Alessandro Doldi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Collective dynamic risk measures Frontiers of Mathematical Finance	2024-11-26	Paper
On entropy martingale optimal transport theory Decisions in Economics and Finance	2024-08-01	Paper
Multivariate systemic optimal risk transfer equilibrium Annals of Operations Research	2024-06-04	Paper
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? SIAM Journal on Financial Mathematics	2024-01-29	Paper
Multivariate systemic risk measures and computation by deep learning algorithms Quantitative Finance	2023-11-07	Paper
On conditional Chisini means and risk measures Journal of Mathematical Analysis and Applications	2023-04-28	Paper
Entropy martingale optimal transport and nonlinear pricing-hedging duality Finance and Stochastics	2023-04-12	Paper
Risk Sharing with Deep Neural Networks	2022-12-22	Paper
On Conditional Chisini Means and Risk Measures (available as arXiv preprint)	2022-09-22	Paper
Conditional systemic risk measures SIAM Journal on Financial Mathematics	2021-12-02	Paper
Systemic optimal risk transfer equilibrium Mathematics and Financial Economics	2021-05-05	Paper
Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality (available as arXiv preprint)	2020-05-26	Paper

Research outcomes over time

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