Birgit Rudloff

Available identifiers

zbMath Open rudloff.birgitMaRDI QIDQ356480

List of research outcomes

Publication	Date of Publication	Type
Technical note -- Characterizing and computing the set of Nash equilibria via vector optimization	2024-12-20	Paper
Deep learning the efficient frontier of convex vector optimization problems	2024-10-14	Paper
Algorithms to Solve Unbounded Convex Vector Optimization Problems	2023-10-17	Paper
Approximations of unbounded convex projections and unbounded convex sets	2023-10-17	Paper
Acceptability maximization	2022-08-30	Paper
Scalar Multivariate Risk Measures with a Single Eligible Asset	2022-06-27	Paper
Convex projection and convex multi-objective optimization	2022-05-25	Paper
Time consistency for scalar multivariate risk measures	2022-02-18	Paper
Time Consistency of the Mean-Risk Problem	2022-02-16	Paper
Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals	2021-08-09	Paper
Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization	2021-05-05	Paper
Elicitability and identifiability of set-valued measures of systemic risk	2021-04-29	Paper
Dual representations for systemic risk measures	2020-02-21	Paper
Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities	2019-03-20	Paper
A supermartingale relation for multivariate risk measures	2019-02-06	Paper
Measures of Systemic Risk	2018-03-12	Paper
SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES	2017-09-08	Paper
A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle	2017-05-22	Paper
A parametric simplex algorithm for linear vector optimization problems	2017-05-15	Paper
Set Optimization—A Rather Short Introduction	2016-05-13	Paper
A Comparison of Techniques for Dynamic Multivariate Risk Measures	2016-05-13	Paper
A characterization theorem for Aumann integrals	2015-06-01	Paper
On the dual of the solvency cone	2015-05-22	Paper
Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences	2015-02-03	Paper
Multi-portfolio time consistency for set-valued convex and coherent risk measures	2015-01-19	Paper
Primal and dual approximation algorithms for convex vector optimization problems	2014-11-27	Paper
Benson type algorithms for linear vector optimization and applications	2014-10-02	Paper
AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS	2014-06-19	Paper
Time consistency of dynamic risk measures in markets with transaction costs	2014-02-20	Paper
Set-valued average value at risk and its computation	2013-07-25	Paper
Set-valued risk measures for conical market models	2013-02-26	Paper
Testing composite hypotheses via convex duality	2011-02-28	Paper
Coherent hedging in incomplete markets	2009-04-20	Paper
Entropic risk constraints for utility maximization	2009-01-28	Paper
Continuity and finite-valuedness of set-valued risk measures	2009-01-28	Paper
Convex Hedging in Incomplete Markets	2008-01-31	Paper

Research outcomes over time

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