//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Set-valued risk measures for c...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
3
Language
All
Undetermined
3
Author
All
Rudloff, Birgit
2
Feinstein, Zachary
1
Heyde, Frank
1
Löhne, Andreas
1
Tammer, Christiane
1
Published in...
All
Applied mathematical finance
1
Mathematical methods of operations research
1
Quantitative finance
1
Source
All
OLC EcoSci
RePEc
5,744
ECONIS (ZBW)
31
EconStor
1
Other ZBW resources
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Set-valued duality theory for multiple objective linear programs and application to mathematical finance
Heyde, Frank
;
Löhne, Andreas
;
Tammer, Christiane
- In:
Mathematical methods of operations research
69
(
2009
)
1
,
pp. 159-180
Persistent link: https://www.econbiz.de/10008170115
Saved in:
2
Convex Hedging in Incomplete Markets
Rudloff, Birgit
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 437-452
Persistent link: https://www.econbiz.de/10008221445
Saved in:
3
Time consistency of dynamic risk measures in markets with transaction costs
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Quantitative finance
13
(
2013
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10010186156
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->