Gianin, Emanuela Rosazza
- Law-Invariant Return and Star-Shaped Risk Measures
2023/10/30 by Roger J. A. Laeven, Emanuela Rosazza Gianin, Laeven, Roger J. A. +3 · 2 citations
Decision Sciences · Mathematics · #60E15 #62P05 #91B30 #FOS: Economics and business #FOS: Mathematics #Fuzzy Systems and Optimization #Primary: 91B06 #Probability (math.PR) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Secondary: 60H30
- Dynamic capital allocation rules via BSDEs: an axiomatic approach
2021/12/16 by Elisa Matrogiacomo, Matrogiacomo, Elisa, Emanuela Rosazza Gianin +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #60G44 #60H10 #91G70 #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Dynamic Return and Star-Shaped Risk Measures via BSDEs
2023/07/07 by Laeven, Roger J. A., Gianin, Emanuela Rosazza, Zullino, Marco · 1 citation
#62P05 #91B06 #FOS: Economics and business #FOS: Mathematics #Primary: 60H10 #Probability (math.PR) #Risk Management (q-fin.RM) #Secondary: 60H30
- Are Shortfall Systemic Risk Measures One Dimensional?
2023/06/19 by Doldi, Alessandro, Frittelli, Marco, Gianin, Emanuela Rosazza · 1 citation
#FOS: Economics and business #Mathematical Finance (q-fin.MF)