Emanuela Rosazza Gianin

Orcid: 0000-0002-0038-6551

According to our database1, Emanuela Rosazza Gianin authored at least 9 papers between 2010 and 2024.

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

Timeline

Legend:

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Article 
PhD thesis 
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Links

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Bibliography

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

Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?
SIAM J. Financial Math., March, 2024

Fully Dynamic Risk Measures: Horizon Risk, Time-Consistency, and Relations with BSDEs and BSVIEs.
SIAM J. Financial Math., 2024

2021
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures.
Eur. J. Oper. Res., 2021

2020
Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach.
SIAM J. Financial Math., 2020

2018
Capital allocation à la Aumann-Shapley for non-differentiable risk measures.
Eur. J. Oper. Res., 2018

2016
Loss-averse preferences and portfolio choices: An extension.
Eur. J. Oper. Res., 2016

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

2010
Representation of the penalty term of dynamic concave utilities.
Finance Stochastics, 2010


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