M. Grasselli

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it
• Management Science and Operations Research — 13 citations into it
• Economics and Econometrics — 10 citations into it

Whom M. Grasselli trusts overall

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

1. Marco Frittelli
2. Sara Biagini
3. Andrzej Ruszczynski

Papers from M. Grasselli's perspective

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

1. Exponential Hedging and Entropic Penalties
2. On the Existence of Minimax Martingale Measures
3. RISK MEASURES ON ORLICZ HEARTS
4. Optimization of Convex Risk Functions (Mathematics of Operations Research)
5. Rational hedging and valuation of integrated risks under constant absolute risk aversion
6. Duality theory for optimal investments under model uncertainty
7. Optimal investment with random endowments in incomplete markets
8. On the optimal portfolio for the exponential utility maximization: remarks to the six‐author paper
9. Techniques of variational analysis
10. Putting order in risk measures

Their papers

• INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (2009) — 54 citations