Birgit Rudloff

Management Science and Operations Research · 2007–2010

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 9 citations into it; #9,557 of 11,946 by trust here, #11,755 by citations
• Finance — 7 citations into it; #8,575 of 10,518 by trust here, #10,352 by citations
• Economics and Econometrics — 6 citations into it

Whom Birgit Rudloff trusts overall

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

1. Constantin Zalinescu
2. Yumiharu Nakano
3. Hans Föllmer
4. Freddy Delbaen
5. Walter Schachermayer
6. Andrzej Ruszczynski
7. Ivar Ekeland
8. Andreas H. Hamel
9. Alexander Schied

Who trusts Birgit Rudloff overall

1. Ilya S. Molchanov

Papers from Birgit Rudloff's perspective

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

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. Stochastic Finance: An Introduction in Discrete Time
3. Convex analysis and variational problems
4. The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
5. Optimization of Convex Risk Functions (Mathematics of Operations Research)
6. Convex analysis in general vector spaces
7. Consistent risk measures for portfolio vectors
8. A Duality Theory for Set-Valued Functions I: Fenchel Conjugation Theory
9. Efficient hedging with coherent risk measure
10. Efficient hedging: Cost versus shortfall risk (Finance and Stochastics)

Their papers

• Set-valued risk measures for conical market models (2010) — 134 citations
• Convex Hedging in Incomplete Markets (2007) — 50 citations