39 citations · 107 across the 12 of their papers we have counts for
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q-fin.RM2021★ 2 cited
Star-shaped acceptability indexes
Marcelo Brutti Righi
We propose the star-shaped acceptability indexes as generalizations of both the approaches of Cherny and Madan (2009) and Rosazza Gianin and Sgarra (2013) in the same vein as star-…
q-fin.RM2021
On the link between monetary and star-shaped risk measures
Marlon Moresco, Marcelo Brutti Righi
Recently, Castagnoli et al. (2021) introduce the class of star-shaped risk measures as a generalization of convex and coherent ones, proving that there is a representation as the p…