Riccardo Leonardi obtained his Diploma (1984) and Ph.D. (1987) degrees in Electrical Engineering from the Swiss Federal Institute of Technology in Lausanne (EPFL), Switzerland. After conducting research on visual communications in the US for ~5 years, he was appointed in 1992 by the University of Brescia to establish the activities in the Telecommunication domain. He holds there the Signal Processing Chair. His main research interests cover the field of Digital Signal Processing applications, with a specific expertise on visual communications, and content-based analysis of audio-visual information. He has published ~200 papers on these topics recorded on international databases (WoS, SCOPUS).
Articles by R. Leonardi
From log-optimal portfolio theory to risk measures: logarithmic expected shortfall
In this paper, the authors propose a modification of expected shortfall that does not treat all losses equally. We do this in order to represent the worries surrounding big drops that are typical of multiperiod investors.