57 citations · 96 across the 22 of their papers we have counts for
Showing q-fin.RMShow all
2 papers · 1 filter
q-fin.RM2022★ 1 cited
Transparency principle for carbon emissions drives sustainable finance
Chris Kenyon, Mourad Berrahoui, Andrea Macrina
Alignment of financial market incentives and carbon emissions disincentives is key to limiting global warming. Regulators and standards bodies have made a start by requiring some c…
q-fin.RM2021
Stochastic measure distortions induced by quantile processes for risk quantification and valuation
Holly Brannelly, Andrea Macrina, Gareth W. Peters
We develop a novel stochastic valuation and premium calculation principle based on probability measure distortions that are induced by quantile processes in continuous time. Necess…