S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
Samuel Drapeau · Study
Home
/
Author
Samuel Drapeau
9 works
· latest 2019
· 2 institutions
cluster: provisional
ORCID 0000-0001-5190-1798
Follow
Suggest an ORCID correction
h-index
6
i10
5
Citations
329
Works here
9
10
11
12
13
15
16
18
19
Most cited in this library
Risk Preferences and Their Robust Representation
2012 · 126 citations
Multivariate Shortfall Risk Allocation and Systemic Risk
2018 · 63 citations
Risk Preferences and their Robust Representation
2010 · 48 citations
Computational aspects of robust optimized certainty equivalents and option pricing
2019 · 46 citations
Dual representation of minimal supersolutions of convex BSDEs
2016 · 24 citations
Works
9 shown
Computational aspects of robust optimized certainty equivalents and option pricing
Mathematical Finance
·
2019
·
3 authors
·
Open access
46
citations
Multivariate Shortfall Risk Allocation and Systemic Risk
SIAM Journal on Financial Mathematics
·
2018
·
4 authors
·
Open access
63
citations
Dual representation of minimal supersolutions of convex BSDEs
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
2016
·
4 authors
·
Open access
24
citations
Stochastic Order-Monotone Uncertainty-Averse Preferences
SSRN Electronic Journal
·
2015
·
4 authors
·
preprint
·
Open access
5
citations
Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences
EAA series
·
2013
·
3 authors
·
chapter
2
citations
Risk Preferences and Their Robust Representation
Mathematics of Operations Research
·
2012
·
2 authors
·
Open access
126
citations
A von Neumann–Morgenstern representation result without weak continuity assumption
Journal of Mathematical Economics
·
2011
·
3 authors
9
citations
Risk Preferences and their Robust Representation
SSRN Electronic Journal
·
2010
·
2 authors
·
preprint
·
Open access
48
citations
A Von Neumann-Morgenstern Representation Result Without Weak Continuity Assumption
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
6
citations