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~person:"Munari, Cosimo-Andrea"
~subject:"Financial market"
~subject:"Messung"
~subject:"Risk premium"
~subject:"Volatility"
~type_genre:"Article in journal"
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Munari, Cosimo-Andrea
Gupta, Rangan
52
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17
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1
Multi-utility representations of incomplete preferences induced by set-valued risk measures
Munari, Cosimo-Andrea
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 77-99
Persistent link: https://www.econbiz.de/10012433513
Saved in:
2
Dual representations for systemic risk measures based on acceptance sets
Arduca, Maria
;
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 155-184
Persistent link: https://www.econbiz.de/10012433636
Saved in:
3
A continuous selection for optimal portfolios under convex risk measures does not always exist
Baes, Michel
;
Munari, Cosimo-Andrea
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10012229500
Saved in:
4
Surplus-invariant risk measures
Gao, Niushan
;
Munari, Cosimo-Andrea
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1342-1370
Persistent link: https://www.econbiz.de/10012320322
Saved in:
5
Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
Gao, Niushan
;
Leung, Denny H.
;
Munari, Cosimo-Andrea
; …
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 395-415
Persistent link: https://www.econbiz.de/10011945798
Saved in:
6
Which eligible assets are compatible with comonotonic capital requirements?
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
;
Svindland, Gregor
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 18-26
Persistent link: https://www.econbiz.de/10011904606
Saved in:
7
Measuring risk with multiple eligible assets
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10010500704
Saved in:
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