SCANDOLO, Giacomo
SCANDOLO, Giacomo
DIPARTIMENTO DI SCIENZE ECONOMICHE
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Risultati 1 - 6 di 6 (tempo di esecuzione: 0.006 secondi).
Conditional and dynamic convex risk measures
2005-01-01 Scandolo, Giacomo; Detlefsen, Kai
General Pareto optimal allocations and applications tomulti-period risks
2008-01-01 Scandolo, Giacomo; Barrieu, Pauline
Liquidity risk and coherent risk measures
2008-01-01 Scandolo, Giacomo; Acerbi, Carlo
Models of capital requirements in static and dynamicsettings
2004-01-01 Scandolo, Giacomo
Risk measures and capital requirements for processes
2006-01-01 Scandolo, Giacomo; Frittelli, Marco
Robustness and sensitivity analysis of risk measurement procedures
2010-01-01 Scandolo, Giacomo; Cont, Rama; Deguest, Romain
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Conditional and dynamic convex risk measures | 1-gen-2005 | Scandolo, Giacomo; Detlefsen, Kai | |
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 | |
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 |