Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels. - Stefano Bonaccorsi; Fulvia Confortola; Elisa Mastrogiacomo (SIAM J. Control. Optim., 2012)

Portfolio Optimization with Quasiconvex Risk Measures. - Elisa Mastrogiacomo; Emanuela Rosazza Gianin (Math. Oper. Res., 2015)

Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study. - Giorgio Consigli; Asmerilda Hitaj; Elisa Mastrogiacomo (Comput. Manag. Sci., 2019)

Qualitative robustness of set-valued value-at-risk. - Giovanni Paolo Crespi; Elisa Mastrogiacomo (Math. Methods Oper. Res., 2020)

Optimal investment strategies with a minimum performance constraint. - Emilio Barucci; Daniele Marazzina; Elisa Mastrogiacomo (Ann. Oper. Res., 2021)

Set optimization of set-valued risk measures. - Elisa Mastrogiacomo; Matteo Rocca (Ann. Oper. Res., 2021)

Dynamic capital allocation rules via BSDEs: an axiomatic approach. - Elisa Mastrogiacomo; Emanuela Rosazza Gianin (Ann. Oper. Res., 2024)