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~person:"Rosazza Gianin, Emanuela"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Portfolio selection
Prognoseverfahren
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14
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14
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14
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12
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12
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12
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10
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4
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4
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Rosazza Gianin, Emanuela
McAleer, Michael
54
Wang, Ruodu
27
Pérez Amaral, Teodosio
24
Hammoudeh, Shawkat
22
Righi, Marcelo Brutti
19
Vries, Casper G. de
18
Stoja, Evarist
17
Härdle, Wolfgang
16
Jiménez-Martín, Juan-Ángel
16
Daníelsson, Jón
15
Allen, David E.
14
Mao, Tiantian
13
Paolella, Marc S.
13
Chlebus, Marcin
12
Fabozzi, Frank J.
12
Rüschendorf, Ludger
12
Balbás de la Corte, Alejandro
11
Brandtner, Mario
11
Caporin, Massimiliano
11
Chang, Chia-Lin
11
Gerlach, Richard
11
Janabi, Mazin A. M. al
11
Mittnik, Stefan
11
Vanduffel, Steven
11
Weiß, Gregor
11
Cai, Jun
10
Cheung, Ka Chun
10
Dhaene, Jan
10
Huschens, Stefan
10
Hyung, Namwon
10
Lucas, André
10
Mensi, Walid
10
Munari, Cosimo-Andrea
10
Müller, Fernanda Maria
10
Polanski, Arnold
10
Tang, Qihe
10
Balbás, Beatriz
9
Farkas, Walter
9
Gupta, Rangan
9
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Mathematics and financial economics
4
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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
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13
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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 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:
4
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:
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
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:
7
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:
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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