Research Prize, Dauphine-Amundi Chair in Asset Management , 2013
Partecipazioni scientifiche
Comitati editoriali
Direzione enti
Incarichi di insegnamento
Congressi
Pubblicazioni
Canna, G., Centrone, F., & Rosazza Gianin, E. (2021). Capital allocation rules and the no-undercut property. MATHEMATICS, 9(2), 1-13.Dettaglio
Centrone, F., & Rosazza Gianin, E. (2020). Capital Allocation for Set-Valued Risk Measures. INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 23(1).Dettaglio
Canna, G., Centrone, F., & Rosazza Gianin, E. (2020). Capital allocation rules and acceptance sets. MATHEMATICS AND FINANCIAL ECONOMICS, 14(4), 759-781.Dettaglio
Calvia, A., & Rosazza Gianin, E. (2020). Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach. SIAM JOURNAL ON FINANCIAL MATHEMATICS, 11(3), 815-848.Dettaglio
Canna, G., Centrone, F., & Rosazza Gianin, E. (2019). Capital allocations for risk measures: a
numerical and comparative study. RISK MANAGEMENT MAGAZINE.Dettaglio