Cosimo Munari

According to our database, Cosimo Munari authored at least 8 papers between 2014 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Qualitative robustness of utility-based risk measures.

Pablo Koch-Medina, Cosimo Munari

Ann. Oper. Res., May, 2024

Robust Portfolio Selection under Recovery Average Value at Risk.

Cosimo Munari, Justin Plückebaum, Stefan Weber

SIAM J. Financial Math., March, 2024

Risk Measures beyond Frictionless Markets.

Maria Arduca, Cosimo Munari

SIAM J. Financial Math., 2024

2021

Law-Invariant Functionals on General Spaces of Random Variables.

Fabio Bellini, Pablo Koch-Medina, Cosimo Munari, Gregor Svindland

SIAM J. Financial Math., 2021

2020

Surplus-Invariant Risk Measures.

Niushan Gao, Cosimo Munari

Math. Oper. Res., 2020

A continuous selection for optimal portfolios under convex risk measures does not always exist.

Michel Baes, Cosimo Munari

Math. Methods Oper. Res., 2020

2018

Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces.

Niushan Gao, Denny Leung, Cosimo Munari, Foivos Xanthos

Finance Stochastics, 2018

2014

Beyond cash-additive risk measures: when changing the numéraire fails.

Walter Farkas, Pablo Koch-Medina, Cosimo Munari

Finance Stochastics, 2014