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Kupper, Michael's
Scholarly Papers
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1.
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Filipovic, Damir
Ecole Polytechnique Fédérale de Lausanne Kupper, Michael
Humboldt University of Berlin - Department of Mathematics Vogelpoth, Nicolas
Vienna Institute of Finance
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01 Feb 11
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Last Revised:
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16 Feb 12
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439
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Conditional risk measures, L0-modules, Lp type modules, Monotone hulls, Subcash invariant hulls, Cash invariant hulls
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2.
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Cheridito, Patrick
Princeton University Horst, Ulrich
Humboldt University of Berlin Kupper, Michael
Humboldt University of Berlin - Department of Mathematics Pirvu, Traian Adrian
McMaster University
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07 Feb 11
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Last Revised:
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14 Mar 13
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337
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Competitive equilibrium, incomplete markets, heterogenous agents, trading constraints, one-fund theorem
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3.
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Horst, Ulrich
Humboldt University of Berlin Kupper, Michael
Humboldt University of Berlin - Department of Mathematics Macrina, Andrea
King's College London, Department of Mathematics Mainberger, Christoph
Humboldt Universitaet zu Berlin, Department of Mathematics
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10 Jan 12
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Last Revised:
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22 Oct 12
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40
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Continuous-time equilibrium, exponential utility, CAPM, affine processes, information-based asset pricing, implied volatility
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4.
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Eisele, Karl-Theodor
University of Strasbourg Kupper, Michael
Humboldt University of Berlin - Department of Mathematics
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8
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asymptotic stability of risk assessments, construction by generators, local test probabilities, robust representation, time-consistency
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Records 1 -
4
of 4 matches
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1
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