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Set-valued risk measures for c...
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Set-valued risk measures for conical market models
Hamel, Andreas
;
Heyde, Frank
;
Rudloff, Birgit
- In:
Mathematics and financial economics
5
(
2011
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009160246
Saved in:
2
Set-valued average value at risk and its computation
Hamel, Andreas
;
Rudloff, Birgit
;
Yankova, Mihaela
- In:
Mathematics and financial economics
7
(
2013
)
2
,
pp. 229-246
Persistent link: https://www.econbiz.de/10009736855
Saved in:
3
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
4
Convex hedging in incomplete markets
Rudloff, Birgit
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 437-452
Persistent link: https://www.econbiz.de/10003637473
Saved in:
5
A set optimization approach to zero-sum matrix games with multi-dimensional payoffs
Hamel, Andreas
;
Löhne, Andreas
- In:
Mathematical methods of operations research
88
(
2018
)
3
,
pp. 369-397
Persistent link: https://www.econbiz.de/10011949742
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6
A set optimization approach to utility maximization under transaction costs
Hamel, Andreas
;
Calder-Wang, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 257-275
Persistent link: https://www.econbiz.de/10011997740
Saved in:
7
Set relations via families of scalar functions and approximate solutions in set optimization
Crespi, Giovanni Paolo
;
Hamel, Andreas
;
Rocca, Matteo
; …
- In:
Mathematics of operations research
46
(
2021
)
1
,
pp. 361-381
Persistent link: https://www.econbiz.de/10012498199
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8
Choosing sets : preface to the special issue on set optimization and applications
Hamel, Andreas
;
Löhne, Andreas
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012229486
Saved in:
9
Ekeland's variational principle with weighted set order relations
Ansari, Qamrul Hasan
;
Hamel, Andreas
;
Sharma, Pradeep Kumar
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
1
,
pp. 117-136
Persistent link: https://www.econbiz.de/10012229508
Saved in:
10
Set optimization and applications
Hamel, Andreas
(
ed.
)
-
2020
Persistent link: https://www.econbiz.de/10012229526
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