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Approaches to Conditional Risk
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International journal of theoretical and applied finance
FINRISK Working Paper Series
70
Research paper series / Swiss Finance Institute
49
Finance and stochastics
20
Swiss Finance Institute Research Paper
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
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7
Finance and Stochastics
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Mathematical Finance
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5
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International Journal of Theoretical and Applied Finance (IJTAF)
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Digital finance : smart data analytics, investment innovation, and financial technology
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Equilibrium prices for monetary utility functions
Filipović, Damir
;
Kupper, Michael
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 325-343
Persistent link: https://www.econbiz.de/10003733151
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2
Composition of time-consistent dynamic monetary risk measures in discrete time
Cheridito, Patrick
;
Kupper, Michael
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10008908381
Saved in:
3
Portfolio optimization under nonlinear utility
Heyne, Gregor
;
Kupper, Michael
;
Tangpi, Ludovic
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011524910
Saved in:
4
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
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