Daniel Hernandez-Hernandez
Finance · 2006–2011
A researcher in the Science corpus: 3 papers; trusts 15 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 17 citations into it; #4,783 of 10,518 by trust here, #6,960 by citations
- Management Science and Operations Research — 15 citations into it; #4,944 of 11,946 by trust here, #7,262 by citations
- Economics and Econometrics — 12 citations into it; #10,379 of 23,481 by trust here, #16,755 by citations
Whom Daniel Hernandez-Hernandez trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Walter Schachermayer
- Hans Föllmer
- Marie Claire Quenez
- Harold J. Kushner
- Alexander Schied
- Larry G. Epstein
- Anne Gundel
- Wendell H. Fleming
- Freddy Delbaen
- Philippe Artzner
Who trusts Daniel Hernandez-Hernandez overall
Papers from Daniel Hernandez-Hernandez's perspective
Ordered by how strongly the researchers Daniel Hernandez-Hernandez trusts endorse each paper. Same corpus, a different order for every researcher.
- Controlled Markov processes and viscosity solutions
- Stochastic Finance: An Introduction in Discrete Time
- Robust Control and Model Uncertainty
- Coherent multiperiod risk adjusted values and Bellman’s principle (Annals of Operations Research)
- Optimal derivatives design under dynamic risk measures
- Optimal investment in incomplete financial markets
- Robust utility maximization in a stochastic factor model
- A Stochastic Control Approach to a Robust Utility Maximization Problem
- DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
- Recursive multiple-priors (Journal of Economics Theory)
Their papers
- Robust utility maximization in a stochastic factor model (2006) — 79 citations
- On the value of stochastic differential games (2011) — 50 citations
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (2007) — 82 citations