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Cosimo Munari

Identifiers

  • name variant Cosimo Munari 0.60 · backfill

Papers (11)

  1. A continuous selection for optimal portfolios under convex risk measures does not always exist q-fin.MF · 2017 · author #2
  2. Surplus-invariant risk measures q-fin.MF · 2017 · author #2
  3. A simple characterization of tightness for convex solid sets of positive random variables math.PR · 2017 · author #2
  4. Existence, uniqueness and stability of optimal portfolios of eligible assets math.OC · 2017 · author #3
  5. Fatou Property, representations, and extensions of law-invariant risk measures on general Orlicz spaces q-fin.RM · 2017 · author #3
  6. Diversification, protection of liability holders and regulatory arbitrage q-fin.RM · 2015 · author #2
  7. Capital adequacy tests and limited liability of financial institutions q-fin.RM · 2014 · author #3
  8. Law-invariant risk measures: extension properties and qualitative robustness q-fin.RM · 2014 · author #2
  9. Measuring risk with multiple eligible assets q-fin.RM · 2013 · author #3
  10. Beyond cash-additive risk measures: when changing the num\'{e}raire fails q-fin.RM · 2012 · author #3
  11. Capital requirements with defaultable securities q-fin.RM · 2012 · author #3

Mentions

  • 1401.3133 #3 · backfill · confidence 0.70 Cosimo Munari
  • 1401.3121 #2 · backfill · confidence 0.70 Cosimo Munari
  • 1308.3331 #3 · backfill · confidence 0.70 Cosimo Munari
  • 1206.0478 #3 · backfill · confidence 0.70 Cosimo Munari
  • 1203.4610 #3 · backfill · confidence 0.70 Cosimo Munari

Frequent Coauthors