MUNARI, Cosimo Andrea
 Distribuzione geografica
Continente #
AS - Asia 310
EU - Europa 85
NA - Nord America 69
AF - Africa 24
SA - Sud America 16
Totale 504
Nazione #
HK - Hong Kong 147
CN - Cina 93
US - Stati Uniti d'America 68
SG - Singapore 65
RU - Federazione Russa 61
TG - Togo 21
BR - Brasile 14
IT - Italia 9
NL - Olanda 9
DE - Germania 3
KR - Corea 3
FI - Finlandia 2
KE - Kenya 2
AO - Angola 1
AR - Argentina 1
CA - Canada 1
CO - Colombia 1
GB - Regno Unito 1
IL - Israele 1
IR - Iran 1
Totale 504
Città #
Hong Kong 147
Singapore 46
Beijing 31
Lomé 21
Los Angeles 12
Amsterdam 9
Guangzhou 9
Santa Clara 9
Ashburn 5
Boardman 4
Milan 3
Munich 3
Seoul 3
Villafranca di Verona 3
Belo Horizonte 2
Lappeenranta 2
Nairobi 2
Beauharnois 1
Catania 1
Chions 1
Guacarí 1
Guarulhos 1
Hangzhou 1
Hefei 1
Itajubá 1
Jerusalem 1
Jundiaí 1
London 1
Luanda 1
Moscow 1
Nova Friburgo 1
Oberá 1
Osasco 1
Ouro Fino 1
Ponta Grossa 1
Qingdao 1
Ribeirão Preto 1
Santa Maria 1
Shanghai 1
São João de Meriti 1
São Luís 1
São Paulo 1
Tehran 1
Trentinara 1
Washington 1
Xiamen 1
Zibo 1
Totale 341
Nome #
Diversification, protection of liability holders and regulatory arbitrage 53
Dual representations for systemic risk measures based on acceptance sets 52
Unexpected shortfalls of Expected Shortfall: Extreme default profiles and regulatory arbitrage 48
Capital requirements with defaultable securities 42
Market-consistent prices: An introduction to arbitrage theory 28
Capital requirements and claims recovery: A new perspective on solvency regulation 22
Uniqueness of convex-ranged probabilities and applications to risk measures and games 20
Qualitative robustness of utility-based risk measures 19
An elementary proof of the dual representation of Expected Shortfall 19
Fundamental theorem of asset pricing with acceptable risk in markets with frictions 18
Law-invariant functionals that collapse to the mean 15
Existence, uniqueness, and stability of optimal payoffs of eligible assets 15
Beyond cash-additive risk measures: When changing the numeraire fails 14
A continuous selection for optimal portfolios under convex risk measures does not always exist 14
Law-invariant risk measures: Extension properties and qualitative robustness 13
Law-invariant functionals on general spaces of random variables 13
Measuring risk with multiple eligible assets 12
Robust portfolio selection under recovery average value at risk 12
Risk measures beyond frictionless markets 12
Adjusted expected shortfall 12
Law-invariant functionals that collapse to the mean: Beyond convexity 12
Capital adequacy tests and limited liability of financial institutions 11
Surplus-invariant risk measures 11
Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces 10
Which eligible assets are compatible with comonotonic capital requirements? 10
Multi-utility representations of incomplete preferences induced by set-valued risk measures 10
Risk measures based on benchmark loss distributions 10
A simple characterization of tightness for convex solid sets of positive random variables 9
Stability properties of Haezendonck–Goovaerts premium principles 8
Totale 544
Categoria #
all - tutte 3.584
article - articoli 3.400
book - libri 184
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 7.168


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2023/2024318 0 0 0 59 12 1 12 25 1 174 14 20
2024/2025226 36 23 25 75 44 22 1 0 0 0 0 0
Totale 544