Emanuela Rosazza Gianin

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 7

Top Topics

Top Venues

SIAM J. Financial Math.

Eur. J. Oper. Res.

Ann. Oper. Res.

Math. Oper. Res.

Publications

Alessandro Doldi, Marco Frittelli, Emanuela Rosazza Gianin
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? SIAM J. Financial Math. 15 (1) (2024)
Elisa Mastrogiacomo, Emanuela Rosazza Gianin
Dynamic capital allocation rules via BSDEs: an axiomatic approach. Ann. Oper. Res. 336 (1-2) (2024)
Giulia Di Nunno, Emanuela Rosazza Gianin
Fully Dynamic Risk Measures: Horizon Risk, Time-Consistency, and Relations with BSDEs and BSVIEs. SIAM J. Financial Math. 15 (2) (2024)
Fabio Bellini, Roger J. A. Laeven, Emanuela Rosazza Gianin
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures. Eur. J. Oper. Res. 291 (2) (2021)
Alessandro Calvia, Emanuela Rosazza Gianin
Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach. SIAM J. Financial Math. 11 (3) (2020)
Francesca Centrone, Emanuela Rosazza Gianin
Capital allocation à la Aumann-Shapley for non-differentiable risk measures. Eur. J. Oper. Res. 267 (2) (2018)
Louis Eeckhoudt, Anna Maria Fiori, Emanuela Rosazza Gianin
Loss-averse preferences and portfolio choices: An extension. Eur. J. Oper. Res. 249 (1) (2016)
Elisa Mastrogiacomo, Emanuela Rosazza Gianin
Portfolio Optimization with Quasiconvex Risk Measures. Math. Oper. Res. 40 (4) (2015)
Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin
Representation of the penalty term of dynamic concave utilities. Finance Stochastics 14 (3) (2010)