ROSAZZA GIANIN EMANUELA

Role

Full Professor

Academic disciplines

Mathematical Methods for Economy, Finance and Actuarial Sciences (STAT-04/A)

Works in

Office phone

Room:

Reception hours

On appointment in person or on Webex (personal room : https://unimib.webex.com/meet/emanuela.rosazza1)

Publications

Di Nunno, G., Rosazza Gianin, E. (2024). Fully Dynamic Risk Measures: Horizon Risk, Time-Consistency, and Relations with BSDEs and BSVIEs. SIAM JOURNAL ON FINANCIAL MATHEMATICS, 15(2), 399-435 [10.1137/23m1546804]. Detail
Laeven, R., Rosazza Gianin, E., Zullino, M. (2024). Law-invariant return and star-shaped risk measures. INSURANCE MATHEMATICS & ECONOMICS, 117(July 2024), 140-153 [10.1016/j.insmatheco.2024.04.006]. Detail
Doldi, A., Frittelli, M., Rosazza Gianin, E. (2024). Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?. SIAM JOURNAL ON FINANCIAL MATHEMATICS, 15(1), 1-14 [10.1137/23M1580413]. Detail
Doldi, A., Frittelli, M., Rosazza Gianin, E. (2024). On entropy martingale optimal transport theory. DECISIONS IN ECONOMICS AND FINANCE [10.1007/s10203-023-00432-y]. Detail
Rosazza Gianin, E., Sgarra, C. (2023). Mathematical Finance : Theory Review and Exercises. 2. ed. Cham : Springer [10.1007/978-3-031-28378-9]. Detail

Capital allocation per premi di Orlicz e misure di rischio di Haezendonck Goovaerts

Year: 2020

Call: Disciplinare per la presentazione di una domanda di contributo per Progetto di Ricerca GNAMPA

Grantors: I.N.D.A.M. "FRANCESCO SEVERI" - ISTITUTO NAZIONALE DI ALTA MATEMATICA

Research Prize, Dauphine-Amundi Chair in Asset Management, Chair in Asset Management of the Dauphine Foundation, sponsored by Amundi, 2013

Segretario - AMASES (Associazione per la Matematica Applicata alle Scienze Economiche e Sociali), 2023

Altro tipo di attività editoriale - , 2022
Associate Editor di rivista o collana editoriale - MATHEMATICS AND FINANCIAL ECONOMICS, 2021
Guest Editor di rivista o collana editoriale - , 2021
Associate Editor di rivista o collana editoriale - MATHEMATICS, 2020 - 2022
Associate Editor di rivista o collana editoriale - INSURANCE MATHEMATICS & ECONOMICS, 2018

Partecipazione al comitato organizzativo - Convegno annuale AMASES(Italia), 2023
Altro ruolo - Summer School "Complexity and Emergence" presso Lake Como School of Advanced Studies(Italia), 2018