Elisa Mastrogiacomo

Orcid: 0000-0002-3996-8954

According to our database1, Elisa Mastrogiacomo authored at least 7 papers between 2012 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2024
Dynamic capital allocation rules via BSDEs: an axiomatic approach.
Ann. Oper. Res., May, 2024

2021
Set optimization of set-valued risk measures.
Ann. Oper. Res., 2021

Optimal investment strategies with a minimum performance constraint.
Ann. Oper. Res., 2021

2020
Qualitative robustness of set-valued value-at-risk.
Math. Methods Oper. Res., 2020

2019
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study.
Comput. Manag. Sci., 2019

2015
Portfolio Optimization with Quasiconvex Risk Measures.
Math. Oper. Res., 2015

2012
Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels.
SIAM J. Control. Optim., 2012


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