Nicole Bäuerle

Management Science and Operations Research · 2001–2011

A researcher in the Science corpus: 5 papers; trusts 10 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Nicole Bäuerle trusts overall

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

  1. Freddy Delbaen
  2. S. Kusuoka
  3. Hans Föllmer
  4. Paul Embrechts
  5. Alexander Schied
  6. Huyen Pham
  7. Thaleia Zariphopoulou
  8. A. Höing
  9. Harold J. Kushner
  10. Alessandro Juri

Who trusts Nicole Bäuerle overall

  1. Ivo Grondman
  2. Carole Bernard
  3. M. Ludkovski
  4. Eugene A. Feinberg
  5. Michel Denuit
  6. Xiao Jiang
  7. Rüdiger Frey
  8. Fabio Bellini
  9. Sean P. Meyn
  10. Eitan Altman

Papers from Nicole Bäuerle's perspective

Ordered by how strongly the researchers Nicole Bäuerle 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. On law invariant coherent risk measures
  4. Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
  5. Dynamic Programming and Markov Processes
  6. A solution approach to valuation with unhedgeable risks (Finance and Stochastics)
  7. Using copulae to bound the Value-at-Risk for functions of dependent risks (Finance and Stochastics)
  8. Utility maximization in incomplete markets
  9. On the Existence of Minimax Martingale Measures
  10. Optimal investment in incomplete markets when wealth may become negative

Their papers