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Set-valued risk measures for conical market models
Hamel, Andreas; Heyde, Frank; Rudloff, Birgit - In: Mathematics and financial economics 5 (2011) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10009160246
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Set-valued average value at risk and its computation
Hamel, Andreas; Rudloff, Birgit; Yankova, Mihaela - In: Mathematics and financial economics 7 (2013) 2, pp. 229-246
Persistent link: https://www.econbiz.de/10009736855
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Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization
Rudloff, Birgit; Ulus, Firdevs - In: Mathematics and financial economics 15 (2021) 2, pp. 397-430
Persistent link: https://www.econbiz.de/10012500037
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Dual representations for systemic risk measures
Ararat, Çağın; Rudloff, Birgit - In: Mathematics and financial economics 14 (2020) 1, pp. 139-174
Persistent link: https://www.econbiz.de/10012239989
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Impact of contingent payments on systemic risk in financial networks
Banerjee, Tathagata; Feinstein, Zachary - In: Mathematics and financial economics 13 (2019) 4, pp. 617-636
Persistent link: https://www.econbiz.de/10012055893