Jacob Christiaan Engwerda

Economics and Econometrics · 2005–2006

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it; #18,699 of 23,481 by trust here, #17,346 by citations
• Finance — 7 citations into it; #8,612 of 10,518 by trust here, #7,251 by citations
• Management Science and Operations Research — 5 citations into it; #9,758 of 11,946 by trust here, #7,638 by citations

Whom Jacob Christiaan Engwerda trusts overall

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

1. Freddy Delbaen
2. Hans Föllmer

Who trusts Jacob Christiaan Engwerda overall

1. Alexander S. Cherny

Papers from Jacob Christiaan Engwerda's perspective

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

1. Coherent Risk Measures on General Probability Spaces
2. Convex measures of risk and trading constraints (Finance and Stochastics)
3. Ambiguity, risk, and asset returns in continuous time
4. Utility maximization in incomplete markets
5. Optimal investment in incomplete markets when wealth may become negative
6. On the Existence of Minimax Martingale Measures
7. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
8. Putting order in risk measures
9. Controlled Markov processes and viscosity solutions
10. Dynamic Coherent Risk Measures

Their papers

• COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS (2005) — 149 citations
• Dynamic Modeling of Monetary and Fiscal Cooperation Among Nations (2006) — 69 citations