Ulrich Horst

Finance · 2005–2011

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #7,635 of 10,518 by trust here, #6,162 by citations
• Economics and Econometrics — 9 citations into it; #16,531 of 23,481 by trust here, #14,996 by citations

Whom Ulrich Horst trusts overall

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

1. François Delarue
2. William A. Brock
3. Freddy Delbaen
4. Ying Hu
5. Walter Schachermayer
6. M. Kobylanski
7. Peter Imkeller

Who trusts Ulrich Horst overall

1. Cars H. Hommes
2. St'ephane Cr'epey

Papers from Ulrich Horst's perspective

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

1. Backward stochastic differential equations and partial differential equations with quadratic growth
2. Optimal investment with random endowments in incomplete markets
3. The Mathematics of Arbitrage
4. Pricing Via Utility Maximization and Entropy
5. INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES
6. Utility maximization in incomplete markets
7. Discrete Choice with Social Interactions
8. On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
9. Microeconomic Models for Long Memory in the Volatility of Financial Time Series
10. Evolutionary dynamics in markets with many trader types

Their papers

• Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (2005) — 139 citations
• Forward-backward systems for expected utility maximization (2011) — 72 citations