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Pichler, Alois
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European journal of operational research : EJOR
3
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Connection between higher order measures of risk and stochastic dominance
Pichler, Alois
- In:
Computational management science
21
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10015195788
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2
The natural Banach space for version independent risk measures
Pichler, Alois
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 405-415
Persistent link: https://www.econbiz.de/10010195914
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3
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
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4
Time-consistent decisions and temporal decomposition of coherent risk functionals
Pflug, Georg
;
Pichler, Alois
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 682-699
Persistent link: https://www.econbiz.de/10011520518
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5
Systemic risk and copula models
Pflug, Georg
;
Pichler, Alois
- In:
Central European journal of operations research : CEJOR …
26
(
2018
)
2
,
pp. 465-483
Persistent link: https://www.econbiz.de/10011866135
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6
An analytical study of norms and Banach spaces induced by the entropic value-at-risk
Ahmadi-Javid, Amir
;
Pichler, Alois
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 527-550
Persistent link: https://www.econbiz.de/10011900598
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7
Risk aversion in imperfect natural gas markets
Egging, Ruud
;
Pichler, Alois
;
Kalvø, Øyvind Iversen
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
1
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011644997
Saved in:
8
Entropy based risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 223-236
Persistent link: https://www.econbiz.de/10012239544
Saved in:
9
Fractional risk process in insurance
Kumar, Arun
;
Leonenko, Nikolaj
;
Pichler, Alois
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10012239969
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10
Uncertainty, economics and optimization : recent developments
Gutjahr, Walter J.
(
ed.
);
Pichler, Alois
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10012126666
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