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 |
|---|---|---|
| Assessing model risk in financial and energy markets using dynamic conditional vars Applied Stochastic Models in Business and Industry | 2024-07-30 | Paper |
| Higher moments in the fundamental specification of electricity forward prices Quantitative Finance | 2022-11-18 | Paper |
| Assessing financial model risk European Journal of Operational Research | 2016-07-25 | Paper |
| Assessing financial model risk European Journal of Operational Research | 2016-07-25 | Paper |
| Robustness and sensitivity analysis of risk measurement procedures Quantitative Finance | 2010-08-05 | Paper |
| General Pareto Optimal Allocations and Applications to Multi-Period Risks ASTIN Bulletin | 2009-09-13 | Paper |
| Liquidity risk theory and coherent measures of risk Quantitative Finance | 2009-02-23 | Paper |
| RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES Mathematical Finance | 2007-02-22 | Paper |
| Conditional and dynamic convex risk measures Finance and Stochastics | 2006-05-24 | Paper |
Research outcomes over time
This page was built for person: Giacomo Scandolo
