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Measuring risk with multiple eligible assets
Farkas, Walter; Koch Medina, Pablo; Munari, Cosimo-Andrea - In: Mathematics and financial economics 9 (2015) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10010500704
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Diversification, protection of liability holders and regulatory arbitrage
Koch Medina, Pablo; Munari, Cosimo-Andrea; Ṥikić, Mario - In: Mathematics and financial economics 11 (2017) 1, pp. 63-83
Persistent link: https://www.econbiz.de/10011900516
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Dual representations for systemic risk measures based on acceptance sets
Arduca, Maria; Koch Medina, Pablo; Munari, Cosimo-Andrea - In: Mathematics and financial economics 15 (2021) 1, pp. 155-184
Persistent link: https://www.econbiz.de/10012433636
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Law-invariant functionals that collapse to the mean : beyond convexity
Liebrich, Felix-Benedikt; Munari, Cosimo-Andrea - In: Mathematics and financial economics 16 (2022) 3, pp. 447-480
Persistent link: https://www.econbiz.de/10013438862
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An elementary proof of the dual representation of expected shortfall
Herdegen, Martin; Munari, Cosimo-Andrea - In: Mathematics and financial economics 17 (2023) 4, pp. 655-662
Persistent link: https://www.econbiz.de/10014448070