ROSAZZA GIANIN EMANUELA

Role: 
Full professor
Academic disciplines: 
MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES (SECS-S/06)
Telephone: 
0264483208
Reception Hours: 

On Friday at 16.00 (on WEbex - personal room : https://unimib.webex.com/meet/emanuela.rosazza1)

Room: 
U07, Piano: P04, Stanza: 4119
Via Bicocca degli Arcimboldi 8 - 20126 MILANO

Publications

  • Canna, G., Centrone, F., & Rosazza Gianin, E. (2021). Capital allocation rules and the no-undercut property. MATHEMATICS, 9(2), 1-13.
  • Bellini, F., Laeven, R., & Rosazza Gianin, E. (2021). Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 291(2 (1 June 2021)), 438-446.
  • Centrone, F., & Rosazza Gianin, E. (2020). Capital Allocation for Set-Valued Risk Measures. INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 23(1).
  • Canna, G., Centrone, F., & Rosazza Gianin, E. (2020). Capital allocation rules and acceptance sets. MATHEMATICS AND FINANCIAL ECONOMICS, 14(4), 759-781.
  • Calvia, A., & Rosazza Gianin, E. (2020). Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach. SIAM JOURNAL ON FINANCIAL MATHEMATICS, 11(3), 815-848.