List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures Mathematics of Operations Research | 2024-02-27 | Paper |
| Quantification of risk in classical models of finance Quantitative Finance | 2022-04-05 | Paper |
| Martingale characterizations of risk-averse stochastic optimization problems Mathematical Programming. Series A. Series B | 2020-06-15 | Paper |
| Entropy based risk measures European Journal of Operational Research | 2020-05-26 | Paper |
| On Quantile Risk Measures and Their Domain | 2017-07-21 | Paper |
Research outcomes over time
This page was built for person: Ruben Schlotter
