Alessandro Doldi

Publication Activity (10 Years)

Years Active: 2021-2024
Publications (10 Years): 4

Top Topics

Conditional Expectation

Learning Algorithm

Portfolio Selection

Top Venues

SIAM J. Financial Math.

Ann. Oper. Res.

Publications

Alessandro Doldi, Marco Frittelli
Multivariate systemic optimal risk transfer equilibrium. Ann. Oper. Res. 336 (1-2) (2024)
Alessandro Doldi, Marco Frittelli, Emanuela Rosazza Gianin
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? SIAM J. Financial Math. 15 (1) (2024)
Alessandro Doldi, Yichen Feng, Jean-Pierre Fouque, Marco Frittelli
Multivariate Systemic Risk Measures and Deep Learning Algorithms. CoRR (2023)
Alessandro Doldi, Marco Frittelli
Conditional Systemic Risk Measures. SIAM J. Financial Math. 12 (4) (2021)