Christos E. Kountzakis

Available identifiers

Publication	Date of Publication	Type
Pareto efficiency without topology	2023-07-28	Paper
Acceptability indices of performance for bounded càdlàg processes	2022-07-05	Paper
Monetary risk measures for stochastic processes via Orlicz duality	2022-06-17	Paper
Equilibrium in incomplete markets revisited	2021-11-19	Paper
Distributions with heavy tails in Orlicz spaces	2018-01-26	Paper
Optimization of expected shortfall on convex sets	2015-11-06	Paper
Coherent Risk Measures Under Dominated Variation	2015-10-15	Paper
The restricted convex risk measures in actuarial solvency	2015-05-04	Paper
Coherent risk measures in general economic models and price bubbles	2013-12-13	Paper
Nonreplication of options	2013-02-28	Paper
On efficient portfolio selection using convex risk measures	2013-01-20	Paper
Restricted coherent risk measures and actuarial solvency	2013-01-10	Paper
Minimum regret pricing of contingent claims in incomplete markets	2012-09-05	Paper
Risk measures in ordered normed linear spaces with non-empty cone-interior	2011-08-01	Paper
The completion of real-asset markets by options	2011-05-27	Paper
Risk measures on ordered non-reflexive Banach spaces	2010-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q4930386	2010-09-29	Paper
Generalized coherent risk measures	2010-04-15	Paper
The completion of security markets	2007-01-24	Paper
Geometry of cones and an application in the theory of Pareto efficient points	2006-06-09	Paper

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