Johannes Leitner
2005
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 11 researchers here, as inferred from the citation graph.
Whom Johannes Leitner trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Johannes Leitner overall
- Andrzej Ruszczynski
- Simone Cerreia-Vioglio
- Wing-Keung Wong
- Alexander Shapiro
- Rose-Anne Dana
- Ehud Lehrer
- Hooi Hooi Lean
- Fabio Maccheroni
Papers from Johannes Leitner's perspective
Ordered by how strongly the researchers Johannes Leitner trusts endorse each paper. Same corpus, a different order for every researcher.
- Coherent Risk Measures on General Probability Spaces
- Premium Calculation by Transforming the Layer Premium Density
- On law invariant coherent risk measures
- Coherent risk measures
- Utility maximization in incomplete markets
- Backward stochastic differential equations and partial differential equations with quadratic growth
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- Optimal investment in incomplete markets when wealth may become negative
- On the Existence of Minimax Martingale Measures
- Putting order in risk measures
Their papers
- A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES (2005) — 63 citations