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Giacomo Scandolo

Personal Details

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

Affiliation

Dipartimento di Scienze per l'Economia e l'Impresa
Università degli Studi di Firenze

Firenze, Italy
http://www.disei.unifi.it/

: +39-055-2759509
+39-055-2759550
via delle Pandette, 9 50127 Firenze
RePEc:edi:defirit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pauline Barrieu & Giacomo Scandolo, 2013. "Assessing Financial Model Risk," Papers 1307.0684, arXiv.org, revised Jul 2013.

Articles

  1. Barrieu, Pauline & Scandolo, Giacomo, 2015. "Assessing financial model risk," European Journal of Operational Research, Elsevier, vol. 242(2), pages 546-556.
  2. 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.
  3. Carlo Acerbi & Giacomo Scandolo, 2008. "Liquidity risk theory and coherent measures of risk," Quantitative Finance, Taylor & Francis Journals, vol. 8(7), pages 681-692.
  4. Marco Frittelli & Giacomo Scandolo, 2006. "Risk Measures And Capital Requirements For Processes," Mathematical Finance, Wiley Blackwell, vol. 16(4), pages 589-612.
  5. Kai Detlefsen & Giacomo Scandolo, 2005. "Conditional and dynamic convex risk measures," Finance and Stochastics, Springer, vol. 9(4), pages 539-561, October.
  6. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

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-RMG: Risk Management (1) 2013-07-15

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