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researcher

Marco Zullino

6 papers hereh-index 339 citations8 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author6

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • q-fin.MF2
  • q-fin.RM2

identity via Semantic Scholar / OpenAlex

activity
20232026
most citedDynamic Return and Star-Shaped Risk Measures via BSDEs

3 citations · 3 across the 6 of their papers we have counts for

collaborators
Showing 2023 · math.PRShow all

1 paper · 2 filters

math.PR2023

Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs

Emanuela Rosazza Gianin, Marco Zullino

In the context of risk measures, the capital allocation problem is widely studied in the literature where different approaches have been developed, also in connection with cooperat…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.