Emanuela Rosazza Gianin

Available identifiers

zbMath Open rosazza-gianin.emanuelaMaRDI QIDQ297461

List of research outcomes

Publication	Date of Publication	Type
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?	2024-01-29	Paper
Law-Invariant Return and Star-Shaped Risk Measures	2023-10-30	Paper
Mathematical Finance	2023-08-02	Paper
Generalized PELVE and applications to risk measures	2023-07-13	Paper
Dynamic Return and Star-Shaped Risk Measures via BSDEs	2023-07-07	Paper
Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs	2023-05-16	Paper
Fully-dynamic risk measures: horizon risk, time-consistency, and relations with BSDEs and BSVIEs	2023-01-12	Paper
Quasi-Logconvex Measures of Risk	2022-07-25	Paper
Dynamic capital allocation rules via BSDEs: an axiomatic approach	2021-12-16	Paper
Haezendonck-Goovaerts capital allocation rules	2021-11-19	Paper
The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time	2021-07-06	Paper
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures	2021-06-07	Paper
Capital allocation rules and acceptance sets	2021-05-03	Paper
Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach	2020-11-07	Paper
CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES	2020-03-26	Paper
Time-consistency of risk measures: how strong is such a property?	2019-10-23	Paper
Capital allocation à la Aumann-Shapley for non-differentiable risk measures	2018-07-25	Paper
Robust return risk measures	2018-03-01	Paper
Loss-averse preferences and portfolio choices: an extension	2016-10-07	Paper
Dual representation of minimal supersolutions of convex BSDEs	2016-06-27	Paper
Portfolio Optimization with Quasiconvex Risk Measures	2016-01-29	Paper
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures	2015-04-29	Paper
Generalized quantiles as risk measures	2014-06-23	Paper
Haezendonck-Goovaerts risk measures and Orlicz quantiles	2014-04-10	Paper
Acceptability indexes via \(g\)-expectations: an application to liquidity risk	2013-09-13	Paper
Mathematical Finance: Theory Review and Exercises	2013-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q2888098	2012-05-30	Paper
Representation of the penalty term of dynamic concave utilities	2011-11-27	Paper
ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES	2011-03-30	Paper
Optimal portfolios with Haezendonck risk measures	2009-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q3526970	2008-09-25	Paper
Esercizi di finanza matematica	2007-06-28	Paper
Risk measures via \(g\)-expectations	2006-10-05	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Emanuela Rosazza Gianin