Anne Gundel

Finance · 2006–2008

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it; #4,744 of 10,518 by trust here, #7,251 by citations
• Management Science and Operations Research — 11 citations into it; #4,905 of 11,946 by trust here, #7,638 by citations
• Economics and Econometrics — 10 citations into it; #10,250 of 23,481 by trust here, #17,346 by citations

Whom Anne Gundel trusts overall

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

1. Alexander Schied
2. Fabio Bellini
3. Marco Frittelli
4. Stefan Weber
5. Marie Claire Quenez
6. Hans Föllmer
7. Walter Schachermayer
8. Ching-Tang Wu

Who trusts Anne Gundel overall

1. Alexander Schied
2. Daniel Hernandez-Hernandez

Papers from Anne Gundel's perspective

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

1. Optimal investment in incomplete markets when wealth may become negative
2. On the Neyman–Pearson problem for law-invariant risk measures and robust utility functionals
3. On the Existence of Minimax Martingale Measures
4. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
5. DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
6. Duality theory for optimal investments under model uncertainty
7. Optimal Portfolio in a Multiple-Priors Model
8. ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
9. Probability measures on metric spaces
10. On law invariant coherent risk measures

Their papers

• Utility maximization under a shortfall risk constraint (2008) — 48 citations
• Robust projections in the class of martingale measures (2006) — 60 citations