//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Tangpi, Ludovic"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Measurement
3
Messung
3
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Theorie
2
Theory
2
Control theory
1
Dimensional analysis
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Dynamic programming
1
Dynamic programming principle
1
Dynamische Optimierung
1
Erwartungsnutzen
1
Estimation
1
Estimation theory
1
Expected utility
1
HJB equation
1
Hedging
1
Kontrolltheorie
1
Martingal
1
Martingale
1
Martingale measures σ-compactness
1
Mathematical programming
1
Mathematische Optimierung
1
Nutzen
1
Optimized certainty equivalent
1
Pathwise superhedging
1
Pricing-hedging duality
1
Risk measures
1
Schätztheorie
1
Schätzung
1
Semi-static hedging
1
Singular Hamiltonian
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
6
Author
All
Tangpi, Ludovic
6
Bartl, Daniel
3
Kupper, Michael
2
Backhoff-Veraguas, Julio
1
Drapeau, Samuel
1
Heyne, Gregor
1
Pohl, Mathias
1
Prömel, David Johannes
1
Ristig, Alexander
1
Schachermayer, Walter
1
more ...
less ...
Published in...
All
Finance and stochastics
1
International journal of theoretical and applied finance
1
Market microstructure and liquidity
1
Mathematical Finance
1
Mathematics and financial economics
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
5
Other ZBW resources
1
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonasymptotic convergence rates for the plug-in estimation of risk measures
Bartl, Daniel
;
Tangpi, Ludovic
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2129-2155
Persistent link: https://www.econbiz.de/10014437818
Saved in:
2
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio
;
Tangpi, Ludovic
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
Saved in:
3
Duality for pathwise superhedging in continuous time
Bartl, Daniel
;
Kupper, Michael
;
Prömel, David Johannes
; …
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 697-728
Persistent link: https://www.econbiz.de/10012023763
Saved in:
4
Computational aspects of robust optimized certainty equivalents and option pricing
Bartl, Daniel
;
Drapeau, Samuel
;
Tangpi, Ludovic
- In:
Mathematical Finance
(
2019
)
Persistent link: https://www.econbiz.de/10012095171
Saved in:
5
The amazing power of dimensional analysis : quantifying market impact
Pohl, Mathias
;
Ristig, Alexander
;
Schachermayer, Walter
; …
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011988890
Saved in:
6
Portfolio optimization under nonlinear utility
Heyne, Gregor
;
Kupper, Michael
;
Tangpi, Ludovic
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011524910
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->