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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