Concepedia

Giacomo Scandolo

GS

10

Publications

1.3K

Citations

10

H-Index

2005

Active since

Affiliations

University of Florence(Current)

London School of Economics and Political Science

University of Verona

Laboratoire de Probabilités et Modèles Aléatoires

Columbia University

Giacomo Scandolo is an author at University of Florence specializing in risk management, business, and finance.

Top concepts

Risk ManagementFinanceBusinessEconomicsEngineeringProbabilityManagementFinancial RiskLinear ProgrammingOperations Research

Publications per year

2005–2013

10

Publications

10

Robustness and sensitivity analysis of risk measurement procedures

Rama Cont, Romain Deguest, Giacomo Scandolo · Quantitative Finance · 2010 · 399 citations · Full text

Conditional and dynamic convex risk measures

Kai Detlefsen, Giacomo Scandolo · Finance and Stochastics · 2005 · 365 citations

Engineering, Stochastic Optimization, Risk Management +3

RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES

Marco Frittelli, Giacomo Scandolo · Mathematical Finance · 2006 · 182 citations · Full text

Financial Risk Management, Risk Metric, Risk Analysis +19

Liquidity risk theory and coherent measures of risk

Carlo Acerbi, Giacomo Scandolo · Quantitative Finance · 2008 · 108 citations

Robustness and Sensitivity Analysis of Risk Measurement Procedures

Rama Cont, Romain Deguest, Giacomo Scandolo · SSRN Electronic Journal · 2008 · 106 citations · Full text

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