Claudio Tebaldi
- Star-shaped Risk Measures
2021/03/29 by Erio Castagnoli, Giacomo Cattelan, Castagnoli, Erio +7 · 5 citations
Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Functional Analysis (math.FA) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications #Theoretical Economics (econ.TH)
- Optimal order execution under price impact: A hybrid model
2021/12/04 by Marina Di Giacinto, Di Giacinto, Marina, Claudio Tebaldi +3 · 2 citations
Business, Management and Accounting · Economics, Econometrics and Finance · #Advanced Queuing Theory Analysis #Economic theories and models #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Supply Chain and Inventory Management #Trading and Market Microstructure (q-fin.TR)