Cerreia-Vioglio, Simone
- Making Decisions under Model Misspecification
2020/08/01 by Cerreia-Vioglio, Simone, Hansen, Lars Peter, Maccheroni, Fabio +1 · 4 citations
#FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Theoretical Economics (econ.TH)
- Ergodic Theorems for Lower Probabilities
2015/08/06 by Simone Cerreia‐Vioglio, Fabio Maccheroni, Cerreia-Vioglio, Simone +3 · 2 citations
Mathematics · Economics, Econometrics and Finance · Decision Sciences · #Probability and Statistical Research #Financial Risk and Volatility Modeling #Risk and Portfolio Optimization