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Browsing by Author Rudloff, Birgit

Showing results 1 to 16 of 16
Publication DateArticle TitleAuthor(s)
Aug-2014Benson type algorithms for linear vector optimization and applicationsHamel, Andreas H.; Löhne, Andreas; Rudloff, Birgit
14-Nov-2014A Characterization Theorem for Aumann IntegralsArarat, Çağın; Rudloff, Birgit
9-May-2013A comparison of techniques for dynamic multivariate risk measuresFeinstein, Zachary; Rudloff, Birgit
31-Jul-2019Dual representations for systemic risk measuresArarat, Çağın; Rudloff, Birgit
13-Oct-2016Measures of Systemic RiskFeinstein, Zachary; Rudloff, Birgit; Weber, Stefan
Jan-2015Multi-portfolio time consistency for set-valued convex and coherent risk measuresFeinstein, Zachary; Rudloff, Birgit
May-2015On the dual of the solvency coneLöhne, Andreas; Rudloff, Birgit
Dec-2014Primal and Dual Approximation Algorithms for Convex Vector Optimization ProblemsLöhne, Andreas; Rudloff, Birgit; Ulus, Firdevs
5-Jul-2016A recursive algorithm for multivariate risk measures and a set-valued Bellman's principleFeinstein, Zachary; Rudloff, Birgit
2018Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilitiesFeinstein, Zachary; Pang, Weijie; Rudloff, Birgit; Schaanning, Eric; Sturm, Stephan; et al
Mar-2013Set-valued average value at risk and its computationHamel, Andreas H.; Rudloff, Birgit; Yankova, Mihaela
Sep-2017Set-valued shortfall and divergence risk measuresArarat, Çağın; Hamel, Andreas H.; Rudloff, Birgit
-A Supermartingale Relation for Multivariate Risk MeasuresFeinstein, Zachary; Rudloff, Birgit
8-Jun-2018A Supermartingale Relation for Multivariate Risk MeasuresFeinstein, Zachary; Rudloff, Birgit
May-2014Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequencesRudloff, Birgit; Street, Alexandre; Valladão, Davi M.
Sep-2013Time consistency of dynamic risk measures in markets with transaction costsFeinstein, Zachary; Rudloff, Birgit
Showing results 1 to 16 of 16