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COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
Roorda, Berend; Schumacher, J.M.; Engwerda, Jacob - In: Mathematical finance : an international journal of … 15 (2005) 4, pp. 589-612
Persistent link: https://www.econbiz.de/10008214124
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On evolutionary ray-projection dynamics
Joosten, Reinoud; Roorda, Berend - In: Mathematical methods of operations research 74 (2011) 2, pp. 147-162
Persistent link: https://www.econbiz.de/10009343297
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Time consistency conditions for acceptability measures, with an application to Tail Value at Risk
Roorda, Berend; Schumacher, J.M. - In: Insurance / Mathematics & economics 40 (2007) 2, pp. 209-230
Persistent link: https://www.econbiz.de/10007397167
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An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree
Roorda, Berend - 2010
Persistent link: https://www.econbiz.de/10008733820
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The strictest common relaxation of a family of risk measures
Roorda, Berend; Schumacher, J.M. - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 29-35
Persistent link: https://www.econbiz.de/10008768341
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Managing Uncertainty During R&d Projects: A Case Study
Wouters, Marc; Roorda, Berend; Gal, Ruud - In: Research technology management 54 (2011) 2, pp. 37-47
Persistent link: https://www.econbiz.de/10008848880
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On event-driven simulation of electrical circuits with ideal diodes
Heemels, W.P.M.H.; Çamlibel, M.K.; Schumacher, J. M. - In: Journal européen des systèmes automatisés : JESA 35 (2001) 4, pp. 467-488
Persistent link: https://www.econbiz.de/10006090634
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Coalitions and Dynamic Interactions between Fiscal and Monetary Authorites in the EMU
Aarie, Bas van; Bartolomeo, Giovanni Di; Engwerda, Jacob; … - In: IFO-Studien : Zeitschrift für empirische … 48 (2002) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10006558838
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Monetary and Fiscal Policy Interaction in the EMU: A Dynamic Game Approach
van Aarle, Bas; Engwerda, Jacob; Plasmans, Joseph - 2002
Persistent link: https://www.econbiz.de/10008216202
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Optimal Sampling-Rates and Tracking Properties of Digital LQ and LQG Tracking Controllers for Systems with an Exogenous Component and Costs Associated to Sampling
Engwerda, Jacob; Willigenburg, Gerard Van - In: Computational economics 8 (1995) 2, pp. 107-126
Persistent link: https://www.econbiz.de/10007082732