SCANDOLO, GIACOMO

SCANDOLO, GIACOMO  

Scienze per l'Economia e l'Impresa  

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Risultati 1 - 19 di 19 (tempo di esecuzione: 0.184 secondi).
Titolo Data di pubblicazione Autore(i) File
A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning 2023 Gianfreda, A; Scandolo, G
Assessing financial model risk 2015 Barrieu, Pauline; Scandolo, Giacomo
Assessing model risk in financial and energy markets using dynamic conditional VaRs 2023 Gianfreda, A; Scandolo, G
Conditional and dynamic convex risk measures 2005 G. Scandolo ; K. Detlefsen
Convex duality 2010 G.Scandolo
ENERGY RISK MANAGEMENT BY VALUE-AT-RISK 2018 Gianfreda, Angelica; Scandolo, Giacomo
Forecasting Value-at-Risk for Model Risk Analysis in Energy Markets 2018 Giacomo Scandolo
Fukushima effect on Commodity Prices 2013 Giacomo Scandolo; Angelica Gianfreda
General Pareto optimal allocations and applications tomulti-period risks 2008 G. Scandolo ; P. Barrieu
Higher moments in the fundamental specification of electricity forward prices 2022 Angelica Gianfreda; Giacomo Scandolo; Derek W. Bunn
Liquidity risk and coherent risk measures 2008 G. Scandolo ; C. Acerbi
Matematica Finanziaria 2013 Giacomo Scandolo
Matematica Finanziaria: Esercizi svolti 2013 Giacomo Scandolo
Measuring model risk in the European energy exchange 2018 Gianfreda, Angelica*; Scandolo, Giacomo
Models of capital requirements in static and dynamicsettings 2004 G. Scandolo
Optimal portfolio allocation with CVaR: a robust approach 2011 Grossi, Luigi; Laurini, Fabrizio; Scandolo, Giacomo
Revisiting Risk Premia in Electricity Markets 2022 Angelica Gianfreda; Giacomo Scandolo
Risk measures and capital requirements for processes 2006 G. SCANDOLO; MARCO FRITTELLI
Robustness and sensitivity analysis of risk measurement procedures 2010 R.Cont; R.Deguest; G.Scandolo