Narrow search
Showing 1 - 5 of 5
Cover Image
Commodity futures markets and trading strategies opportunities
Falbo, Paolo - In: Modelling techniques for financial markets and bank …, (pp. 48-64). 1996
Persistent link: https://www.econbiz.de/10001292510
Cover Image
Risk measures on P(R) and value at risk with probability/loss function
Frittelli, Marco; Maggis, Marco; Peri, Ilaria - In: Mathematical finance : an international journal of … 24 (2014) 3, pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Cover Image
Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo; Frittelli, Marco; Hou, Zhaoxu; Maggis, … - In: Mathematics of operations research 44 (2019) 3, pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
Cover Image
Disentangling price, risk and model risk : V&R measures
Frittelli, Marco; Maggis, Marco - In: Mathematics and financial economics 12 (2018) 2, pp. 219-247
Persistent link: https://www.econbiz.de/10011963851
Cover Image
Collective dynamic risk measures
Doldi, Alessandro; Frittelli, Marco; Rosazza Gianin, … - In: Frontiers of mathematical finance : FMF 3 (2024) 3, pp. 376-399
Persistent link: https://www.econbiz.de/10015376040