journal of Operational Research 249 (1), 224-230, 2016
172016
Convexity and law invariance of risk measures
E Rosazza Gianin
PhD thesis, Universita de Bergamo, Italy, 2002
162002
Capital allocation à la Aumann–Shapley for non-differentiable risk measures
F Centrone, ER Gianin
European Journal of Operational Research 267 (2), 667-675, 2018
152018
Portfolio optimization with quasiconvex risk measures
E Mastrogiacomo, E Rosazza Gianin
Mathematics of Operations Research 40 (4), 1042-1059, 2015
132015
Esercizi di finanza matematica
E Rosazza Gianin, C Sgarra
Springer, 2007
10*2007
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Cikkek 1–20