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~language:"eng"
~subject:"Portfolio-Management"
~subject:"Probability theory"
~subject:"Risk"
~subject:"Zinsstruktur"
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Delbaen, Freddy
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ECONIS (ZBW)
17
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1
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
2
Risk measures with the CxLS property
Delbaen, Freddy
;
Bellini, Fabio
;
Bignozzi, Valeria
; …
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 433-453
Persistent link: https://www.econbiz.de/10011471250
Saved in:
3
On a class of law invariant convex risk measures
Angelsberg, Gilles
;
Delbaen, Freddy
;
Kaelin, Ivo
; …
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 343-363
Persistent link: https://www.econbiz.de/10009159083
Saved in:
4
Representation of the penalty term of dynamic concave utilities
Delbaen, Freddy
;
Peng, Shige
;
Rosazza Gianin, Emanuela
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 449-472
Persistent link: https://www.econbiz.de/10010216492
Saved in:
5
Risk measures for non-integrable random variables
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 329-333
Persistent link: https://www.econbiz.de/10003827618
Saved in:
6
Differentiability properties of utility functions
Delbaen, Freddy
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 39-48)
.
2009
Persistent link: https://www.econbiz.de/10003948459
Saved in:
7
Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick
;
Delbaen, Freddy
;
Kupper, Michael
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 369-387
Persistent link: https://www.econbiz.de/10002946711
Saved in:
8
On the law of one price
Courtault, Jean-Michael
;
Delbaen, Freddy
;
Kabanov, Jurij M.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 525-530
Persistent link: https://www.econbiz.de/10002261465
Saved in:
9
An interest rate model with upper and lower bounds
Delbaen, Freddy
;
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
9
(
2002
)
3/4
,
pp. 191-209
Persistent link: https://www.econbiz.de/10001769365
Saved in:
10
Long-term returns in stochastic interest rate models
Deelstra, Griselda
- In:
Selected papers of the International Conference on …
,
(pp. 280-283)
.
1995
Persistent link: https://www.econbiz.de/10001315786
Saved in:
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