Emanuela Rosazza Gianin

According to our database, Emanuela Rosazza Gianin authored at least 7 papers between 2010 and 2024.

Collaborative distances:

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

2024

Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?

Alessandro Doldi, Marco Frittelli, Emanuela Rosazza Gianin

SIAM J. Financial Math., March, 2024

2021

Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures.

Fabio Bellini, Roger J. A. Laeven, Emanuela Rosazza Gianin

Eur. J. Oper. Res., 2021

2020

Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach.

Alessandro Calvia, Emanuela Rosazza Gianin

SIAM J. Financial Math., 2020

2018

Capital allocation à la Aumann-Shapley for non-differentiable risk measures.

Francesca Centrone, Emanuela Rosazza Gianin

Eur. J. Oper. Res., 2018

2016

Loss-averse preferences and portfolio choices: An extension.

Louis Eeckhoudt, Anna Maria Fiori, Emanuela Rosazza Gianin

Eur. J. Oper. Res., 2016

2015

Portfolio Optimization with Quasiconvex Risk Measures.

Elisa Mastrogiacomo, Emanuela Rosazza Gianin

Math. Oper. Res., 2015

2010

Representation of the penalty term of dynamic concave utilities.

Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin

Finance Stochastics, 2010