Details about Giacomo Scandolo
Access statistics for papers by Giacomo Scandolo.
Last updated 2015-08-05. Update your information in the RePEc Author Service.
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- Assessing Financial Model Risk
Papers, arXiv.org View citations (2)
See also Journal Article in European Journal of Operational Research (2015)
- Assessing financial model risk
European Journal of Operational Research, 2015, 242, (2), 546-556 View citations (19)
See also Working Paper (2013)
- Robustness and sensitivity analysis of risk measurement procedures
Quantitative Finance, 2010, 10, (6), 593-606 View citations (105)
- Liquidity risk theory and coherent measures of risk
Quantitative Finance, 2008, 8, (7), 681-692 View citations (39)
- RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
Mathematical Finance, 2006, 16, (4), 589-612 View citations (58)
- Conditional and dynamic convex risk measures
Finance and Stochastics, 2005, 9, (4), 539-561 View citations (131)
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