The following pages link to Giacomo Scandolo (Q2488495):
Displaying 8 items.
- Conditional and dynamic convex risk measures (Q2488496) (← links)
- Assessing financial model risk (Q2630108) (← links)
- General Pareto Optimal Allocations and Applications to Multi-Period Risks (Q3395763) (← links)
- RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396) (← links)
- Robustness and sensitivity analysis of risk measurement procedures (Q3577148) (← links)
- Liquidity risk theory and coherent measures of risk (Q3605228) (← links)
- Higher moments in the fundamental specification of electricity forward prices (Q5051979) (← links)
- Assessing model risk in financial and energy markets using dynamic conditional vars (Q6581598) (← links)
