Michael Kupper

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Person:245087

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List of research outcomes

PublicationDate of PublicationType
Convex monotone semigroups on lattices of continuous functions2023-10-26Paper
Convergence rates for Chernoff-type approximations of convex monotone semigroups2023-10-15Paper
Nonlinear semigroups built on generating families and their Lipschitz sets2023-10-13Paper
Wasserstein perturbations of Markovian transition semigroups2023-06-21Paper
Convergence of infinitesimal generators and stability of convex monotone semigroups2023-05-30Paper
Nonlinear semigroups and limit theorems for convex expectations2022-10-25Paper
Viscous Hamilton-Jacobi equations in exponential Orlicz hearts2022-06-15Paper
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness2022-03-01Paper
Convex monotone semigroups and their generators with respect to $\Gamma$-convergence2022-02-17Paper
Limits of random walks with distributionally robust transition probabilities2022-01-06Paper
Representation of increasing convex functionals with countably additive measures2021-09-20Paper
Duality theory for robust utility maximisation2021-08-27Paper
Convex semigroups on \(L^p\)-like spaces2021-08-10Paper
Large deviations built on max-stability2021-07-09Paper
Martingale transport with homogeneous stock movements2021-06-02Paper
Computation of optimal transport and related hedging problems via penalization and neural networks2021-04-23Paper
Weakly maxitive set functions and their possibility distributions2021-03-28Paper
Robust risk aggregation with neural networks2021-03-23Paper
Parameter-dependent stochastic optimal control in finite discrete time2020-08-25Paper
An Equilibrium Model for Spot and Forward Prices of Commodities2020-03-11Paper
A semigroup approach to nonlinear Lévy processes2020-02-24Paper
Pathwise superhedging on prediction sets2019-12-27Paper
Stochastic integration and differential equations for typical paths2019-09-19Paper
Convex semigroups on $L^p$-like spaces2019-09-05Paper
A Fenchel-Moreau theorem for $\bar L^0$-valued functions2019-07-11Paper
Duality for pathwise superhedging in continuous time2019-06-27Paper
Multidimensional Markovian FBSDEs with super-quadratic growth2019-03-06Paper
A pointwise bipolar theorem2019-02-12Paper
Measures and integrals in conditional set theory2019-01-16Paper
Robust expected utility maximization with medial limits2018-12-20Paper
Kolmogorov-type and general extension results for nonlinear expectations2018-10-02Paper
Duality Formulas for Robust Pricing and Hedging in Discrete Time2018-03-12Paper
Multidimensional quadratic BSDEs with separated generators2017-10-25Paper
Minimal supersolutions of convex BSDEs under constraints2017-01-12Paper
Measures and integrals in conditional set theory2017-01-10Paper
Duality for increasing convex functionals with countably many marginal constraints2016-12-21Paper
Solvability of multidimensional quadratic BSDEs2016-11-15Paper
Asymptotically stable dynamic risk assessments2016-09-06Paper
Vector duality via conditional extension of dual pairs2016-08-30Paper
PORTFOLIO OPTIMIZATION UNDER NONLINEAR UTILITY2016-08-26Paper
Conditional \(L_{p}\)-spaces and the duality of modules over \(f\)-algebras2016-08-18Paper
A note on robust representations of law-invariant quasiconvex functions2016-07-12Paper
Dual representation of minimal supersolutions of convex BSDEs2016-06-27Paper
Complete duality for quasiconvex and convex set-valued functions2016-05-25Paper
Conditional Analysis on $$\mathbb {R}^d$$2016-05-13Paper
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences2016-04-15Paper
https://portal.mardi4nfdi.de/entity/Q28014142016-04-07Paper
The algebra of conditional sets and the concepts of conditional topology and compactness2016-02-12Paper
Duality for increasing convex functionals with countably many marginal constraints2015-09-29Paper
Minimal supersolutions of BSDEs under volatility uncertainty2015-05-27Paper
On a class of law invariant convex risk measures2014-12-17Paper
Continuous equilibrium in affine and information-based capital asset pricing models2014-11-12Paper
Brouwer fixed point theorem in \((L^0)^d\)2014-08-27Paper
Risk Preferences and Their Robust Representation2014-07-11Paper
Minimal supersolutions of BSDEs with lower semicontinuous generators2014-05-26Paper
Minimal supersolutions of convex BSDEs2014-01-31Paper
Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences2013-07-30Paper
Approaches to Conditional Risk2013-01-25Paper
Recursiveness of indifference prices and translation-invariant preferences2013-01-20Paper
Representation results for law invariant time consistent functions2013-01-20Paper
A Fourier Approach to the Computation of CV@R and Optimized Certainty Equivalents2012-12-30Paper
A von Neumann-Morgenstern representation result without weak continuity assumption2012-04-18Paper
Dual representation of monotone convex functions on 𝐿⁰2011-12-07Paper
COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME2011-03-30Paper
Separation and duality in locally \(L^0\)-convex modules2009-06-30Paper
EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS2008-08-26Paper
OPTIMAL NUMERAIRES FOR RISK MEASURES2008-05-22Paper
Monotone and cash-invariant convex functions and hulls2007-07-19Paper
Erratum: Coherent and convex risk measures for unbounded càdlàg processes2006-12-08Paper
Dynamic monetary risk measures for bounded discrete-time processes2006-11-03Paper
Coherent and convex monetary risk measures for unbounded càdlàg processes.2006-05-24Paper
Coherent and convex monetary risk measures for bounded càdlàg processes2005-08-05Paper

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