Mark P. Owen

Finance · 2002–2007

A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #4,242 of 10,518 by trust here, #7,575 by citations
• Economics and Econometrics — 15 citations into it; #9,172 of 23,481 by trust here, #17,969 by citations
• Management Science and Operations Research — 13 citations into it; #4,355 of 11,946 by trust here, #8,062 by citations

Whom Mark P. Owen trusts overall

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

1. Walter Schachermayer
2. Freddy Delbaen
3. Dirk Becherer
4. Julien Hugonnier
5. Yuri M. Kabanov
6. Elyès Jouini
7. Martin Schweizer
8. Christophe Stricker
9. Dmitry O. Kramkov
10. R. Rouge

Who trusts Mark P. Owen overall

1. Dirk Becherer
2. Gordan Zitkovic
3. Gordan vZitkovi'c
4. Vicky Henderson
5. Martin Schweizer

Papers from Mark P. Owen's perspective

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

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. Optimal investment in incomplete markets when wealth may become negative
3. Exponential Hedging and Entropic Penalties
4. Law Invariant Risk Measures Have the Fatou Property
5. DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
6. Dynamic utility indierence valuation via convex risk measures
7. ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
8. Rational hedging and valuation of integrated risks under constant absolute risk aversion
9. The Mathematics of Arbitrage
10. On the Existence of Minimax Martingale Measures

Their papers

• Utility based optimal hedging in incomplete markets (2002) — 54 citations
• OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (2007) — 79 citations