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Publications
2016
- External
Risk-consistent conditional systemic risk measures
Hoffmann, H., Meyer-Brandis, T. & Svindland, G., Jul 2016, In: Stochastic Processes and their Applications. 126, 7, p. 2014-2037 24 p.Research output: Contribution to journal › Article › Research › peer review
2007
- Published
Robust utility maximization with limited downside risk in incomplete markets
Gundel, A. & Weber, S., 2007, In: Stochastic Processes and their Applications.Research output: Contribution to journal › Article › Research › peer review