Claudia Ravanelli

Finance · 2007–2012

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 21 citations into it
• Economics and Econometrics — 18 citations into it
• Management Science and Operations Research — 18 citations into it
• Demography — 16 citations into it
• General Health Professions — 10 citations into it

Whom Claudia Ravanelli trusts overall

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

1. M. Kobylanski
2. Hans Föllmer
3. Freddy Delbaen
4. Marco Frittelli
5. Emanuela Rosazza Gianin
6. Alexander Schied
7. Christian Gollier

Papers from Claudia Ravanelli's perspective

Ordered by how strongly the researchers Claudia Ravanelli 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. Putting order in risk measures
4. Pricing and hedging in incomplete markets
5. DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
6. Coherent multiperiod risk adjusted values and Bellman’s principle (Annals of Operations Research)
7. Fundamental Theorems of Asset Pricing for Good Deal Bounds
8. Coherent risk measures
9. RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
10. Pricing Via Utility Maximization and Entropy

Their papers

• Understanding, modelling and managing longevity risk: key issues and main challenges (2012) — 128 citations
• CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY (2007) — 177 citations