Giacomo Scandolo

University of Verona - Department of Economics

Via dell'Artigliere, 8

37129 Verona

Italy

SCHOLARLY PAPERS

5

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Top 15,392

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3,250

SSRN CITATIONS
Rank 14,904

SSRN RANKINGS

Top 14,904

in Total Papers Citations

28

CROSSREF CITATIONS

33

Scholarly Papers (5)

1.

Liquidity Risk Theory and Coherent Measures of Risk

Number of pages: 22 Posted: 03 Dec 2007
Carlo Acerbi and Giacomo Scandolo
Abaxbank and University of Verona - Department of Economics
Downloads 2,113 (6,908)
Citation 13

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Liquidity Risk, Coherent Measures of Risk

2.

Robustness and Sensitivity Analysis of Risk Measurement Procedures

Columbia University Center for Financial Engineering, Financial Engineering Report No. 2007-06
Number of pages: 33 Posted: 24 Jan 2008 Last Revised: 19 Apr 2010
Rama Cont, Romain Deguest and Giacomo Scandolo
University of Oxford, Fundvisory and University of Verona - Department of Economics
Downloads 980 (23,314)
Citation 25

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risk measure, Value at Risk, statistical estimation, robustness

3.

Assessing Financial Model Risk

Number of pages: 23 Posted: 25 Jun 2013 Last Revised: 10 Jul 2013
Pauline M. Barrieu and Giacomo Scandolo
London School of Economics & Political Science (LSE) and University of Verona - Department of Economics
Downloads 108 (261,261)
Citation 10

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Model Risk, Value-at-Risk, Expected Shortfall

4.

Models of Capital Requirements in Static and Dynamic Settings

Economic Notes, Vol. 33, No. 3, pp. 415-435, November 2004
Number of pages: 21 Posted: 25 May 2005
Giacomo Scandolo
University of Verona - Department of Economics
Downloads 27 (501,249)
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5.

Risk Measures and Capital Requirements for Processes

Mathematical Finance, Vol. 16, No. 4, pp. 589-612, October 2006
Number of pages: 24 Posted: 31 Aug 2006
Marco Frittelli and Giacomo Scandolo
University of Florence - Dipartimento di Matematica and University of Verona - Department of Economics
Downloads 22 (530,091)
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