Christian Burgert
Management Science and Operations Research · 2006
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 6 citations into it; #6,659 of 11,946 by trust here, #8,469 by citations
Whom Christian Burgert trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Christian Burgert overall
Papers from Christian Burgert's perspective
Ordered by how strongly the researchers Christian Burgert trusts endorse each paper. Same corpus, a different order for every researcher.
- Coherent Risk Measures on General Probability Spaces
- On the Neyman–Pearson problem for law-invariant risk measures and robust utility functionals
- Comparison Methods for Stochastic Models and Risks (Technometrics)
- Convex measures of risk and trading constraints (Finance and Stochastics)
- Utility maximization in incomplete markets
- Pricing Via Utility Maximization and Entropy
- Law Invariant Risk Measures Have the Fatou Property
- DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
- Optimal investment in incomplete markets when wealth may become negative
- On the Existence of Minimax Martingale Measures
Their papers
- Consistent risk measures for portfolio vectors (2006) — 120 citations