Elisa Mastrogiacomo

According to our database, Elisa Mastrogiacomo authored at least 8 papers between 2012 and 2026.

Collaborative distances:

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

2026

Multi-Objective Optimization and its Connection to Multivariate Risk Measures.

Elisa Mastrogiacomo, Matteo Rocca, Marco Tarsia

J. Optim. Theory Appl., April, 2026

2024

Dynamic capital allocation rules via BSDEs: an axiomatic approach.

Elisa Mastrogiacomo, Emanuela Rosazza Gianin

Ann. Oper. Res., May, 2024

2021

Set optimization of set-valued risk measures.

Elisa Mastrogiacomo, Matteo Rocca

Ann. Oper. Res., 2021

Optimal investment strategies with a minimum performance constraint.

Emilio Barucci, Daniele Marazzina, Elisa Mastrogiacomo

Ann. Oper. Res., 2021

2020

Qualitative robustness of set-valued value-at-risk.

Giovanni Paolo Crespi, Elisa Mastrogiacomo

Math. Methods Oper. Res., 2020

2019

Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study.

Giorgio Consigli, Asmerilda Hitaj, Elisa Mastrogiacomo

Comput. Manag. Sci., 2019

2015

Portfolio Optimization with Quasiconvex Risk Measures.

Elisa Mastrogiacomo, Emanuela Rosazza Gianin

Math. Oper. Res., 2015

2012

Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels.

Stefano Bonaccorsi, Fulvia Confortola, Elisa Mastrogiacomo

SIAM J. Control. Optim., 2012