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~person:"Rosazza Gianin, Emanuela"
~subject:"Financial services"
~subject:"Finanzdienstleistung"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Search: subject_exact:"Risk measure"
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Financial services
Finanzdienstleistung
Prognoseverfahren
Risk
Risikomaß
14
Risk measure
14
Theorie
14
Theory
14
Measurement
12
Messung
12
Risiko
12
Portfolio selection
10
Portfolio-Management
10
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4
Risk management
4
Ambiguity averse preferences
2
Bank risk
2
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2
Convex risk measures
2
Decision under risk
2
Entscheidung unter Risiko
2
Haezendonck-Goovaerts risk measures
2
Quasi-convex risk measures
2
Risikoaversion
2
Risikoprämie
2
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2
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2
Robust statistics
2
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2
Acceptance sets
1
Allocation
1
Allokation
1
Ambiguity
1
Aumann-Shapley value
1
Capital allocation rules
1
Cash-subadditive risk measures
1
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12
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Article in journal
Working Paper
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12
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English
12
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Rosazza Gianin, Emanuela
McAleer, Michael
39
Wang, Ruodu
25
Pérez Amaral, Teodosio
19
Righi, Marcelo Brutti
19
Stoja, Evarist
16
Jiménez-Martín, Juan-Ángel
14
Daníelsson, Jón
13
Härdle, Wolfgang
13
Mao, Tiantian
13
Caporin, Massimiliano
12
Chlebus, Marcin
11
Brandtner, Mario
10
Cai, Jun
10
Gerlach, Richard
10
Müller, Fernanda Maria
10
Polanski, Arnold
10
Rüschendorf, Ludger
10
Weiß, Gregor
10
Allen, David E.
9
Balbás de la Corte, Alejandro
9
Cheung, Ka Chun
9
Dhaene, Jan
9
Gupta, Rangan
9
Tang, Qihe
9
Asai, Manabu
8
Bellini, Fabio
8
Dionne, Georges
8
Embrechts, Paul
8
Furman, Edward
8
Herrera, Rodrigo
8
Hoogerheide, Lennart
8
Kürsten, Wolfgang
8
Laeven, Roger J. A.
8
Liu, Haiyan
8
Munari, Cosimo-Andrea
8
Paolella, Marc S.
8
Pichler, Alois
8
Vanduffel, Steven
8
Vries, Casper G. de
8
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Insurance / Mathematics & economics
3
Mathematics and financial economics
3
European journal of operational research : EJOR
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Mathematics of operations research
1
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ECONIS (ZBW)
12
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1
Haezendonck-Goovaerts capital allocation rules
Canna, Gabriele
;
Centrone, Francesca
;
Rosazza Gianin, …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 173-185
Persistent link: https://www.econbiz.de/10012793922
Saved in:
2
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 438-446
Persistent link: https://www.econbiz.de/10012495322
Saved in:
3
Capital allocation rules and acceptance sets
Canna, Gabriele
;
Centrone, Francesca
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 759-781
Persistent link: https://www.econbiz.de/10012321876
Saved in:
4
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
5
Time-consistency of risk measures : how strong is such a property?
Mastrogiacomo, Elisa
;
Rosazza Gianin, Emanuela
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 287-317
Persistent link: https://www.econbiz.de/10012065238
Saved in:
6
Robust return risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011963258
Saved in:
7
Capital allocation à la Aumann-Shapley for non-differentiable risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
European journal of operational research : EJOR
267
(
2018
)
2
,
pp. 667-675
Persistent link: https://www.econbiz.de/10011812548
Saved in:
8
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
Mastrogiacomo, Elisa
;
Rosazza Gianin, Emanuela
- In:
Mathematics and financial economics
9
(
2015
)
2
,
pp. 149-167
Persistent link: https://www.econbiz.de/10011349444
Saved in:
9
Portfolio optimization with quasiconvex risk measures
Mastrogiacomo, Elisabetta
;
Rosazza Gianin, Emanuela
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 1042-1059
Persistent link: https://www.econbiz.de/10011409050
Saved in:
10
Generalized quantiles as risk measures
Bellini, Fabio
;
Klar, Bernhard
;
Müller, Alfred
; …
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 41-48
Persistent link: https://www.econbiz.de/10010259683
Saved in:
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