Sfoglia per Autore
Mostrati risultati da 1 a 19 di 19
Models of capital requirements in static and dynamicsettings
2004 G. Scandolo
Conditional and dynamic convex risk measures
2005 G. Scandolo ; K. Detlefsen
Risk measures and capital requirements for processes
2006 G. SCANDOLO; MARCO FRITTELLI
Liquidity risk and coherent risk measures
2008 G. Scandolo ; C. Acerbi
General Pareto optimal allocations and applications tomulti-period risks
2008 G. Scandolo ; P. Barrieu
Convex duality
2010 G.Scandolo
Robustness and sensitivity analysis of risk measurement procedures
2010 R.Cont; R.Deguest; G.Scandolo
Optimal portfolio allocation with CVaR: a robust approach
2011 Grossi, Luigi; Laurini, Fabrizio; Scandolo, Giacomo
Matematica Finanziaria
2013 Giacomo Scandolo
Fukushima effect on Commodity Prices
2013 Giacomo Scandolo; Angelica Gianfreda
Matematica Finanziaria: Esercizi svolti
2013 Giacomo Scandolo
Assessing financial model risk
2015 Barrieu, Pauline; Scandolo, Giacomo
Forecasting Value-at-Risk for Model Risk Analysis in Energy Markets
2018 Giacomo Scandolo
ENERGY RISK MANAGEMENT BY VALUE-AT-RISK
2018 Gianfreda, Angelica; Scandolo, Giacomo
Measuring model risk in the European energy exchange
2018 Gianfreda, Angelica*; Scandolo, Giacomo
Revisiting Risk Premia in Electricity Markets
2022 Angelica Gianfreda; Giacomo Scandolo
Higher moments in the fundamental specification of electricity forward prices
2022 Angelica Gianfreda; Giacomo Scandolo; Derek W. Bunn
Assessing model risk in financial and energy markets using dynamic conditional VaRs
2023 Gianfreda, A; Scandolo, G
A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning
2023 Gianfreda, A; Scandolo, G
Mostrati risultati da 1 a 19 di 19
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