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Selected Papers

In: In the Footsteps of Giorgio Philip Szegö

Author

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  • Rita Laura D’Ecclesia

    (Sapienza University of Roma)

Abstract

Few key articles provide a deep understanding of his ever-curious mind. He used his knowledge of the quantitative tool to constantly seek to understand the financial markets’ inner workings and the regulatory authorities’ role. It was not easy to pick the most relevant works among many of his contributions. The pieces of work reported in this chapter span from his seminal work on Stability Analysis published in 1962 to the most recent view on the role played by the new risk measures in financial markets and on financial stability, published in his manual Risk Measures for the 21st Century.

Suggested Citation

  • Rita Laura D’Ecclesia, 2023. "Selected Papers," International Series in Operations Research & Management Science, in: Rita Laura D'Ecclesia & Rosella Castellano & Giovanni M. Zambruno (ed.), In the Footsteps of Giorgio Philip Szegö, chapter 0, pages 47-193, Springer.
    • Handle: RePEc:spr:isochp:978-3-031-32334-8_4
    DOI: 10.1007/978-3-031-32334-8_4
    as

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