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researcher

Cosimo Munari

25 papers hereh-index 14546 citations67 works total

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

author position
  • sole author1
  • first author2
  • middle author7
  • last author14

Across the 24 of 25 papers where every author was matched, so the position is known.

fields
  • q-fin.RM12
  • q-fin.MF9
  • math.OC1
  • math.PR1
  • q-fin.PM1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20122024
most citedBeyond cash-additive risk measures: when changing the numéraire fails

49 citations · 57 across the 17 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

q-fin.RM2013

Measuring risk with multiple eligible assets

Walter Farkas, Pablo Koch-Medina, Cosimo Munari

The risk of financial positions is measured by the minimum amount of capital to raise and invest in eligible portfolios of traded assets in order to meet a prescribed acceptability…

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