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~person:"Rosazza Gianin, Emanuela"
~subject:"Risiko"
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Rosazza Gianin, Emanuela
Gollier, Christian
63
Eeckhoudt, Louis R.
42
Ludwig, Alexander
41
Wang, Ruodu
40
Broll, Udo
39
Viscusi, W. Kip
39
Castelnuovo, Efrem
36
Epstein, Larry G.
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31
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26
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26
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Kanniainen, Vesa
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Krebs, Tom
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Guiso, Luigi
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Hefeker, Carsten
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Schindler, Dirk
24
Hansen, Lars Peter
23
Shavell, Steven
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22
Krishna, Pravin
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Pistaferri, Luigi
22
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21
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Kit, Pong Wong
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Chen, Yu-Fu
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Maloney, William F.
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Dynamic convex risk measures
Fritelli, Marco
;
Rosazza Gianin, Emanuela
- In:
Risk measures for the 21st century
,
(pp. 227-248)
.
2004
Persistent link: https://www.econbiz.de/10002081538
Saved in:
7
Haezendonck-Goovaerts risk measures and Orlicz quantiles
Bellini, Fabio
;
Rosazza Gianin, Emanuela
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 107-114
Persistent link: https://www.econbiz.de/10009558264
Saved in:
8
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:
9
Putting order in risk measures
Fritelli, Marco
;
Rosazza Gianin, Emanuela
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1473-1486
Persistent link: https://www.econbiz.de/10001688663
Saved in:
10
On Haezendonck risk measures
Bellini, Fabio
;
Rosazza Gianin, Emanuela
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 986-994
Persistent link: https://www.econbiz.de/10003733781
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