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Stochastic Processes and their Applications

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Publications

  1. 2016

  2. 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 journalArticleResearchpeer review

  3. 2007

  4. 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 journalArticleResearchpeer review