Giacomo Morelli
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Person:2064643
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 |
|---|---|---|
| Sustainability and financial risk: the Green Mean-to-CVaR efficient frontier Annals of Operations Research | 2026-08-27 | Paper |
| Bayesian probability of default models with Langevin dynamics Quantitative Finance | 2025-10-22 | Paper |
| Liquidity Coverage at Risk Quantitative Finance | 2025-04-03 | Paper |
| Responsible investing and portfolio selection: a Shapley-CVaR approach Annals of Operations Research | 2025-01-20 | Paper |
| Responsible investments reduce market risks Decisions in Economics and Finance | 2022-01-06 | Paper |
| Fair prices under a unified lattice approach for interest rate derivatives Annals of Operations Research | 2021-11-08 | Paper |
| Liquidity drops Annals of Operations Research | 2021-11-08 | Paper |
Research outcomes over time
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