The following pages link to Emanuela Rosazza Gianin (Q297461):
Displaying 34 items.
- Dual representation of minimal supersolutions of convex BSDEs (Q297463) (← links)
- Loss-averse preferences and portfolio choices: an extension (Q320908) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
- Robust return risk measures (Q1702877) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Capital allocation rules and acceptance sets (Q2024123) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- Time-consistency of risk measures: how strong is such a property? (Q2331015) (← links)
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
- Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
- (Q2888098) (← links)
- ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES (Q3086260) (← links)
- Portfolio Optimization with Quasiconvex Risk Measures (Q3465947) (← links)
- (Q3526970) (← links)
- Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
- CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES (Q5221484) (← links)
- Esercizi di finanza matematica (Q5293251) (← links)
- Mathematical Finance: Theory Review and Exercises (Q5327415) (← links)
- Optimal portfolios with Haezendonck risk measures (Q5502853) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
- Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? (Q6184830) (← links)
- Dynamic capital allocation rules via BSDEs: an axiomatic approach (Q6385878) (← links)
- Cash non-additive risk measures: horizon risk and generalized entropy (Q6518948) (← links)
- Law-invariant return and star-shaped risk measures (Q6573820) (← links)
- On entropy martingale optimal transport theory (Q6581903) (← links)
- Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs (Q6612336) (← links)
- Collective dynamic risk measures (Q6643153) (← links)
- Geometric BSDEs (Q6728833) (← links)
- SIG-BSDE for Dynamic Risk Measures (Q6739442) (← links)
