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Renato Pelessoni

Personal Details

First Name:Renato
Middle Name:
Last Name:Pelessoni
Suffix:
RePEc Short-ID:ppe30
http://www.units.it/renatop
Università degli Studi di Trieste Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche "Bruno de Finetti" P.le Europa 1 I-34127 Trieste Italy

Affiliation

Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche
Università degli Studi di Trieste

Trieste, Italy
http://www.deams.units.it/

: 040 676 7048
040 54637
Piazzale Europa 1 - 34127 TRIESTE
RePEc:edi:detriit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Renato Pelessoni & Paolo Vicig, 2003. "Convex Imprecise Previsions for Risk Measurement," Risk and Insurance 0309001, EconWPA.
  2. Renato Pelessoni & Paolo Vicig, 2002. "Coherent Risk Measures and Upper Previsions," Risk and Insurance 0201001, EconWPA.

Articles

  1. Renato Pelessoni & Marco Zecchin, 1996. "Una applicazione dell'approccio multistato ai fondi pensione," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 19(1), pages 81-94, March.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Renato Pelessoni & Paolo Vicig, 2003. "Convex Imprecise Previsions for Risk Measurement," Risk and Insurance 0309001, EconWPA.

    Cited by:

    1. Giannopoulos, Kostas & Tunaru, Radu, 2005. "Coherent risk measures under filtered historical simulation," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 979-996, April.

  2. Renato Pelessoni & Paolo Vicig, 2002. "Coherent Risk Measures and Upper Previsions," Risk and Insurance 0201001, EconWPA.

    Cited by:

    1. Giannopoulos, Kostas & Tunaru, Radu, 2005. "Coherent risk measures under filtered historical simulation," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 979-996, April.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (1) 2003-10-05
  2. NEP-RMG: Risk Management (1) 2003-10-05

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