| Putting order in risk measures M Frittelli, E Rosazza Gianin Journal of Banking & Finance 26 (7), 1473-1486, 2002 | 921 | 2002 |
| Risk measures via g-expectations E Rosazza Gianin Insurance: Mathematics and Economics 39 (1), 19-34, 2006 | 356 | 2006 |
| Generalized quantiles as risk measures F Bellini, B Klar, A Müller, E Rosazza Gianin Insurance: Mathematics and Economics 54, 41-48, 2014 | 354 | 2014 |
| Dynamic convex risk measures M Frittelli, E Rosazza Gianin Risk measures for the 21st century, 227-248, 2004 | 236 | 2004 |
| Representation of the penalty term of dynamic concave utilities F Delbaen, S Peng, E Rosazza Gianin Finance and Stochastics 14 (3), 449-472, 2010 | 186 | 2010 |
| Law invariant convex risk measures M Frittelli, E Rosazza Gianin Advances in mathematical economics, 33-46, 2005 | 182 | 2005 |
| On Haezendonck risk measures F Bellini, E Rosazza Gianin Journal of Banking & Finance 32 (6), 986-994, 2008 | 78 | 2008 |
| Haezendonck–Goovaerts risk measures and Orlicz quantiles F Bellini, E Rosazza Gianin Insurance: Mathematics and Economics 51 (1), 107-114, 2012 | 59 | 2012 |
| Robust return risk measures F Bellini, RJA Laeven, E Rosazza Gianin Mathematics and Financial Economics 12 (1), 5-32, 2018 | 37 | 2018 |
| Optimal portfolios with Haezendonck risk measures F Bellini, E Rosazza Gianin Statistics & Risk Modeling 26 (2), 89-108, 2008 | 33 | 2008 |
| Dual representation of minimal supersolutions of convex BSDEs S Drapeau, M Kupper, E Rosazza Gianin, L Tangpi Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 52 (2 …, 2016 | 32 | 2016 |
| Some examples of risk measures via g-expectations E Rosazza Gianin Università degli studi Bicocca, Facoltà di economia, 2002 | 32 | 2002 |
| Capital allocation à la Aumann–Shapley for non-differentiable risk measures F Centrone, E Rosazza Gianin European Journal of Operational Research 267 (2), 667-675, 2018 | 31 | 2018 |
| Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures E Mastrogiacomo, E Rosazza Gianin Mathematics and Financial Economics 9 (2), 149-167, 2015 | 27 | 2015 |
| Acceptability indexes via -expectations: an application to liquidity risk E Rosazza Gianin, C Sgarra Mathematics and financial economics 7 (4), 457-475, 2013 | 27 | 2013 |
| Risk aversion, loss aversion, and the demand for insurance L Eeckhoudt, AM Fiori, E Rosazza Gianin Risks 6 (2), 60, 2018 | 24 | 2018 |
| Loss-averse preferences and portfolio choices: An extension L Eeckhoudt, AM Fiori, E Rosazza Gianin European Journal of Operational Research 249 (1), 224-230, 2016 | 23 | 2016 |
| Portfolio optimization with quasiconvex risk measures E Mastrogiacomo, E Rosazza Gianin Mathematics of Operations Research 40 (4), 1042-1059, 2015 | 21 | 2015 |
| Equivalent formulations of reasonable asymptotic elasticity M Frittelli, E Rosazza Gianin Universita degli Studi die Firenze, Working Paper, 2004 | 20 | 2004 |
| Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures F Bellini, RJA Laeven, E Rosazza Gianin European Journal of Operational Research, 2019 | 17 | 2019 |
Marco FrittelliProfessor at Milano University確認したメール アドレス: unimi.it