Giacomo Scandolo
Names
| first: | Giacomo |
| last: | Scandolo |
Contact
| email: |
Affiliations
-
Università degli Studi di Firenze
→ Scuola di Economia e Management
→ Dipartimento di Scienze per l'Economia e l'Impresa
- website
- location: Firenze, Italy
Research profile
author of:
-
Conditional and dynamic convex risk measures
by Kai Detlefsen & Giacomo Scandolo -
Liquidity risk theory and coherent measures of risk
by Carlo Acerbi & Giacomo Scandolo -
RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
by Marco Frittelli & Giacomo Scandolo -
Robustness and sensitivity analysis of risk measurement procedures
by Rama Cont & Romain Deguest & Giacomo Scandolo -
Assessing Financial Model Risk
by Pauline Barrieu & Giacomo Scandolo -
Assessing financial model risk
by Barrieu, Pauline & Scandolo, Giacomo