Maria Arduca

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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!

PublicationDate of PublicationType
Risk measures beyond frictionless markets
SIAM Journal on Financial Mathematics
2024-06-18Paper
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Finance and Stochastics
2023-07-06Paper
Dual representations for systemic risk measures based on acceptance sets
Mathematics and Financial Economics
2021-05-05Paper


Research outcomes over time


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