Personal information

Activities

Employment (3)

Università degli Studi di Milano: Milan, IT

2024-09 to present | Tenure Track Researcher (RTT) (Department of Economics, Management and Quantitative Methods)
Employment
Source: Self-asserted source
ALESSANDRO DOLDI

Università degli Studi di Firenze: Firenze, IT

2023-10 to 2024-08 | Post-Doctoral Fellowship (Department of Economics and Management (DISEI))
Employment
Source: Self-asserted source
ALESSANDRO DOLDI

Università degli Studi di Milano: Milano, IT

2021-03 to 2023-09 | Post-Doctoral Fellowship (Department of Mathematics)
Employment
Source: Self-asserted source
ALESSANDRO DOLDI

Education and qualifications (2)

Università degli Studi di Milano: Milano, Lombardia, IT

2017 to 2021 | Ph.D. (Mathematics)
Education
Source: Self-asserted source
ALESSANDRO DOLDI

Università degli Studi di Milano: Milano, Lombardia, IT

2015 to 2017 | Master Degree (Mathematics)
Education
Source: Self-asserted source
ALESSANDRO DOLDI

Works (10)

On entropy martingale optimal transport theory

Decisions in Economics and Finance
2024-06 | Journal article
Contributors: Alessandro Doldi; Marco Frittelli; Emanuela Rosazza Gianin
Source: check_circle
Crossref

Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?

SIAM Journal on Financial Mathematics
2024-03-31 | Journal article
Contributors: Alessandro Doldi; Marco Frittelli; Emanuela Rosazza Gianin
Source: check_circle
Crossref

Risk sharing with deep neural networks

Quantitative Finance
2024-02 | Journal article
Contributors: M. Burzoni; A. Doldi; E. Monzio Compagnoni
Source: check_circle
Crossref

Multivariate systemic risk measures and computation by deep learning algorithms

Quantitative Finance
2023-10-03 | Journal article
Part of ISSN: 1469-7688
Part of ISSN: 1469-7696
Contributors: A. Doldi; Y. Feng; J.-P. Fouque; M. Frittelli
Source: Self-asserted source
ALESSANDRO DOLDI

Entropy martingale optimal transport and nonlinear pricing–hedging duality

Finance and Stochastics
2023-04 | Journal article
Part of ISSN: 0949-2984
Part of ISSN: 1432-1122
Contributors: Alessandro Doldi; Marco Frittelli
Source: Self-asserted source
ALESSANDRO DOLDI

On conditional Chisini means and risk measures

Journal of Mathematical Analysis and Applications
2023-02 | Journal article
Part of ISSN: 0022-247X
Contributors: Alessandro Doldi; MARCO MAGGIS
Source: Self-asserted source
ALESSANDRO DOLDI
grade
Preferred source (of 2)‎

Multivariate systemic optimal risk transfer equilibrium

Annals of Operations Research
2022-08-20 | Journal article
Part of ISSN: 0254-5330
Part of ISSN: 1572-9338
Contributors: ALESSANDRO DOLDI
Source: Self-asserted source
ALESSANDRO DOLDI
grade
Preferred source (of 2)‎

Real-Valued Systemic Risk Measures

Mathematics
2021 | Journal article
Part of ISSN: 2227-7390
Source: Self-asserted source
ALESSANDRO DOLDI
grade
Preferred source (of 2)‎

Systemic optimal risk transfer equilibrium

Mathematics and Financial Economics
2021-03 | Journal article
Part of ISSN: 1862-9679
Part of ISSN: 1862-9660
Contributors: ALESSANDRO DOLDI
Source: Self-asserted source
ALESSANDRO DOLDI

Conditional Systemic Risk Measures

SIAM Journal on Financial Mathematics
2021-01 | Journal article
Part of ISSN: 1945-497X
Contributors: ALESSANDRO DOLDI
Source: Self-asserted source
ALESSANDRO DOLDI