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Giacomo Scandolo

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This is information that was supplied by Giacomo Scandolo in registering through RePEc. If you are Giacomo Scandolo , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Giacomo
Middle Name:
Last Name: Scandolo
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RePEc Short-ID: psc515

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Affiliation

Dipartimento di Scienze Economiche
Facoltà di Economia
Università degli Studi di Verona
Location: Verona, Italy
Homepage: http://www.dse.univr.it/
Email:
Phone: +390458028097
Fax: +390458028486
Postal: Vicolo Campofiore, 2 - I-37129 Verona
Handle: RePEc:edi:isverit (more details at EDIRC)

Works

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Articles

  1. Rama Cont & Romain Deguest & Giacomo Scandolo, 2010. "Robustness and sensitivity analysis of risk measurement procedures," Quantitative Finance, Taylor & Francis Journals, vol. 10(6), pages 593-606.
  2. Carlo Acerbi & Giacomo Scandolo, 2008. "Liquidity risk theory and coherent measures of risk," Quantitative Finance, Taylor & Francis Journals, vol. 8(7), pages 681-692.
  3. Marco Frittelli & Giacomo Scandolo, 2006. "Risk Measures And Capital Requirements For Processes," Mathematical Finance, Wiley Blackwell, vol. 16(4), pages 589-612.
  4. Kai Detlefsen & Giacomo Scandolo, 2005. "Conditional and dynamic convex risk measures," Finance and Stochastics, Springer, vol. 9(4), pages 539-561, October.
  5. Giacomo Scandolo, 2004. "Models of Capital Requirements in Static and Dynamic Settings," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 33(3), pages 415-435, November.

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