Marlon Moresco

Concordia University

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

158

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Uncertainty Propagation and Dynamic Robust Risk Measures

Number of pages: 32 Posted: 27 Aug 2023 Last Revised: 06 Feb 2024
Marlon Moresco, Mélina Mailhot and Silvana M. Pesenti
Concordia University, Concordia University and University of Toronto
Downloads 137 (382,935)

Abstract:

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Dynamic Risk Measures, Time-consistency, Distributional Uncertainty, Wasserstein distance

2.

Risk Measures and Corporate Cash Holdings: A Convergence of Two Streams of Literature

Number of pages: 23 Posted: 06 Mar 2023
Marlon Moresco and Marcelo Righi
Concordia University and Universidade Federal do Rio Grande do Sul (UFRGS)
Downloads 21 (933,065)

Abstract:

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Monetary risk measures, Acceptance sets, Cash holdings, Corporate liquidity