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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Author:  Schachermayer, Walter

Results 1-20 of 41 (Search time: 0.005 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Beiglböck, Mathias ; Schachermayer, Walter Duality for Borel measurable cost functionsArtikel Article2011
2Prokaj, Vilmos ; Rásonyi, Miklós ; Schachermayer, Walter Hiding a constant drift.Artikel Article2011
3Keller-Ressel, Martin ; Schachermayer, Walter ; Teichmann, Josef Affine processes are regularArtikel Article2011
4Ekeland, Ivar ; Schachermayer, Walter Law invariant risk measures on $(R^d)$Artikel Article2011
5Guasoni, Paolo ; Rásonyi, Miklós ; Schachermayer, Walter The fundamental theorem of asset pricing for continuous processes under small transaction costsArtikel Article2010
6Schachermayer, Walter The fundamental theorem of asset pricingBuchbeitrag Book Contribution2010
7Schachermayer, Walter Equivalent martingale measures and ramificationsBuchbeitrag Book Contribution2010
8Schachermayer, Walter Risk Neutral PricingBuchbeitrag Book Contribution2010
9Rásonyi, Miklós ; Schachermayer, Walter ; Warnung, Richard Hiding a DriftArtikel Article2009
10Schachermayer, Walter ; Teichmann, Josef Characterization of optimal Transport Plans for the Monge-Kantorovich-ProblemArtikel Article2009
11Klöppel, Susanne ; Reda, Ranja ; Schachermayer, Walter A rotationally invariant technique for rare event simulationArtikel Article2009
12Kupper, Michael ; Schachermayer, Walter Representation Results for Law Invariant Time Consistent FunctionsArtikel Article2009
13Schachermayer, Walter ; Sîrbu, Mihai ; Taflin, Erik In which Financial Markets do Mutual Fund Theorems hold true?Artikel Article2009
14Beiglböck, Mathias ; Goldstern, Martin ; Maresch, Gabriel ; Schachermayer, Walter Optimal and better transport plansArtikel Article2009
15Schachermayer, Walter ; Schmock, Uwe ; Teichmann, Josef Non-monotone convergence in the quadratic Wasserstein distanceArtikel Article 2009
16Schachermayer, Walter The Fundamental Theorem of Asset Pricing for Continuous Processes under Small Transaction CostsPräsentation Presentation2008
17Schachermayer, Walter Pricing and Hedging under transaction costsPräsentation Presentation2008
18Klöppel, Susanne ; Reda, Ranja ; Schachermayer, Walter Importance Sampling for Credit Risk Portfolios via Auxiliary, Rotational Invariant DensitiesPräsentation Presentation2008
19Schachermayer, Walter The only time-consistent law-invariant dynamic convex risk measure is the entropic one?Präsentation Presentation2008
20Schachermayer, Walter In which Financial Markets do Mutual Fund Theorems hold true?Präsentation Presentation2008