Representation of the penalty term of dynamic concave utilities. - Freddy Delbaen; Shige Peng; Emanuela Rosazza Gianin (Finance Stochastics, 2010)

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

Loss-averse preferences and portfolio choices: An extension. - Louis Eeckhoudt; Anna Maria Fiori; Emanuela Rosazza Gianin (Eur. J. Oper. Res., 2016)

Capital allocation à la Aumann-Shapley for non-differentiable risk measures. - Francesca Centrone; Emanuela Rosazza Gianin (Eur. J. Oper. Res., 2018)

Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach. - Alessandro Calvia; Emanuela Rosazza Gianin (SIAM J. Financial Math., 2020)

Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures. - Fabio Bellini; Roger J. A. Laeven; Emanuela Rosazza Gianin (Eur. J. Oper. Res., 2021)

Fully Dynamic Risk Measures: Horizon Risk, Time-Consistency, and Relations with BSDEs and BSVIEs. - Giulia Di Nunno; Emanuela Rosazza Gianin (SIAM J. Financial Math., 2024)

Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? - Alessandro Doldi; Marco Frittelli; Emanuela Rosazza Gianin (SIAM J. Financial Math., 2024)

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