Thorsten Rheinländer

Economics and Econometrics · 2002–2003

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 73 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 6 citations into it; #1,100 of 23,481 by trust here, #2,082 by citations
• Finance — 6 citations into it; #2,908 of 10,518 by trust here, #2,212 by citations

Whom Thorsten Rheinländer trusts overall

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

1. Marco Frittelli

Who trusts Thorsten Rheinländer overall

1. Paul Embrechts
2. N. Whelan
3. Alexandra Dias
4. Andrew J. Patton
5. Anne-Catherine Favre
6. Ariane Chapelle
7. Martin Schweizer
8. Kunlapath Sukcharoen
9. Filip Lindskog
10. Pierre Pinson

Papers from Thorsten Rheinländer's perspective

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

1. On the Existence of Minimax Martingale Measures
2. Optimal investment in incomplete markets when wealth may become negative
3. Pricing Via Utility Maximization and Entropy
4. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
5. Coherent multiperiod risk adjusted values and Bellman’s principle (Annals of Operations Research)
6. Convex measures of risk and trading constraints (Finance and Stochastics)
7. Pricing and hedging in incomplete markets
8. Fundamental Theorems of Asset Pricing for Good Deal Bounds
9. DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
10. Exponential Hedging and Entropic Penalties

Their papers

• Risk Management: Value at Risk and Beyond (2003) — 758 citations
• Exponential Hedging and Entropic Penalties (2002) — 425 citations
• On the minimal entropy martingale measure (2002) — 80 citations