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Birgit Rudloff

Identifiers

  • name variant Birgit Rudloff 0.60 · backfill

Papers (15)

  1. Convex Hedging in Incomplete Markets q-fin.MF · 2016 · author #1
  2. A Supermartingale Relation for Multivariate Risk Measures q-fin.RM · 2015 · author #2
  3. A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle q-fin.RM · 2015 · author #2
  4. A Parametric Simplex Algorithm for Linear Vector Optimization Problems math.OC · 2015 · author #1
  5. Set-valued shortfall and divergence risk measures q-fin.RM · 2014 · author #3
  6. A Characterization Theorem for Aumann Integrals math.FA · 2014 · author #2
  7. Primal and Dual Approximation Algorithms for Convex Vector Optimization Problems math.OC · 2013 · author #2
  8. A comparison of techniques for dynamic multivariate risk measures q-fin.RM · 2013 · author #2
  9. Benson type algorithms for linear vector optimization and applications math.OC · 2013 · author #3
  10. Multiportfolio time consistency for set-valued convex and coherent risk measures q-fin.RM · 2012 · author #2
  11. Set-valued average value at risk and its computation q-fin.RM · 2012 · author #2
  12. Time consistency of dynamic risk measures in markets with transaction costs q-fin.RM · 2012 · author #2
  13. An algorithm for calculating the set of superhedging portfolios in markets with transaction costs q-fin.PR · 2011 · author #2
  14. Set-valued risk measures for conical market models q-fin.RM · 2010 · author #3
  15. Testing composite hypotheses via convex duality math.PR · 2008 · author #1

Mentions

  • 1510.05561 #2 · backfill · confidence 0.70 Birgit Rudloff
  • 1508.02367 #2 · backfill · confidence 0.70 Birgit Rudloff
  • 1507.01895 #1 · backfill · confidence 0.70 Birgit Rudloff
  • 1405.4905 #3 · backfill · confidence 0.70 Birgit Rudloff
  • 1404.7440 #2 · backfill · confidence 0.70 Birgit Rudloff
  • 1308.6809 #2 · backfill · confidence 0.70 Birgit Rudloff
  • 1305.2151 #2 · backfill · confidence 0.70 Birgit Rudloff
  • 1302.2415 #3 · backfill · confidence 0.70 Birgit Rudloff
  • 1212.5563 #2 · backfill · confidence 0.70 Birgit Rudloff
  • 1202.5702 #2 · backfill · confidence 0.70 Birgit Rudloff
  • 1201.1483 #2 · backfill · confidence 0.70 Birgit Rudloff
  • 1107.5720 #2 · backfill · confidence 0.70 Birgit Rudloff
  • 1011.5986 #3 · backfill · confidence 0.70 Birgit Rudloff
  • 0809.4297 #1 · backfill · confidence 0.70 Birgit Rudloff

Frequent Coauthors