Sfoglia per Autore
Portfolio optimization with quasiconvex risk measures
2015 Mastrogiacomo, E; ROSAZZA GIANIN, E
Generalized quantiles as risk measures
2014 Bellini, F; Klar, B; Mueller, A; ROSAZZA GIANIN, E
Mathematical Finance: Theory Review and Exercises. From Binomial Model to Risk Measures
2013 ROSAZZA GIANIN, E; Sgarra, C
Acceptability indexes via g-expectations: an application to liquidity risk
2013 ROSAZZA GIANIN, E; Sgarra, C
Risk measures and Pareto tails
2012 Fiori, A; ROSAZZA GIANIN, E; Spasova, A
Haezendonck-Goovaerts risk measures and Orlicz quantiles
2012 Bellini, F; ROSAZZA GIANIN, E
On the penalty function and on continuity properties of risk measures
2011 Frittelli, M; ROSAZZA GIANIN, E
Representation of the penalty term of dynamic concave utilities
2010 Delbaen, F; Peng, S; ROSAZZA GIANIN, E
Optimal portfolios with Haezendonck risk measures
2008 Bellini, F; ROSAZZA GIANIN, E
On Haezendonck risk measures
2008 Bellini, F; ROSAZZA GIANIN, E
Risk measures via g-expectations
2006 ROSAZZA GIANIN, E
Law Invariant Risk Measures
2005 Frittelli, M; ROSAZZA GIANIN, E
Dynamic convex risk measures
2004 Frittelli, M; ROSAZZA GIANIN, E
Putting order in risk measures
2002 Frittelli, M; ROSAZZA GIANIN, E
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