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ECONIS (ZBW)
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1
A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
Başak, Suleyman
- In:
Journal of economic dynamics & control
24
(
2000
)
1
,
pp. 63-95
Persistent link: https://www.econbiz.de/10001421679
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2
On Kusuoka representation of law invariant risk measures
Shapiro, Alexander
- In:
Mathematics of operations research
38
(
2013
)
1
,
pp. 142-152
Persistent link: https://www.econbiz.de/10009727684
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3
Bounds for nested law invariant coherent risk measures
Xin, Linwei
;
Shapiro, Alexander
- In:
Operations research letters
40
(
2012
)
6
,
pp. 431-435
Persistent link: https://www.econbiz.de/10009716584
Saved in:
4
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio
;
Ahmed, Shabbir
;
Shapiro, Alexander
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
Saved in:
5
Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Shapiro, Alexander
;
Tekaya, Wajdi
;
Costa, Joari Paulo da
; …
- In:
European journal of operational research : EJOR
224
(
2013
)
2
,
pp. 375-391
Persistent link: https://www.econbiz.de/10009683060
Saved in:
6
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Shapiro, Alexander
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012496519
Saved in:
7
Risk neutral reformulation approach to risk averse stochastic programming
Liu, Rui Peng
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
Saved in:
8
A model of dynamic equilibrium asset pricing with extraneous risk
Başak, Suleyman
-
1996
-
Rev
Persistent link: https://www.econbiz.de/10000957419
Saved in:
9
On the role of arbitrageurs in rational markets
Başak, Suleyman
;
Croitoru, Benjamin
- In:
Journal of financial economics
81
(
2006
)
1
,
pp. 143-173
Persistent link: https://www.econbiz.de/10003340670
Saved in:
10
On the role of arbitrageurs in rational markets
Başak, Suleyman
;
Croitoru, Benjamin
-
2004
Persistent link: https://www.econbiz.de/10002524596
Saved in:
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