Multi-utility representations of incomplete preferences induced by set-valued risk measures von Munari, Cosimo

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Surplus-Invariant Risk Measures von Gao, Niushan, Munari, Cosimo

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Fundamental theorem of asset pricing with acceptable risk in markets with frictions von Arduca, Maria, Munari, Cosimo

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An elementary proof of the dual representation of Expected Shortfall von Herdegen, Martin, Munari, Cosimo

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Capital requirements and claims recovery: A new perspective on solvency regulation von Munari, Cosimo, Weber, Stefan, Wilhelmy, Lutz

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A continuous selection for optimal portfolios under convex risk measures does not always exist von Baes, Michel, Munari, Cosimo

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Dual representations for systemic risk measures based on acceptance sets von Arduca, Maria, Koch-Medina, Pablo, Munari, Cosimo

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Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces von Gao, Niushan, Leung, Denny, Munari, Cosimo, Xanthos, Foivos

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Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity von Liebrich, Felix-Benedikt, Munari, Cosimo

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Capital adequacy tests and limited liability of financial institutions von Koch-Medina, Pablo, Moreno-Bromberg, Santiago, Munari, Cosimo

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The Mathematics of Arbitrage Pricing: An Introduction in Finite Dimensions von Koch-Medina, Pablo, Munari, Cosimo

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Which eligible assets are compatible with comonotonic capital requirements? von Koch-Medina, Pablo, Munari, Cosimo, Svindland, Gregor

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Multi-utility representations of incomplete preferences induced by set-valued risk measures von Munari, Cosimo

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Qualitative robustness of utility-based risk measures von Koch-Medina, Pablo, Munari, Cosimo

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Qualitative robustness of utility-based risk measures von Koch-Medina, Pablo, Munari, Cosimo

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Adjusted Expected Shortfall von Burzoni, Matteo, Munari, Cosimo, Wang, Ruodu

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Risk Measures beyond Frictionless Markets von Arduca, Maria, Munari, Cosimo

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Law-invariant risk measures: Extension properties and qualitative robustness von Koch-Medina, Pablo, Munari, Cosimo

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Market-Consistent Prices: An Introduction to Arbitrage Theory von Koch-Medina, Pablo, Munari, Cosimo

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Uniqueness of Convex-Ranged Probabilities and Applications to Risk Measures and Games von Amarante, Massimiliano, Liebrich, Felix-Benedikt, Munari, Cosimo

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