Author of the publication

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Portfolio Optimization with Quasiconvex Risk Measures., and . Math. Oper. Res., 40 (4): 1042-1059 (2015)Putting order in risk measures, and . Journal of Banking & Finance, 26 (7): 1473--1486 (July 2002)Representation of the penalty term of dynamic concave utilities., , and . Finance and Stochastics, 14 (3): 449-472 (2010)Loss-averse preferences and portfolio choices: An extension., , and . Eur. J. Oper. Res., 249 (1): 224-230 (2016)Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures., , and . Eur. J. Oper. Res., 291 (2): 438-446 (2021)