Reverse sensitivity testing: What does it take to break the model? - Silvana M. Pesenti; Pietro Millossovich; Andreas Tsanakas (Eur. J. Oper. Res., 2019)

Robust Risk-Aware Reinforcement Learning. - Sebastian Jaimungal; Silvana M. Pesenti; Ye Sheng Wang; Hariom Tatsat (SIAM J. Financial Math., 2022)

Sensitivity measures based on scoring functions. - Tobias Fissler; Silvana M. Pesenti (Eur. J. Oper. Res., 2023)

Risk budgeting portfolios from simulations. - Bernardo Freitas Paulo da Costa; Silvana M. Pesenti; Rodrigo S. Targino (Eur. J. Oper. Res., 2023)

Portfolio Optimization within a Wasserstein Ball. - Silvana M. Pesenti; Sebastian Jaimungal (SIAM J. Financial Math., 2023)

Optimal transport divergences induced by scoring functions. - Silvana M. Pesenti; Steven Vanduffel (Oper. Res. Lett., 2024)

Minimal Kullback-Leibler Divergence for Constrained Lévy-Itô Processes. - Sebastian Jaimungal; Silvana M. Pesenti; Leandro Sánchez-Betancourt (SIAM J. Control. Optim., 2024)

Robust elicitable functionals. - Kathleen E. Miao; Silvana M. Pesenti (Eur. J. Oper. Res., 2025)

Differential quantile-based sensitivity in discontinuous models. - Silvana M. Pesenti; Pietro Millossovich; Andreas Tsanakas (Eur. J. Oper. Res., 2025)

Risk Budgeting Allocation for Dynamic Risk Measures. - Silvana M. Pesenti; Sebastian Jaimungal; Yuri F. Saporito; Rodrigo S. Targino (Oper. Res., 2025)

Marginal Fairness: Fair Decision-Making under Risk Measures. - Fei Huang; Silvana M. Pesenti (CoRR, 2025)

Optimizing distortion riskmetrics with distributional uncertainty. - Silvana M. Pesenti; Qiuqi Wang; Ruodu Wang (Math. Program., 2025)