Damiano Rossello
From MaRDI portal
Person:319688
Available identifiers
zbMath Open rossello.damianoMaRDI QIDQ319688
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 |
|---|---|---|
| Pareto efficiency without topology | 2023-07-28 | Paper |
| Acceptability indices of performance for bounded càdlàg processes | 2022-07-05 | Paper |
| Performance measurement with expectiles | 2022-06-17 | Paper |
| Monetary risk measures for stochastic processes via Orlicz duality | 2022-06-17 | Paper |
| Ranking of investment funds: acceptability versus robustness | 2016-10-06 | Paper |
| Arbitrage in skew Brownian motion models | 2012-04-18 | Paper |
| MaxVaR with non-Gaussian distributed returns | 2008-03-14 | Paper |
Research outcomes over time
This page was built for person: Damiano Rossello
