| Publication | Date of Publication | Type |
|---|
| Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? | 2024-01-29 | Paper |
| Law-Invariant Return and Star-Shaped Risk Measures | 2023-10-30 | Paper |
| Mathematical Finance | 2023-08-02 | Paper |
| Generalized PELVE and applications to risk measures | 2023-07-13 | Paper |
| Dynamic Return and Star-Shaped Risk Measures via BSDEs | 2023-07-07 | Paper |
| Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs | 2023-05-16 | Paper |
| Fully-dynamic risk measures: horizon risk, time-consistency, and relations with BSDEs and BSVIEs | 2023-01-12 | Paper |
| Quasi-Logconvex Measures of Risk | 2022-07-25 | Paper |
| Dynamic capital allocation rules via BSDEs: an axiomatic approach | 2021-12-16 | Paper |
| Haezendonck-Goovaerts capital allocation rules | 2021-11-19 | Paper |
| The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time | 2021-07-06 | Paper |
| Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures | 2021-06-07 | Paper |
| Capital allocation rules and acceptance sets | 2021-05-03 | Paper |
| Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach | 2020-11-07 | Paper |
| CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES | 2020-03-26 | Paper |
| Time-consistency of risk measures: how strong is such a property? | 2019-10-23 | Paper |
| Capital allocation à la Aumann-Shapley for non-differentiable risk measures | 2018-07-25 | Paper |
| Robust return risk measures | 2018-03-01 | Paper |
| Loss-averse preferences and portfolio choices: an extension | 2016-10-07 | Paper |
| Dual representation of minimal supersolutions of convex BSDEs | 2016-06-27 | Paper |
| Portfolio Optimization with Quasiconvex Risk Measures | 2016-01-29 | Paper |
| Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures | 2015-04-29 | Paper |
| Generalized quantiles as risk measures | 2014-06-23 | Paper |
| Haezendonck-Goovaerts risk measures and Orlicz quantiles | 2014-04-10 | Paper |
| Acceptability indexes via \(g\)-expectations: an application to liquidity risk | 2013-09-13 | Paper |
| Mathematical Finance: Theory Review and Exercises | 2013-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2888098 | 2012-05-30 | Paper |
| Representation of the penalty term of dynamic concave utilities | 2011-11-27 | Paper |
| ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES | 2011-03-30 | Paper |
| Optimal portfolios with Haezendonck risk measures | 2009-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3526970 | 2008-09-25 | Paper |
| Esercizi di finanza matematica | 2007-06-28 | Paper |
| Risk measures via \(g\)-expectations | 2006-10-05 | Paper |
| Dynamic capital allocation rules via BSDEs: an axiomatic approach | 0001-01-03 | Paper |
| Fully-dynamic risk measures: horizon risk, time-consistency, and relations with BSDEs and BSVIEs | 0001-01-03 | Paper |
| Cash non-additive risk measures: horizon risk and generalized entropy | 0001-01-03 | Paper |
