Gino Favero

According to our database, Gino Favero authored at least 4 papers between 2000 and 2010.

Collaborative distances:

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

2010

From Benchmarks to Generalised Expectations.

Erio Castagnoli, Gino Favero

Proceedings of the Preferences and Decisions - Models and Applications, 2010

2006

Shortfall risk minimising strategies in the binomial model: characterisation and convergence.

Gino Favero, Tiziano Vargiolu

Math. Methods Oper. Res., 2006

2001

Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches.

Gino Favero

Math. Methods Oper. Res., 2001

2000

A robustness result for stochastic control.

Gino Favero, Wolfgang J. Runggaldier

Proceedings of the 39th IEEE Conference on Decision and Control, 2000