Jean-Marc Eber

Annals of Operations Research · 2007

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

Whom Jean-Marc Eber trusts overall

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

  1. Freddy Delbaen

Who trusts Jean-Marc Eber overall

  1. Alexander Schied

Papers from Jean-Marc Eber's perspective

Ordered by how strongly the researchers Jean-Marc Eber trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Convex measures of risk and trading constraints (Finance and Stochastics)
  2. The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures
  3. COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
  4. Dynamic Coherent Risk Measures
  5. Coherent Risk Measures on General Probability Spaces
  6. Utility maximization in incomplete markets
  7. Conditional and dynamic convex risk measures (Finance and Stochastics)
  8. Putting order in risk measures
  9. Optimal investment in incomplete markets when wealth may become negative
  10. On the Existence of Minimax Martingale Measures

Their papers