Gino Favero

Available identifiers

zbMath Open favero.ginoMaRDI QIDQ816437

List of research outcomes

Publication	Date of Publication	Type
\textsc{irr} and equivalence of cash-flow streams, loans, and portfolios of bonds	2024-12-23	Paper
https://portal.mardi4nfdi.de/entity/Q3176722	2018-07-23	Paper
Robustness of shortfall risk minimising strategies in the binomial model	2017-01-25	Paper
From benchmarks to generalised expectations	2010-12-22	Paper
Shortfall risk minimising strategies in the binomial model: characterisation and convergence	2007-01-05	Paper
Shortfall risk minimization versus symmetric (quadratic) hedging	2006-03-09	Paper
Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches	2003-07-15	Paper
A robustness result for stochastic control	2002-07-15	Paper
https://portal.mardi4nfdi.de/entity/Q4214872	1999-05-27	Paper

Research outcomes over time

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