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Emanuela Rosazza Gianin

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2024
[j9]
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  - journals/anor/MastrogiacomoG24
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Elisa Mastrogiacomo, Emanuela Rosazza Gianin:
Dynamic capital allocation rules via BSDEs: an axiomatic approach. Ann. Oper. Res. 336(1-2): 749-772 (2024)
[j8]
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  - journals/siamfm/DoldiFG24
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Alessandro Doldi, Marco Frittelli, Emanuela Rosazza Gianin:
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? SIAM J. Financial Math. 15(1): 1- (2024)
[j7]
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  - journals/siamfm/NunnoG24
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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): 399-435 (2024)
2021
[j6]
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  - journals/eor/BelliniLG21
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Fabio Bellini, Roger J. A. Laeven, Emanuela Rosazza Gianin:
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures. Eur. J. Oper. Res. 291(2): 438-446 (2021)
2020
[j5]
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  - journals/siamfm/CalviaG20
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Alessandro Calvia, Emanuela Rosazza Gianin:
Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach. SIAM J. Financial Math. 11(3): 815-848 (2020)
2018
[j4]
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  - journals/eor/CentroneG18
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Francesca Centrone, Emanuela Rosazza Gianin:
Capital allocation à la Aumann-Shapley for non-differentiable risk measures. Eur. J. Oper. Res. 267(2): 667-675 (2018)
2016
[j3]
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  - journals/eor/EeckhoudtFG16
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Louis Eeckhoudt, Anna Maria Fiori, Emanuela Rosazza Gianin:
Loss-averse preferences and portfolio choices: An extension. Eur. J. Oper. Res. 249(1): 224-230 (2016)
2015
[j2]
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  - journals/mor/MastrogiacomoG15
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Elisa Mastrogiacomo, Emanuela Rosazza Gianin:
Portfolio Optimization with Quasiconvex Risk Measures. Math. Oper. Res. 40(4): 1042-1059 (2015)
2010
[j1]
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  - journals/fs/DelbaenPG10
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Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin:
Representation of the penalty term of dynamic concave utilities. Finance Stochastics 14(3): 449-472 (2010)

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