Stefan Weber

Finance · with Giesecke · 2004–2009

A researcher in the Science corpus: 5 papers; trusts 28 researchers and is trusted by 32 researchers here, as inferred from the citation graph.

Subfields

• Finance — 60 citations into it; #2,670 of 10,518 by trust here, #3,280 by citations
• Management Science and Operations Research — 54 citations into it; #1,609 of 11,946 by trust here, #3,825 by citations
• Economics and Econometrics — 39 citations into it; #3,107 of 23,481 by trust here, #7,584 by citations
• Statistics and Probability — 7 citations into it
• Demography — 6 citations into it; #352 of 4,236 by trust here, #1,509 by citations
• General Decision Sciences — 6 citations into it

Whom Stefan Weber trusts overall

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

1. Hans Föllmer
2. Alexander Schied
3. Freddy Delbaen
4. Frank Riedel
5. S. Kusuoka
6. Rüdiger Frey
7. Kay Giesecke
8. Marco Frittelli
9. Patrick Cheridito
10. Terry Lyons

Who trusts Stefan Weber overall

1. Fabio Bellini
2. Kay Giesecke
3. J. Ziegel
4. Alexander Schied
5. Tobias Fissler
6. Marco Frittelli
7. Michael Kupper
8. Patrick Cheridito
9. Prasanna Gai
10. Bernhard Klar

Papers from Stefan Weber's perspective

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

1. Controlled Markov processes and viscosity solutions
2. Coherent Risk Measures on General Probability Spaces
3. Convex measures of risk and trading constraints (Finance and Stochastics)
4. Dynamic Coherent Risk Measures
5. Utility maximization in incomplete markets
6. On law invariant coherent risk measures
7. On the Existence of Minimax Martingale Measures
8. Theory of Games and Economic Behavior
9. Robust Control and Model Uncertainty
10. Putting order in risk measures

Their papers

• DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY (2006) — 261 citations
• Utility maximization under a shortfall risk constraint (2008) — 48 citations
• Cyclical correlations, credit contagion, and portfolio losses (2004) — 217 citations
• Robust Preferences and Robust Portfolio Choice (2009) — 110 citations
• Credit contagion and aggregate losses (2006) — 191 citations