Emanuela Rosazza Gianin

Management Science and Operations Research · 2002–2017

A researcher in the Science corpus: 7 papers; trusts 27 researchers and is trusted by 51 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 63 citations into it; #440 of 11,946 by trust here, #670 by citations
• Finance — 43 citations into it; #604 of 10,518 by trust here, #1,200 by citations
• Economics and Econometrics — 42 citations into it; #1,834 of 23,481 by trust here, #3,885 by citations
• Statistics and Probability — 13 citations into it
• Demography — 12 citations into it; #362 of 4,236 by trust here, #970 by citations
• General Decision Sciences — 9 citations into it
• Ocean Engineering — 5 citations into it

Whom Emanuela Rosazza Gianin trusts overall

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

1. Freddy Delbaen
2. Marco Frittelli
3. Hans Föllmer
4. R. Tyrrell Rockafellar
5. S. Kusuoka
6. Patrick Cheridito
7. Stanislav Uryasev
8. Alexander Schied
9. Fabio Bellini
10. Shige Peng

Who trusts Emanuela Rosazza Gianin overall

1. Long Jiang
2. Shige Peng
3. Samuel N. Cohen
4. Robert J. R. Elliott
5. Marco Frittelli
6. Sara Biagini
7. T. Guo
8. Alexander Schied
9. Hans Föllmer
10. A. Jobert

Papers from Emanuela Rosazza Gianin's perspective

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

1. Coherent Risk Measures on General Probability Spaces
2. On law invariant coherent risk measures
3. On the Existence of Minimax Martingale Measures
4. Exponential Hedging and Entropic Penalties
5. Pricing and hedging in incomplete markets
6. DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
7. Optimization of conditional value-at risk
8. Convex measures of risk and trading constraints (Finance and Stochastics)
9. Inf-convolution of risk measures and optimal risk transfer (Finance and Stochastics)
10. Generalized deviations in risk analysis (Finance and Stochastics)

Their papers

• Putting order in risk measures (2002) — 759 citations
• Generalized Quantiles as Risk Measures (2014) — 313 citations
• Law invariant convex risk measures (2005) — 151 citations
• Risk measures via g-expectations (2006) — 317 citations
• On Haezendonck risk measures (2008) — 62 citations
• Robust return risk measures (2017) — 49 citations
• Haezendonck-Goovaerts risk measures and Orlicz quantiles (2012) — 61 citations