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• 2009On a time consistency concept in risk averse multistage stochastic programming157 cited
• 2011COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME147 cited
• 2006Law invariant convex risk measures145 cited
• 2009CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY144 cited
• 2007Dynamic risk measures: Time consistency and risk measures from BMO martingales130 cited
• 2011Dynamic Risk Measures127 cited
• 2009Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps125 cited
• 2007VALUATIONS AND DYNAMIC CONVEX RISK MEASURES122 cited
• 2010RISK MEASURES: RATIONALITY AND DIVERSIFICATION120 cited
• 2004Reward–risk portfolio selection and stochastic dominance119 cited
• 2008Time consistent dynamic risk processes103 cited
• 2009Robust Preferences and Robust Portfolio Choice84 cited
• 2006Time consistency conditions for acceptability measures, with an application to Tail Value at Risk80 cited
• 2010Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition79 cited
• 2008