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 |
|---|---|---|
| Star-shaped and dynamic return risk measures via BSDEs Finance and Stochastics | 2026-07-09 | Paper |
| Measuring Financial Resilience Using Backward Stochastic Differential Equations (available as arXiv preprint) | 2026-01-01 | Paper |
| Financial Resilience Evaluation: From Conditional Expectations to Dynamic Convex Risk Measures (available as arXiv preprint) | 2026-01-01 | Paper |
| Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs Probability, Uncertainty and Quantitative Risk | 2024-09-30 | Paper |
| Law-invariant return and star-shaped risk measures Insurance Mathematics & Economics | 2024-07-17 | Paper |
| Geometric BSDEs (available as arXiv preprint) | 2024-01-01 | Paper |
| Dynamic Return and Star-Shaped Risk Measures via BSDEs (available as arXiv preprint) | 2023-01-01 | Paper |
Research outcomes over time
This page was built for person: Marco Zullino
