MUNARI, COSIMO ANDREA

MUNARI, COSIMO ANDREA  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

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Risultati 1 - 20 di 26 (tempo di esecuzione: 0.032 secondi).
Titolo Data di pubblicazione Autore(i) File
A continuous selection for optimal portfolios under convex risk measures does not always exist 1-gen-2019 Baes, Michel; Munari, Cosimo
A simple characterization of tightness for convex solid sets of positive random variables 1-gen-2018 Koch-Medina, P; Munari, C; Sikic, M
Adjusted expected shortfall 1-gen-2022 Burzoni, Matteo; Munari, Cosimo; Wang, Ruodu
An elementary proof of the dual representation of Expected Shortfall 1-gen-2023 Herdegen, M; Munari, C
Beyond cash-additive risk measures: When changing the numeraire fails 1-gen-2014 Farkas, ; W, ; Koch-Medina, ; P, ; Munari, C
Capital adequacy tests and limited liability of financial institutions 1-gen-2015 Koch-Medina, P; Moreno-Bromberg, S; Munari, C
Capital requirements and claims recovery: A new perspective on solvency regulation 1-gen-2023 Munari, C; Weber, S; Wilhelmy, L
Capital requirements with defaultable securities 1-gen-2014 Farkas, W; Koch-Medina, P; Munari, C
Diversification, protection of liability holders and regulatory arbitrage 1-gen-2017 Koch-Medina, P; Munari, C; Sikic, M
Dual representations for systemic risk measures based on acceptance sets 1-gen-2019 Arduca, Maria; Koch-Medina, Pablo; Munari, Cosimo
Existence, uniqueness, and stability of optimal payoffs of eligible assets 1-gen-2020 Baes, M; Koch-Medina, P; Munari, C
Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces 1-gen-2018 Gao, Niushan; Leung, Denny; Munari, Cosimo; Xanthos, Foivos
Fundamental theorem of asset pricing with acceptable risk in markets with frictions 1-gen-2023 Arduca, M; Munari, C
Law-invariant functionals on general spaces of random variables 1-gen-2021 Bellini, Fabio; Koch-Medina, Pablo; Munari, Cosimo; Svindland, Gregor
Law-invariant functionals that collapse to the mean 1-gen-2021 Bellini, Fabio; Koch-Medina, Pablo; Munari, Cosimo; Svindland, Gregor
Law-invariant functionals that collapse to the mean: Beyond convexity 1-gen-2022 Liebrich, Fb; Munari, C
Law-invariant risk measures: Extension properties and qualitative robustness 1-gen-2014 Koch-Medina, P; Munari, C
Market-consistent prices: An introduction to arbitrage theory 1-gen-2020 Koch-Medina, Pablo; Munari, Cosimo
Measuring risk with multiple eligible assets 1-gen-2015 Farkas, W; Koch-Medina, P; Munari, C
Multi-utility representations of incomplete preferences induced by set-valued risk measures 1-gen-2021 Munari, C