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Favero, Gino

Co-Author Distance
Author ID: favero.gino Recent zbMATH articles by "Favero, Gino"
Published as: Favero, Gino
Documents Indexed: 8 Publications since 1998
Co-Authors: 5 Co-Authors with 6 Joint Publications
130 Co-Co-Authors

Co-Authors

2 single-authored
2 Vargiolu, Tiziano
1 Castagnoli, Erio
1 Gregorio, Enrico
1 Modesti, Paola
1 Runggaldier, Wolfgang J.

Serials

2 Mathematical Methods of Operations Research
1 Systems & Control Letters
1 Decisions in Economics and Finance
1 PAMM. Proceedings in Applied Mathematics and Mechanics
1 La Matematica nella Società e nella Cultura. Serie I

Fields

6 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Systems theory; control (93-XX)
1 History and biography (01-XX)
1 Associative rings and algebras (16-XX)
1 Operations research, mathematical programming (90-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

4 Publications have been cited 10 times in 7 Documents Cited by ▼ Year ▼
Shortfall risk minimising strategies in the binomial model: characterisation and convergence. Zbl 1132.90375
Favero, Gino; Vargiolu, Tiziano
4
2006
Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches. Zbl 1061.91018
Favero, Gino
3
2001
A robustness result for stochastic control. Zbl 0994.93008
Favero, Gino; Runggaldier, Wolfgang J.
2
2002
Shortfall risk minimization versus symmetric (quadratic) hedging. Zbl 1124.91334
Favero, Gino
1
2005
Shortfall risk minimising strategies in the binomial model: characterisation and convergence. Zbl 1132.90375
Favero, Gino; Vargiolu, Tiziano
4
2006
Shortfall risk minimization versus symmetric (quadratic) hedging. Zbl 1124.91334
Favero, Gino
1
2005
A robustness result for stochastic control. Zbl 0994.93008
Favero, Gino; Runggaldier, Wolfgang J.
2
2002
Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches. Zbl 1061.91018
Favero, Gino
3
2001
all cited Publications top 5 cited Publications
all top 5

Cited by 11 Authors

1 Bäuerle, Nicole
1 Choi, Jungmin
1 Favero, Gino
1 Jonsson, Mattias
1 Lindberg, Peter
1 Montes-de-Oca, Raúl
1 Mundt, André
1 Salem-Silva, Francisco Sergio
1 Trivellato, Barbara
1 Vargiolu, Tiziano
1 Zaitseva, Elena N.

Cited in 3 Serials

4 Mathematical Methods of Operations Research
2 Kybernetika
1 Applied Mathematical Finance

Cited in 5 Fields

5 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
3 Operations research, mathematical programming (90-XX)
3 Systems theory; control (93-XX)
1 Calculus of variations and optimal control; optimization (49-XX)
1 Probability theory and stochastic processes (60-XX)

Citations by Year