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Risk-Sensitive Value Measure Method for Projects Evaluation
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Risk-Sensitive Value Measure Method for Projects Evaluation (2010)Risk-Sensitive Value Measure Method for P…Representation results for law invariant time consistent functions (2009)Representation results for la…Time-Consistency of Indifference Prices and Monetary Utility Functions (2006)Time-Consistency of Indiffere…Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes (2006)Dynamic Monetary Risk Measure…Stochastic Processes for Insurance and Finance (2001)Stochastic Processes for Insu…Stochastic Processes for Insurance and Finance (1999)Stochastic Processes for Insu…Stochastic Processes for Insurance & Finance (1999)Stochastic Processes for Insu…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyIntroduction to the Theory of Queues. (1963)An equilibrium characterization of the term structure (1977)Extreme Values, Regular Variation and Point Processes (1987)On minimizing the ruin probability by investment and reinsurance (2002)The application of continuous-time random walks in finance and economics (2005)On the optimal dividend problem for a spectrally negative Lévy process (2007)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Pricing options in incomplete equity markets via the instantaneous Sharpe ratio (2007)VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (2007)Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (2009)Theory of games and economic behavior (2019)Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Coherent Measures of Risk (1999)Convex risk measures and the dynamics of their penalty functions (2006)DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY (2006)DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (2007)Risk, Ambiguity, and the Savage Axioms (1961)RISK MEASURES: RATIONALITY AND DIVERSIFICATION (2010)Dynamic Risk Measures (2011)Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (2016)Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Quantifying Distributional Model Risk via Optimal Transport (2019)Capital markets research in accounting (2001)
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References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 2001Stochastic Processes for Insurance and Finance839 cited
  • 1999Stochastic Processes for Insurance & Finance775 cited
  • 1999Stochastic Processes for Insurance and Finance499 cited
  • 2006Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes340 cited
  • 2009Representation results for law invariant time consistent functions127 cited
  • 2006Time-Consistency of Indifference Prices and Monetary Utility Functions17 cited

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