Giacomo Scandolo

Management Science and Operations Research · 2005–2010

A researcher in the Science corpus: 4 papers; trusts 14 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 30 citations into it; #1,400 of 11,946 by trust here, #2,108 by citations
• Finance — 24 citations into it; #8,045 of 10,518 by trust here, #4,165 by citations
• Economics and Econometrics — 21 citations into it; #21,244 of 23,481 by trust here, #16,151 by citations
• Statistics and Probability — 5 citations into it; #2,985 of 12,932 by trust here, #4,964 by citations

Whom Giacomo Scandolo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Marco Frittelli
2. Hans Föllmer
3. Shige Peng
4. Frank Riedel
5. Emanuela Rosazza Gianin
6. Freddy Delbaen
7. Alexander Schied
8. S. Kusuoka
9. Dirk Tasche
10. Jeremy Staum

Who trusts Giacomo Scandolo overall

1. Jocelyne Bion-Nadal
2. T. Guo
3. Andreas Tsanakas
4. Alexander Shapiro
5. Hans Föllmer
6. Andrzej Ruszczynski
7. Irina Penner
8. Patrick Cheridito
9. Nicole El Karoui
10. Beatrice Acciaio

Papers from Giacomo Scandolo's perspective

Ordered by how strongly the researchers Giacomo Scandolo trusts endorse each paper. Same corpus, a different order for every researcher.

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. Dynamic Coherent Risk Measures
3. On law invariant coherent risk measures
4. Putting order in risk measures
5. Coherent multiperiod risk adjusted values and Bellman’s principle (Annals of Operations Research)
6. Fundamental Theorems of Asset Pricing for Good Deal Bounds
7. Coherent and convex risk measures for bounded cadlag processes
8. DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
9. Dynamic exponential utility indifference valuation
10. The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures

Their papers

• Conditional and dynamic convex risk measures (2005) — 391 citations
• RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (2006) — 192 citations
• Robustness and sensitivity analysis of risk measurement procedures (2010) — 397 citations
• Liquidity risk theory and coherent measures of risk (2008) — 118 citations