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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
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4
The stability of the banking sector and credit default swaps
Heyde, Frank
;
Neyer, Ulrike
-
2007
Persistent link: https://www.econbiz.de/10003379298
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5
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. 159-179
Persistent link: https://www.econbiz.de/10003858104
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6
The attainment of the solution of the dual program in vertices for vectorial linear programs
Heyde, Frank
;
Löhne, Andreas
;
Tammer, Christiane
- In:
Multiobjective programming and goal programming : …
,
(pp. 13-24)
.
2009
Persistent link: https://www.econbiz.de/10003841775
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
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
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9
Acceptability maximization
Kováčová, Gabriela
;
Rudloff, Birgit
;
Cialenco, Igor
- In:
Frontiers of mathematical finance : FMF
1
(
2022
)
2
,
pp. 219-248
Persistent link: https://www.econbiz.de/10015373466
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10
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
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