Beatrice Acciaio
Management Science and Operations Research · with Penner · 2010
A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 19 citations into it
- Finance — 15 citations into it
- Demography — 7 citations into it
- Economics and Econometrics — 6 citations into it
Whom Beatrice Acciaio trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Freddy Delbaen
- Hans Föllmer
- Jocelyne Bion-Nadal
- Marco Frittelli
- Patrick Cheridito
- Frank Riedel
- Stefan Weber
- Michael Kupper
- Martin Schweizer
- Emanuela Rosazza Gianin
Who trusts Beatrice Acciaio overall
Papers from Beatrice Acciaio's perspective
Ordered by how strongly the researchers Beatrice Acciaio trusts endorse each paper. Same corpus, a different order for every researcher.
- Convex measures of risk and trading constraints (Finance and Stochastics)
- Putting order in risk measures
- Dynamic Coherent Risk Measures
- Conditional and dynamic convex risk measures (Finance and Stochastics)
- Dynamic exponential utility indifference valuation
- DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
- The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures
- RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
- Coherent risk measures
- Coherent multiperiod risk adjusted values and Bellman’s principle (Annals of Operations Research)
Their papers
- Dynamic risk measures (2010) — 135 citations