Frank Heyde

Management Science and Operations Research · 2010–2011

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Frank Heyde trusts overall

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

  1. Andreas H. Hamel
  2. Walter Schachermayer

Who trusts Frank Heyde overall

  1. Ilya S. Molchanov
  2. Elisabeth Köbis

Papers from Frank Heyde's perspective

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

  1. Stochastic Finance: An Introduction in Discrete Time
  2. The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
  3. Consistent risk measures for portfolio vectors
  4. A Duality Theory for Set-Valued Functions I: Fenchel Conjugation Theory
  5. Variational principles on metric and uniform spaces
  6. Convex analysis and variational problems
  7. Vector Variational Inequalities and Vector Equilibria
  8. Convex analysis in general vector spaces
  9. Convex measures of risk and trading constraints (Finance and Stochastics)
  10. On the Existence of Minimax Martingale Measures

Their papers