Beyond cash-additive risk measures: when changing the numéraire fails. - Walter Farkas; Pablo Koch-Medina; Cosimo Munari (Finance Stochastics, 2014)

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)

A continuous selection for optimal portfolios under convex risk measures does not always exist. - Michel Baes; Cosimo Munari (Math. Methods Oper. Res., 2020)

Surplus-Invariant Risk Measures. - Niushan Gao; Cosimo Munari (Math. Oper. Res., 2020)

Law-Invariant Functionals on General Spaces of Random Variables. - Fabio Bellini; Pablo Koch-Medina; Cosimo Munari; Gregor Svindland (SIAM J. Financial Math., 2021)

Risk Measures beyond Frictionless Markets. - Maria Arduca; Cosimo Munari (SIAM J. Financial Math., 2024)

Robust Portfolio Selection under Recovery Average Value at Risk. - Cosimo Munari; Justin Plückebaum; Stefan Weber (SIAM J. Financial Math., 2024)

Qualitative robustness of utility-based risk measures. - Pablo Koch-Medina; Cosimo Munari (Ann. Oper. Res., 2024)

Uniqueness of Convex-Ranged Probabilities and Applications to Risk Measures and Games. - Massimiliano Amarante; Felix-Benedikt Liebrich; Cosimo Munari (Math. Oper. Res., 2025)

Short Communication: Revisiting the Automatic Fatou Property of Law-Invariant Functionals. - Felix-Benedikt Liebrich; Cosimo Munari (SIAM J. Financial Math., 2025)