Johannes Leitner

Available identifiers

zbMath Open leitner.johannesMaRDI QIDQ421635

List of research outcomes

Publication	Date of Publication	Type
A bivariate Sarmanov regression model for count data with generalised Poisson marginals	2020-10-21	Paper
Relative pricing of binary options in live soccer betting markets	2018-08-09	Paper
Should European gamblers play lotto in the USA?	2012-05-14	Paper
Fair (intra-bank transfer) prices for credits with stochastic recovery	2012-03-06	Paper
Forecasting behavior in instable environments	2011-04-07	Paper
Expected utility versus the changes in knowledge ahead	2009-12-07	Paper
Expectation formation and regime switches	2009-09-02	Paper
Individual forecasting behavior	2009-06-22	Paper
A Note on Credit Insurance	2009-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q5301781	2009-01-20	Paper
Pricing and hedging with globally and instantaneously vanishing risk	2008-08-14	Paper
Risk-adjusted value allocation for (non-traded) assets with performance ratios	2008-08-07	Paper
OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES	2008-04-30	Paper
Convex pricing by a generalized entropy penalty	2008-04-23	Paper
Optimal Control of Favorable Games with Expected Loss Constraint	2007-03-27	Paper
Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals	2007-01-30	Paper
Monetary utility over coherent risk ratios	2007-01-30	Paper
The knowledge ahead approach to risk. Theory and experimental evidence	2006-11-27	Paper
Heuristic modeling of expectation formation in a complex experimental information environment	2006-11-15	Paper
Dilatation monotonous Choquet integrals	2006-01-09	Paper
A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES	2005-10-27	Paper
Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures	2005-10-18	Paper
BALAYAGE MONOTONOUS RISK MEASURES	2005-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q2741115	2002-01-08	Paper

Research outcomes over time

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