Susanne Klöppel

Management Science and Operations Research · 2007

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 20 citations into it; #3,501 of 11,946 by trust here, #5,316 by citations
• Finance — 17 citations into it; #3,493 of 10,518 by trust here, #5,336 by citations
• Economics and Econometrics — 11 citations into it; #7,608 of 23,481 by trust here, #13,168 by citations

Whom Susanne Klöppel trusts overall

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

1. Hans Föllmer
2. Freddy Delbaen
3. Alexander Schied
4. Emanuela Rosazza Gianin
5. Frank Riedel
6. Shige Peng
7. Stefan Weber
8. Dirk Becherer
9. Mingxin Xu
10. Vicky Henderson

Who trusts Susanne Klöppel overall

1. Hans Föllmer
2. Samuel N. Cohen
3. A. Jobert
4. Jocelyne Bion-Nadal
5. Andrzej Ruszczynski
6. Robert J. R. Elliott
7. Irina Penner
8. L. Rogers
9. Nicole El Karoui
10. Daniel Hernandez-Hernandez

Papers from Susanne Klöppel's perspective

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

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. Dynamic Coherent Risk Measures
3. DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
4. Coherent risk measures
5. The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures
6. COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
7. Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
8. Risk measures via g-expectations
9. Rational hedging and valuation of integrated risks under constant absolute risk aversion
10. Utility indifference pricing : an overview

Their papers

• DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (2007) — 181 citations