Works matching AU Frittelli, Marco


Results: 21
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    CONDITIONAL CERTAINTY EQUIVALENT.

    Published in:
    International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 1, p. 41, doi. 10.1142/S0219024911006255
    By:
    • FRITTELLI, MARCO;
    • MAGGIS, MARCO
    Publication type:
    Article
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    Real-Valued Systemic Risk Measures.

    Published in:
    Mathematics (2227-7390), 2021, v. 9, n. 9, p. 1016, doi. 10.3390/math9091016
    By:
    • Doldi, Alessandro;
    • Frittelli, Marco;
    • Mastrogiacomo, Elisa
    Publication type:
    Article
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    Scientific research measures.

    Published in:
    Journal of the Association for Information Science & Technology, 2016, v. 67, n. 12, p. 3051, doi. 10.1002/asi.23530
    By:
    • Frittelli, Marco;
    • Mancini, Loriano;
    • Peri, Ilaria
    Publication type:
    Article
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    On fairness of systemic risk measures.

    Published in:
    Finance & Stochastics, 2020, v. 24, n. 2, p. 513, doi. 10.1007/s00780-020-00417-4
    By:
    • Biagini, Francesca;
    • Fouque, Jean-Pierre;
    • Frittelli, Marco;
    • Meyer-Brandis, Thilo
    Publication type:
    Article
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    RISK MEASURES ON.

    Published in:
    Mathematical Finance, 2014, v. 24, n. 3, p. 442, doi. 10.1111/mafi.12028
    By:
    • Frittelli, Marco;
    • Maggis, Marco;
    • Peri, Ilaria
    Publication type:
    Article
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    Collective dynamic risk measures.

    Published in:
    Frontiers of Mathematical Finance, 2024, v. 3, n. 3, p. 1, doi. 10.3934/fmf.2024012
    By:
    • Doldi, Alessandro;
    • Frittelli, Marco;
    • Gianin, Emanuela Rosazza
    Publication type:
    Article