Damiano Rossello

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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
Pareto efficiency without topology
Optimization Letters
2023-07-28Paper
Acceptability indices of performance for bounded càdlàg processes
Stochastics
2022-07-05Paper
Performance measurement with expectiles
Decisions in Economics and Finance
2022-06-17Paper
Monetary risk measures for stochastic processes via Orlicz duality
Decisions in Economics and Finance
2022-06-17Paper
Ranking of investment funds: acceptability versus robustness
European Journal of Operational Research
2016-10-06Paper
Arbitrage in skew Brownian motion models
Insurance Mathematics & Economics
2012-04-18Paper
MaxVaR with non-Gaussian distributed returns
European Journal of Operational Research
2008-03-14Paper


Research outcomes over time


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