Giacomo Scandolo

13 papers and 760 indexed citations i.

About

Giacomo Scandolo has authored 13 papers that have received a total of 760 indexed citations. This includes 11 papers in Management Science and Operations Research, 11 papers in Finance and 3 papers in General Economics, Econometrics and Finance. The topics of these papers are Risk and Portfolio Optimization (11 papers), Stochastic processes and financial applications (8 papers) and Financial Risk and Volatility Modeling (4 papers). Giacomo Scandolo is often cited by papers focused on Risk and Portfolio Optimization (11 papers), Stochastic processes and financial applications (8 papers) and Financial Risk and Volatility Modeling (4 papers) and collaborates with scholars based in Italy, United Kingdom and France. Giacomo Scandolo's co-authors include Pauline Barrieu, Romain Deguest, Rama Cont, Angelica Gianfreda and Marco Frittelli and has published in prestigious journals such as European Journal of Operational Research, Mathematical Finance and Quantitative Finance

In The Last Decade

Rankless by CCL
2025