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Fair (intra-bank transfer) prices for credits with stochastic recovery
Leitner, Johannes - In: Annals of finance 4 (2008) 2, pp. 243-253
Persistent link: https://www.econbiz.de/10003645470
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Individual forecasting behavior
Leitner, Johannes - In: Central European journal of operations research : CEJOR … 17 (2009) 1, pp. 65-80
Persistent link: https://www.econbiz.de/10003805496
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Optimal portfolios with lower partial moment constraints and LPM-risk-optimal martingale measures
Leitner, Johannes - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 317-331
Persistent link: https://www.econbiz.de/10003683293
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Dilatation monotonous Choquet integrals
Leitner, Johannes - In: Journal of mathematical economics 41 (2005) 8, pp. 994-1006
Persistent link: https://www.econbiz.de/10003189851
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Balayage monotonous risk measures
Leitner, Johannes - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 887-900
Persistent link: https://www.econbiz.de/10002420730
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A short note on second-order stochastic dominance preserving coherent risk measures
Leitner, Johannes - In: Mathematical finance : an international journal of … 15 (2005) 4, pp. 649-651
Persistent link: https://www.econbiz.de/10003121136
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Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001626257
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Mean-variance efficiency and intertemporal price for risk
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10001544834
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Utility maximization and duality
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10001544835
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Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10001450616