Narrow search
Showing 1 - 10 of 15
Cover Image
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
Cover Image
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
Cover Image
Set-valued shortfall and divergence risk measures
Ararat, Çağin; Hamel, Andreas; Rudloff, Birgit - In: International journal of theoretical and applied finance 20 (2017) 5, pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Cover Image
The stability of the banking sector and credit default swaps
Heyde, Frank; Neyer, Ulrike - 2007
Persistent link: https://www.econbiz.de/10003379298
Cover Image
Set-valued duality theory for multiple objective linear programs and application to mathematical finance
Heyde, Frank; Löhne, Andreas; Tammer, Christiane - In: Mathematical methods of operations research 69 (2009) 1, pp. 159-179
Persistent link: https://www.econbiz.de/10003858104
Cover Image
The attainment of the solution of the dual program in vertices for vectorial linear programs
Heyde, Frank; Löhne, Andreas; Tammer, Christiane - In: Multiobjective programming and goal programming : …, (pp. 13-24). 2009
Persistent link: https://www.econbiz.de/10003841775
Cover Image
Set relations via families of scalar functions and approximate solutions in set optimization
Crespi, Giovanni Paolo; Hamel, Andreas; Rocca, Matteo; … - In: Mathematics of operations research 46 (2021) 1, pp. 361-381
Persistent link: https://www.econbiz.de/10012498199
Cover Image
Multi-portfolio time consistency for set-valued convex and coherent risk measures
Feinstein, Zachary; Rudloff, Birgit - In: Finance and stochastics 19 (2015) 1, pp. 67-107
Persistent link: https://www.econbiz.de/10011417030
Cover Image
Time consistency and risk averse dynamic decision models : definition, interpretation and practical consequences
Rudloff, Birgit; Street, Alexandre; Valladão, Davi M. - In: European journal of operational research : EJOR 234 (2014) 3, pp. 743-750
Persistent link: https://www.econbiz.de/10010360424
Cover Image
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas; Rudloff, Birgit - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10010363905