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Acceptability indexes via g-expectations : an application to liquidity risk
Rosazza Gianin, Emanuela; Sgarra, Carlo - In: Mathematics and financial economics 7 (2013) 4, pp. 457-475
Persistent link: https://www.econbiz.de/10009790472
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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
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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