Emanuela Rosazza Gianin

Available identifiers

zbMath Open rosazza-gianin.emanuelaMaRDI QIDQ297461

List of research outcomes

Publication	Date of Publication	Type
Collective dynamic risk measures	2024-11-26	Paper
Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs	2024-09-30	Paper
On entropy martingale optimal transport theory	2024-08-01	Paper
Law-invariant return and star-shaped risk measures	2024-07-17	Paper
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?	2024-01-29	Paper
Law-Invariant Return and Star-Shaped Risk Measures	2023-10-30	Paper
Mathematical Finance	2023-08-02	Paper
Generalized PELVE and applications to risk measures	2023-07-13	Paper
Dynamic Return and Star-Shaped Risk Measures via BSDEs	2023-07-07	Paper
Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs	2023-05-16	Paper
Fully-dynamic risk measures: horizon risk, time-consistency, and relations with BSDEs and BSVIEs	2023-01-12	Paper
Quasi-Logconvex Measures of Risk	2022-07-25	Paper
Dynamic capital allocation rules via BSDEs: an axiomatic approach	2021-12-16	Paper
Haezendonck-Goovaerts capital allocation rules	2021-11-19	Paper
The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time	2021-07-06	Paper
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures	2021-06-07	Paper
Capital allocation rules and acceptance sets	2021-05-03	Paper
Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach	2020-11-07	Paper
CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES	2020-03-26	Paper
Time-consistency of risk measures: how strong is such a property?	2019-10-23	Paper
Capital allocation à la Aumann-Shapley for non-differentiable risk measures	2018-07-25	Paper
Robust return risk measures	2018-03-01	Paper
Loss-averse preferences and portfolio choices: an extension	2016-10-07	Paper
Dual representation of minimal supersolutions of convex BSDEs	2016-06-27	Paper
Portfolio Optimization with Quasiconvex Risk Measures	2016-01-29	Paper
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures	2015-04-29	Paper
Generalized quantiles as risk measures	2014-06-23	Paper
Haezendonck-Goovaerts risk measures and Orlicz quantiles	2014-04-10	Paper
Acceptability indexes via \(g\)-expectations: an application to liquidity risk	2013-09-13	Paper
Mathematical Finance: Theory Review and Exercises	2013-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q2888098	2012-05-30	Paper
Representation of the penalty term of dynamic concave utilities	2011-11-27	Paper
ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES	2011-03-30	Paper
Optimal portfolios with Haezendonck risk measures	2009-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q3526970	2008-09-25	Paper
Esercizi di finanza matematica	2007-06-28	Paper
Risk measures via \(g\)-expectations	2006-10-05	Paper
Cash non-additive risk measures: horizon risk and generalized entropy	N/A	Paper

Research outcomes over time

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