SCANDOLO, Giacomo

SCANDOLO, Giacomo  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

Mostra records
Risultati 1 - 8 di 8 (tempo di esecuzione: 0.006 secondi).
Titolo Data di pubblicazione Autore(i) File
Conditional and dynamic convex risk measures 1-gen-2005 Scandolo, Giacomo; Detlefsen, Kai
Convex duality 1-gen-2010 Scandolo, Giacomo
General Pareto optimal allocations and applications tomulti-period risks 1-gen-2008 Scandolo, Giacomo; Barrieu, Pauline
Liquidity risk and coherent risk measures 1-gen-2008 Scandolo, Giacomo; Acerbi, Carlo
Models of capital requirements in static and dynamicsettings 1-gen-2004 Scandolo, Giacomo
OPTIMAL PORTFOLIO ALLOCATION WITH CVAR: A ROBUSTAPPROACH 1-gen-2011 Grossi, Luigi; Laurini, F.; Scandolo, Giacomo
Risk measures and capital requirements for processes 1-gen-2006 Scandolo, Giacomo; Frittelli, Marco
Robustness and sensitivity analysis of risk measurement procedures 1-gen-2010 Scandolo, Giacomo; Cont, Rama; Deguest, Romain