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Advances in finance and stochastics : essays in honour of Dieter Sondermann · Study

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ArticleAdvances in finance and stochastics : essays in honour of Dieter Sondermann

Klaus Sandmann2002

Article2002

Advances in finance and stochastics : essays in honour of Dieter Sondermann

Klaus Sandmann · Philipp Schönbucher · Ramaprasad Bhar

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Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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2005Consistent risk measures for portfolio vectors 2019Portfolio optimization with entropic value-at-risk 2009Robust Preferences and Robust Portfolio Choice 2006Time consistency conditions for acceptability measures, with an application to Tail Value at Risk 2006The Wiener disorder problem with finite horizon 2016Applied Conic Finance 2010Tail Risk of Multivariate Regular Variation 2008Discrete-time approximation for continuously and discretely reflected BSDEs

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Year2002

Typearticle

Published2002-01-01

Languageen

Citations85

Files0 public / 0

ShelfStochastic processes and financial applications

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openalex_workW652129087

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