MUNARI, COSIMO ANDREA
MUNARI, COSIMO ANDREA
DIPARTIMENTO DI SCIENZE ECONOMICHE
A continuous selection for optimal portfolios under convex risk measures does not always exist
2019-01-01 Baes, Michel; Munari, Cosimo
A simple characterization of tightness for convex solid sets of positive random variables
2018-01-01 Koch-Medina, P; Munari, C; Sikic, M
Adjusted expected shortfall
2022-01-01 Burzoni, Matteo; Munari, Cosimo; Wang, Ruodu
An elementary proof of the dual representation of Expected Shortfall
2023-01-01 Herdegen, M; Munari, C
Beyond cash-additive risk measures: When changing the numeraire fails
2014-01-01 Farkas, ; W, ; Koch-Medina, ; P, ; Munari, C
Capital adequacy tests and limited liability of financial institutions
2015-01-01 Koch-Medina, P; Moreno-Bromberg, S; Munari, C
Capital requirements and claims recovery: A new perspective on solvency regulation
2023-01-01 Munari, C; Weber, S; Wilhelmy, L
Capital requirements with defaultable securities
2014-01-01 Farkas, W; Koch-Medina, P; Munari, C
Diversification, protection of liability holders and regulatory arbitrage
2017-01-01 Koch-Medina, P; Munari, C; Sikic, M
Dual representations for systemic risk measures based on acceptance sets
2019-01-01 Arduca, Maria; Koch-Medina, Pablo; Munari, Cosimo
Existence, uniqueness, and stability of optimal payoffs of eligible assets
2020-01-01 Baes, M; Koch-Medina, P; Munari, C
Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
2018-01-01 Gao, Niushan; Leung, Denny; Munari, Cosimo; Xanthos, Foivos
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
2023-01-01 Arduca, M; Munari, C
Law-invariant functionals on general spaces of random variables
2021-01-01 Bellini, Fabio; Koch-Medina, Pablo; Munari, Cosimo; Svindland, Gregor
Law-invariant functionals that collapse to the mean
2021-01-01 Bellini, Fabio; Koch-Medina, Pablo; Munari, Cosimo; Svindland, Gregor
Law-invariant functionals that collapse to the mean: Beyond convexity
2022-01-01 Liebrich, Fb; Munari, C
Law-invariant risk measures: Extension properties and qualitative robustness
2014-01-01 Koch-Medina, P; Munari, C
Market-consistent prices: An introduction to arbitrage theory
2020-01-01 Koch-Medina, Pablo; Munari, Cosimo
Measuring risk with multiple eligible assets
2015-01-01 Farkas, W; Koch-Medina, P; Munari, C
Multi-utility representations of incomplete preferences induced by set-valued risk measures
2021-01-01 Munari, C