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Recent developments in financial modelling and risk management
D'Ecclesia, Rita Laura (ed.); Cerqueti, Roy (ed.);  … - 2021
Persistent link: https://www.econbiz.de/10012514844
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Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen - In: Journal of the Operational Research Society 72 (2021) 3, pp. 628-641
Persistent link: https://www.econbiz.de/10012500976
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An optimization model for minimizing systemic risk
Castellano, Rosella; Cerqueti, Roy; Clemente, Gian Paolo; … - In: Mathematics and financial economics 15 (2021) 1, pp. 103-129
Persistent link: https://www.econbiz.de/10012433633
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The Skew Normal multivariate risk measurement framework
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen - In: Computational management science 17 (2020) 1, pp. 105-119
Persistent link: https://www.econbiz.de/10012206033
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Risk transmission, systemic fragility of banks' interacting customers and credit worthiness assessment
Cerqueti, Roy; Pampurini, Francesca; Quaranta, Anna Grazia - In: Finance research letters 62 (2024) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014530730
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Dangerous liasons and hot customers for banks
Cerqueti, Roy; Pampurini, Francesca; Pezzola, Annagiulia; … - In: Review of quantitative finance and accounting 59 (2022) 1, pp. 65-89
Persistent link: https://www.econbiz.de/10013459260