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Mostrati risultati da 1 a 10 di 10
Time-consistency of risk measures: how strong is such a property?
2019 Mastrogiacomo, E; Rosazza Gianin, E
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study
2019 Consigli, G; Hitaj, A; Mastrogiacomo, E
Portfolio Choice Under Cumulative Prospect Theory: Sensitivity Analysis and an Empirical Study
2015 Hitaj, A; Mastrogiacomo, E
Portfolio optimization with quasiconvex risk measures
2015 Mastrogiacomo, E; ROSAZZA GIANIN, E
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
2015 Mastrogiacomo, E; ROSAZZA GIANIN, E
Optimal control for stochastic heat equation with memory
2014 Mastrogiacomo, E; Confortola, F
Invariant measures for stochastic differential equations on networks
2013 Albeverio, S; Di Persio, L; Mastrogiacomo, E
Small noise asymptotic expansions for stochastic PDE’s driven by dissipative nonlinearity and Lévy noise
2013 Albeverio, S; Mastrogiacomo, E; Smii, B
Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels
2012 Bonaccorsi, S; Confortola, F; Mastrogiacomo, E
Small noise asymptotic expansions for stochastic PDE's. The case of a dissipative polynomiallly bounded non linearity
2011 Sergio, A; Luca, D; Mastrogiacomo, E
Mostrati risultati da 1 a 10 di 10
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