Leitner, J. (2008). Fair (intra-bank transfer) prices for credits with stochastic recovery. Annals of Finance, 4(2), 243–253. https://doi.org/10.1007/s10436-006-0070-y ( reposiTUm)

Leitner, J. (2008). Convex Pricing by a Generalized Entropy Penalty. Annals of Applied Probability, 18(2). https://doi.org/10.1214/07-aap466 ( reposiTUm)

Leitner, J. (2008). Optimal portfolios with lower partial moment constraints and LPM-risk optimal martingale measures. Mathematical Finance, 18(2), 317–331. http://hdl.handle.net/20.500.12708/170841 ( reposiTUm)

Leitner, J. (2008). Risk-adjusted value allocation for (non-traded) assets with performance ratios. Quantitative Finance, 8(1), 93–102. https://doi.org/10.1080/14697680601175449 ( reposiTUm)

Leitner, J. (2007). Pricing and hedging with globally and instantaneously vanishing risk. Statistics & Decisions, 25(4/2007). https://doi.org/10.1524/stnd.2007.0906 ( reposiTUm)

Grigoriev, P., & Leitner, J. (2006). Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals. Statistics and Decisions, 24, 27–44. http://hdl.handle.net/20.500.12708/172052 ( reposiTUm)

Leitner, J. (2006). Monetary utility over coherent risk ratios. Statistics and Decisions, 24, 173–187. http://hdl.handle.net/20.500.12708/172053 ( reposiTUm)

Leitner, J. (2006). Optimal control of favorable games with expected loss constraint. SIAM Journal on Control and Optimization, 45(2), 483–495. http://hdl.handle.net/20.500.12708/172111 ( reposiTUm)

Leitner, J. (2006). A Note on Credit Insurance. ASTIN Bulletin: The Journal of the IAA, 36(2), 347–360. http://hdl.handle.net/20.500.12708/172133 ( reposiTUm)

Leitner, J. (2005). Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures. Statistics and Decisions, 23(1), 49–66. http://hdl.handle.net/20.500.12708/171867 ( reposiTUm)

Leitner, J. (2005). Dilatation Monotonous Choquet Integrals. Journal of Mathematical Economics, 41(8), 994–1006. http://hdl.handle.net/20.500.12708/171872 ( reposiTUm)

Leitner, J. (2005). A Short Note on Second Order Stochastic Monotonicity Preserving Coherent Risk Measures. Mathematical Finance, 15(4), 649–651. http://hdl.handle.net/20.500.12708/171849 ( reposiTUm)

Leitner, J. (2009). Robust Martingale Representation Results for Marked Point Processes. PRisMa Lab Presentation, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/119219 ( reposiTUm)

Leitner, J. (2009). A robust Predictable Martingale Representation Property for Marked Point Processes and Super-Additive Insurance Markets. Dublin City University, Ireland, EU. http://hdl.handle.net/20.500.12708/119176 ( reposiTUm)

Leitner, J. (2009). Robuste Martingal-Darstellungen für markierte Punkt-Prozesse und Super-additive Versicherungsmärkte. University of Augsburg, Germany, EU. http://hdl.handle.net/20.500.12708/119175 ( reposiTUm)

Leitner, J. (2009). Robuste Martingal-Darstellungen für markierte Punkt-Prozesse und Super-additive Versicherungsmärkte. University of Würzburg, Germany, EU. http://hdl.handle.net/20.500.12708/119172 ( reposiTUm)

Leitner, J. (2009). Robuste Martingal-Darstellungen für markierte Punkt-Prozesse und Super-additive Versicherungsmärkte. Mathematisches Kolloquium, University Düsseldorf, Germany, EU. http://hdl.handle.net/20.500.12708/119173 ( reposiTUm)

Leitner, J. (2009). A robust Predictable Martingale Representation Property for Marked Point Processes and Super-Additive Insurance Markets. Heriot-Watt University, Edinburgh, England, EU. http://hdl.handle.net/20.500.12708/119174 ( reposiTUm)

Leitner, J. (2008). Non-additive pricing of CDS. PRisMa Lab Presentation, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118698 ( reposiTUm)

Leitner, J. (2008). Robust Martingale Representations for Marked Point Processes. Finance Seminar, Imperial College, London, UK, Austria. http://hdl.handle.net/20.500.12708/118939 ( reposiTUm)

Leitner, J. (2008). Pricing and hedging with globally and instantaneously vanishing risk. TU Munich, Germany, Austria. http://hdl.handle.net/20.500.12708/118940 ( reposiTUm)

Leitner, J. (2008). Robust Martingale Representations for Marked Point Processes. Habilitationsvortrag, Wien, Austria. http://hdl.handle.net/20.500.12708/118891 ( reposiTUm)

Leitner, J. (2008). Robust Martingale Representations for Marked Point Processes. Special Semester on Stochastics with Emphasis on Finance, (RICAM) Austrian Academy of Sciences (ÖAW) , Linz, Austria. http://hdl.handle.net/20.500.12708/118892 ( reposiTUm)

Leitner, J. (2007). Risk-Adjusted Value Allocation. PRisMa Lab Evaluation, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118433 ( reposiTUm)

Leitner, J. (2007). Pricing and Hedging with Globally and Instantaneously Vanishing Risk. START-Seminar, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118421 ( reposiTUm)

Leitner, J. (2007). Risk-Adjusted Value allocation for (Non-Trade)assets with performance ratios. Cass Business School London, London, UK, EU. http://hdl.handle.net/20.500.12708/118416 ( reposiTUm)

Leitner, J. (2006). Pricing and hedging with globally and instantaneously vanishing risk. Workshop on Securitization of Weather and Climate Risk, Humboldt University, Berlin, Germany, EU. http://hdl.handle.net/20.500.12708/117964 ( reposiTUm)

Leitner, J. (2006). Optimal Portfolios with Lower Partial Moment Constraints and LPM-Risk-Optimal Martingale Measures. Seminar on Insurance and Finance, University Bonn, Bonn, Germany, EU. http://hdl.handle.net/20.500.12708/118058 ( reposiTUm)

Leitner, J. (2006). Optimale Portfolios mit “lower partial moment constraints.” Lecture Series “Wissenswertes aus der Mathematik,” TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117984 ( reposiTUm)

Leitner, J. (2006). Non-Additive Insurance Markets. TU Berlin, Berlin, Germany, EU. http://hdl.handle.net/20.500.12708/117983 ( reposiTUm)

Grigoriev, P., & Leitner, J. (2004). Representation of dilatation monotonous or co-monotonic additive risk measures. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117128 ( reposiTUm)

Leitner, J. (2003). Balayage monotonous risk measures. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116588 ( reposiTUm)