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Federico Zorzi
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Risk Measures
Robust Optimization
Top Venues
SIAM J. Financial Math.
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Publications
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Matteo Burzoni
,
Marco Frittelli
,
Federico Zorzi
Short Communication: Robust Market-Adjusted Systemic Risk Measures.
SIAM J. Financial Math.
12 (3) (2021)