Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: CDL PRisMa
 
Project Title (de) Projekttitel (de)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Project Title (en) Projekttitel (en)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
CDG Christian Doppler Forschungsgesellschaft

Publications

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Date Issued:  [2000 TO 2022]
Author:  Leitner, Johannes

Results 1-18 of 18 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Leitner, Johannes Robuste Martingal-Darstellungen für markierte Punkt-Prozesse und Super-additive VersicherungsmärktePräsentation Presentation2009
2Leitner, Johannes Robuste Martingal-Darstellungen für markierte Punkt-Prozesse und Super-additive VersicherungsmärktePräsentation Presentation2009
3Leitner, Johannes Robuste Martingal-Darstellungen für markierte Punkt-Prozesse und Super-additive VersicherungsmärktePräsentation Presentation2009
4Leitner, Johannes A robust Predictable Martingale Representation Property for Marked Point Processes and Super-Additive Insurance MarketsPräsentation Presentation2009
5Leitner, Johannes Robust Martingale Representation Results for Marked Point ProcessesPräsentation Presentation2009
6Leitner, Johannes A robust Predictable Martingale Representation Property for Marked Point Processes and Super-Additive Insurance MarketsPräsentation Presentation2009
7Leitner, Johannes Robust Martingale Representations for Marked Point ProcessesPräsentation Presentation2008
8Leitner, Johannes Robust Martingale Representations for Marked Point ProcessesPräsentation Presentation2008
9Leitner, Johannes Pricing and hedging with globally and instantaneously vanishing riskPräsentation Presentation2008
10Leitner, Johannes Robust Martingale Representations for Marked Point ProcessesPräsentation Presentation2008
11Leitner, Johannes Non-additive pricing of CDSPräsentation Presentation2008
12Leitner, Johannes Risk-adjusted value allocation for (non-traded) assets with performance ratiosArtikel Article2008
13Leitner, Johannes Fair (intra-bank transfer) prices for credits with stochastic recoveryArtikel Article2008
14Leitner, Johannes Convex Pricing by a Generalized Entropy PenaltyArtikel Article2008
15Leitner, Johannes Optimal portfolios with lower partial moment constraints and LPM-risk optimal martingale measuresArtikel Article2008
16Leitner, Johannes Risk-Adjusted Value AllocationPräsentation Presentation2007
17Leitner, Johannes Pricing and Hedging with Globally and Instantaneously Vanishing RiskPräsentation Presentation2007
18Leitner, Johannes Risk-Adjusted Value allocation for (Non-Trade)assets with performance ratiosPräsentation Presentation2007