Cosimo Munari
Identifiers
- name variant Cosimo Munari 0.60 · backfill
Papers (11)
- A continuous selection for optimal portfolios under convex risk measures does not always exist q-fin.MF · 2017 · author #2
- Surplus-invariant risk measures q-fin.MF · 2017 · author #2
- A simple characterization of tightness for convex solid sets of positive random variables math.PR · 2017 · author #2
- Existence, uniqueness and stability of optimal portfolios of eligible assets math.OC · 2017 · author #3
- Fatou Property, representations, and extensions of law-invariant risk measures on general Orlicz spaces q-fin.RM · 2017 · author #3
- Diversification, protection of liability holders and regulatory arbitrage q-fin.RM · 2015 · author #2
- Capital adequacy tests and limited liability of financial institutions q-fin.RM · 2014 · author #3
- Law-invariant risk measures: extension properties and qualitative robustness q-fin.RM · 2014 · author #2
- Measuring risk with multiple eligible assets q-fin.RM · 2013 · author #3
- Beyond cash-additive risk measures: when changing the num\'{e}raire fails q-fin.RM · 2012 · author #3
- Capital requirements with defaultable securities q-fin.RM · 2012 · author #3
Mentions
Frequent Coauthors
- Pablo Koch-Medina 8 shared papers
- Walter Farkas 3 shared papers
- Michel Baes 2 shared papers
- Niushan Gao 2 shared papers
- Denny H. Leung 1 shared papers
- Foivos Xanthos 1 shared papers
- Mario Sikic 1 shared papers
- Mario \v{S}iki\'c 1 shared papers
- Santiago Moreno-Bromberg 1 shared papers