Concepedia

Silvana M. Pesenti

SM

Statistics

Publications

8

Citations

184

H-Index

8

Active since

2016

Affiliations

University of Toronto(Current)

University of Trieste

City, University of London

Silvana M. Pesenti is an author at University of Toronto specializing in risk measurement, business, and finance.

ORCID

Publications per year

2016–2023

8

Publications

8

Robust distortion risk measures

Carole Bernard, Silvana M. Pesenti, Steven Vanduffel · Mathematical Finance · 2023 · 52 citations · Full text

, , +17

Sensitivity measures based on scoring functions

Tobias Fissler, Silvana M. Pesenti · European Journal of Operational Research · 2022 · 41 citations · Full text

, , +15

Reverse sensitivity testing: What does it take to break the model?

Silvana M. Pesenti, Pietro Millossovich, Andreas Tsanakas · European Journal of Operational Research · 2018 · 23 citations · Full text

, , +2

Cascade Sensitivity Measures

Silvana M. Pesenti, Pietro Millossovich, Andreas Tsanakas · Risk Analysis · 2021 · 16 citations · Full text

, , +14

Portfolio Optimization within a Wasserstein Ball

Silvana M. Pesenti, Sebastian Jaimungal · SIAM Journal on Financial Mathematics · 2023 · 15 citations

, , +17

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