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Approving the ISDWIR method of risk measurement in making risk management decision
Strelnik, Mikhail, (2014)
A note on portfolio selections under various risk measures
Giorgi, Enrico De, (2002)
Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre, (2003)
Short note on inf-convolution preserving the Fatou property
Acciaio, Beatrice, (2009)
Absolutely continuous optimal martingale measures
Acciaio, Beatrice, (2005)
Weak transport for non‐convex costs and model‐independence in a fixed‐income market
Acciaio, Beatrice, (2021)