Shortfall risk minimization under model uncertainty in the binomial case : adaptive and robust approaches

von Favero, Gino
Veröffentlicht in Mathematical methods of operations research (2001)

Utility function

von Favero, Gino
Veröffentlicht in Encyclopedia of business analytics and optimization ; Vol. 5: Sp - Z (2014)

Shortfall risk minimisation versus symmetric (quadratic) hedging

von Favero, Gino
Veröffentlicht in Decisions in economics and finance (2005)

S. Sebastiano : melodramma

von Favero, Gino
Veröffentlicht 1913

B. Giovanna d' Arco : azione sacro-drammatica in quattro quadri del Rev. Don A. Barzon

von Favero, Gino
Veröffentlicht 1914

On the completeness of a constrained market

von Castagnoli, Erio
Veröffentlicht in International journal of applied management science (2008)

Price systems for random amounts : a unified approach

von Castagnoli, Erio
Veröffentlicht in Analyzing risk through probabilistic modeling in operations research (2016)

Granular and star-shaped price systems

von Castagnoli, Erio
Veröffentlicht in Inventi impact: emerging economies (-2016)

Risk estimation for short-term financial data through pooling of stable fits

von De Donno, Marzia
Veröffentlicht in Financial markets and portfolio management (2019)

A different way to look at random variables : do decision makers look at functions or at sets?

von Castagnoli, Erio
Veröffentlicht in Analyzing risk through probabilistic modeling in operations research (2016)