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~isPartOf:"Discussion paper series / IZA"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Nota di lavoro / Fondazione Eni Enrico Mattei"
~person:"Rosazza Gianin, Emanuela"
~subject:"Portfolio-Management"
~subject:"Theory"
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Risiko in der Finanzwirtschaft...
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Rosazza Gianin, Emanuela
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Discussion paper series / IZA
European journal of operational research : EJOR
Nota di lavoro / Fondazione Eni Enrico Mattei
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Loss-averse preferences and portfolio choices : an extension
Eeckhoudt, Louis R.
;
Fiori, Anna Maria
;
Rosazza Gianin, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 224-230
Persistent link: https://www.econbiz.de/10011435806
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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 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
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