Michael Kupper

Management Science and Operations Research · 2003–2017

A researcher in the Science corpus: 7 papers; trusts 20 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 49 citations into it; #3,892 of 11,946 by trust here, #3,357 by citations
• Finance — 42 citations into it; #4,654 of 10,518 by trust here, #4,371 by citations
• Economics and Econometrics — 32 citations into it; #11,353 of 23,481 by trust here, #10,872 by citations
• Demography — 10 citations into it
• General Decision Sciences — 9 citations into it
• Statistics and Probability — 9 citations into it

Whom Michael Kupper trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Freddy Delbaen
2. Hans Föllmer
3. Patrick Cheridito
4. Alexander Schied
5. Marco Frittelli
6. Shige Peng
7. Stefan Weber
8. S. Kusuoka
9. Robert Leonard
10. Emanuela Rosazza Gianin

Who trusts Michael Kupper overall

1. T. Guo
2. Jocelyne Bion-Nadal
3. Beatrice Acciaio
4. Irina Penner
5. Andrzej Ruszczynski
6. Hans Föllmer

Papers from Michael Kupper's perspective

Ordered by how strongly the researchers Michael Kupper trusts endorse each paper. Same corpus, a different order for every researcher.

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. Putting order in risk measures
3. On law invariant coherent risk measures
4. Pricing and hedging in incomplete markets
5. The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures
6. Dynamic exponential utility indifference valuation
7. Exponential Hedging and Entropic Penalties
8. RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
9. Coherent and convex risk measures for bounded cadlag processes
10. Fundamental Theorems of Asset Pricing for Good Deal Bounds

Their papers

• Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes (2004) — 370 citations
• Separation and duality in locally L 0 -convex modules (2009) — 140 citations
• Representation results for law invariant time consistent functions (2009) — 150 citations
• A semigroup approach to nonlinear Lévy processes (2017) — 55 citations
• The algebra of conditional sets and the concepts of conditional topology and compactness (2013) — 47 citations
• OPTIMAL CAPITAL AND RISK TRANSFERS FOR GROUP DIVERSIFICATION (2007) — 55 citations
• Coherent and convex risk measures for bounded cadlag processes (2003) — 51 citations