Mario Ghossoub

According to our database, Mario Ghossoub authored at least 7 papers between 2015 and 2025.

Collaborative distances:

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

2025

The multi-armed bandit problem under the mean-variance setting.

Hongda Hu, Arthur Charpentier, Mario Ghossoub, Alexander Schied

Eur. J. Oper. Res., 2025

2024

(No-)Betting Pareto Optima Under Rank-Dependent Utility.

Patrick Beißner, Tim J. Boonen, Mario Ghossoub

Math. Oper. Res., 2024

Allocation Mechanisms in Decentralized Exchange Markets with Frictions.

Mario Ghossoub, Giulio Principi, Ruodu Wang

CoRR, 2024

2023

Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions.

Mario Ghossoub, Jesse Hall, David Saunders

Math. Oper. Res., May, 2023

Bowley vs. Pareto optima in reinsurance contracting.

Tim J. Boonen, Mario Ghossoub

Eur. J. Oper. Res., May, 2023

2021

Aggregation of opinions and risk measures.

Massimiliano Amarante, Mario Ghossoub

J. Econ. Theory, 2021

2015

Equimeasurable Rearrangements with Capacities.

Mario Ghossoub

Math. Oper. Res., 2015