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Details about Giacomo Scandolo

E-mail:
Workplace:Dipartimento di Scienze per l'Economia e l'Impresa (Department of Economics and Management), Scuola di Economia e Management (Florence School of Economics and Management), Università degli Studi di Firenze (University of Florence), (more information at EDIRC)

Access statistics for papers by Giacomo Scandolo.

Last updated 2015-08-05. Update your information in the RePEc Author Service.

Short-id: psc515


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Working Papers

2013

  1. Assessing Financial Model Risk
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article in European Journal of Operational Research (2015)

Journal Articles

2015

  1. Assessing financial model risk
    European Journal of Operational Research, 2015, 242, (2), 546-556 Downloads View citations (19)
    See also Working Paper (2013)

2010

  1. Robustness and sensitivity analysis of risk measurement procedures
    Quantitative Finance, 2010, 10, (6), 593-606 Downloads View citations (105)

2008

  1. Liquidity risk theory and coherent measures of risk
    Quantitative Finance, 2008, 8, (7), 681-692 Downloads View citations (39)

2006

  1. RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
    Mathematical Finance, 2006, 16, (4), 589-612 Downloads View citations (58)

2005

  1. Conditional and dynamic convex risk measures
    Finance and Stochastics, 2005, 9, (4), 539-561 Downloads View citations (131)
 
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