Umberto Cherubini

Publication Activity (10 Years)

Years Active: 2009-2021
Publications (10 Years): 1

Top Topics

Aggregation Functions

Portfolio Optimization

Top Venues

Appl. Math. Lett.

Fuzzy Sets Syst.

Publications

Umberto Cherubini, Sabrina Mulinacci
-fuzzy measures. Fuzzy Sets Syst. 412 (2021)
Umberto Cherubini, Sabrina Mulinacci
Contagion-based distortion risk measures. Appl. Math. Lett. 27 (2014)
Umberto Cherubini, Sabrina Mulinacci, Silvia Romagnoli
A copula-based model of speculative price dynamics in discrete time. J. Multivar. Anal. 102 (6) (2011)
Agostino Capponi, Umberto Cherubini
A Copula Function Approach to Infer Correlation in Prediction Markets. AMMA (2009)