Luigi Montrucchio

Management Science and Operations Research · 2003–2018

A researcher in the Science corpus: 5 papers; trusts 7 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Luigi Montrucchio trusts overall

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

  1. Shun-ichi Amari
  2. Massimo Marinacci
  3. Asuka Takatsu
  4. Fabio Maccheroni

Who trusts Luigi Montrucchio overall

  1. Massimo Marinacci
  2. G. Mastrobuoni
  3. Elisa Luciano
  4. Fabio Maccheroni

Papers from Luigi Montrucchio's perspective

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

  1. On law invariant coherent risk measures
  2. Natural Gradient Works Efficiently in Learning
  3. Pricing and hedging in incomplete markets
  4. Information Geometry and Its Applications
  5. Stochastic Finance: An Introduction in Discrete Time
  6. Fundamental Theorems of Asset Pricing for Good Deal Bounds
  7. Revisiting Savage in a conditional world
  8. OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
  9. A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES
  10. Estimation of Non-Normalized Statistical Models by Score Matching

Their papers