Christophe Stricker

Finance · 2001–2005

A researcher in the Science corpus: 4 papers; trusts 7 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #1,938 of 10,518 by trust here, #1,800 by citations
• Economics and Econometrics — 13 citations into it; #4,098 of 23,481 by trust here, #4,516 by citations
• Management Science and Operations Research — 5 citations into it; #4,765 of 11,946 by trust here, #2,185 by citations

Whom Christophe Stricker trusts overall

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

1. Marco Frittelli
2. Freddy Delbaen
3. Peter Grandits

Who trusts Christophe Stricker overall

1. Dirk Becherer
2. Walter Schachermayer
3. Jocelyne Bion-Nadal
4. Mark P. Owen
5. Martin Schweizer
6. Paolo Guasoni
7. Gordan Zitkovic

Papers from Christophe Stricker's perspective

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

1. On the Existence of Minimax Martingale Measures
2. Optimal investment in incomplete markets when wealth may become negative
3. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
4. Pricing Via Utility Maximization and Entropy
5. On the minimal entropy martingale measure
6. Exponential Hedging and Entropic Penalties
7. Convex measures of risk and trading constraints (Finance and Stochastics)
8. Coherent Risk Measures on General Probability Spaces
9. Pricing and hedging in incomplete markets
10. Fundamental Theorems of Asset Pricing for Good Deal Bounds

Their papers

• Exponential Hedging and Entropic Penalties (2002) — 425 citations
• On the optimal portfolio for the exponential utility maximization: remarks to the six‐author paper (2002) — 149 citations
• The Harrison-Pliska arbitrage pricing theorem under transaction costs (2001) — 122 citations
• MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (2005) — 65 citations