112 citations · 128 across the 13 of their papers we have counts for
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q-fin.MF2022
Conditional divergence risk measures
Giulio Principi, Fabio Maccheroni
Our paper contributes to the theory of conditional risk measures and conditional certainty equivalents. We adopt a random modular approach which proved to be effective in the study…
math.FA2022
A Characterization of the Vector Lattice of Measurable Functions
Simone Cerreia-Vioglio, Paolo Leonetti, Fabio Maccheroni
Given a probability measure space , it is well known that the Riesz space of equivalence classes of measurable functions is universally comp…