Gregor Svindland

Management Science and Operations Research · 2010–2012

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 11 citations into it
• Economics and Econometrics — 7 citations into it
• Finance — 7 citations into it

Whom Gregor Svindland trusts overall

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

1. Ivar Ekeland
2. Hans Föllmer
3. Elyès Jouini
4. Alexander Schied
5. Rose-Anne Dana
6. Freddy Delbaen

Papers from Gregor Svindland's perspective

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

1. Coherent risk measures
2. Convex analysis and variational problems
3. RISK MEASURES ON ORLICZ HEARTS
4. On law invariant coherent risk measures
5. Pricing Via Utility Maximization and Entropy
6. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
7. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
8. Modeling and Valuation of Credit Risk
9. Duality and existence for a class of mass transportation problems and economic applications
10. Convex measures of risk and trading constraints (Finance and Stochastics)

Their papers

• THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS L1 (2012) — 102 citations
• Continuity properties of law-invariant (quasi-)convex risk functions on L∞ (2010) — 61 citations