Cosimo Munari

According to our database, Cosimo Munari authored at least 5 papers between 2014 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Law-Invariant Functionals on General Spaces of Random Variables.

Fabio Bellini, Pablo Koch-Medina, Cosimo Munari, Gregor Svindland

SIAM J. Financial Math., 2021

2020

Surplus-Invariant Risk Measures.

Niushan Gao, Cosimo Munari

Math. Oper. Res., 2020

A continuous selection for optimal portfolios under convex risk measures does not always exist.

Michel Baes, Cosimo Munari

Math. Methods Oper. Res., 2020

2018

Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces.

Niushan Gao, Denny Leung, Cosimo Munari, Foivos Xanthos

Finance Stochastics, 2018

2014

Beyond cash-additive risk measures: when changing the numéraire fails.

Walter Farkas, Pablo Koch-Medina, Cosimo Munari

Finance Stochastics, 2014