ARDUCA, MARIA
ARDUCA, MARIA
DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI
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Risultati 1 - 4 di 4 (tempo di esecuzione: 0.004 secondi).
Risk Measures beyond Frictionless Markets
2024 Arduca, M; Munari, C
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
2023 Arduca, M; Munari, C
Dual representations for systemic risk measures based on acceptance sets
2021 Arduca, M; Koch-Medina, P; Munari, C
Measures of Risk: valuation and capital adequacy in illiquid markets, and systemic risk
2021 Arduca, M
Titolo | Tipologia | Data di pubblicazione | Autori | File |
---|---|---|---|---|
Risk Measures beyond Frictionless Markets | 01 - Articolo su rivista | 2024 | Arduca M. + | |
Fundamental theorem of asset pricing with acceptable risk in markets with frictions | 01 - Articolo su rivista | 2023 | Arduca M. + | |
Dual representations for systemic risk measures based on acceptance sets | 01 - Articolo su rivista | 2021 | Arduca M. + | |
Measures of Risk: valuation and capital adequacy in illiquid markets, and systemic risk | 07 - Tesi di dottorato Bicocca post 2009 | 2021 | ARDUCA, MARIA |