Gregor Svindland

Ludwig Maximilian University of Munich (LMU)

Theresienstrasse 39

Munich, 80333

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

393

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

Ambiguity Aversion in Ellsberg Frameworks

Number of pages: 44 Posted: 18 Jul 2013 Last Revised: 28 Oct 2015
Claudia Ravanelli and Gregor Svindland
Center for Finance and Insurance and Ludwig Maximilian University of Munich (LMU)
Downloads 215 (201,350)
Citation 2

Abstract:

Loading...

Ellsberg framework, alpha-maxmin expected utility model, ambiguity aversion, portfolio choice, market equilibrium

2.

Pareto Optimal Allocations for Probabilistic Sophisticated Variational Preferences

Swiss Finance Institute Research Paper No. 11-28
Number of pages: 43 Posted: 14 Jul 2011 Last Revised: 05 Oct 2011
Claudia Ravanelli and Gregor Svindland
Center for Finance and Insurance and Ludwig Maximilian University of Munich (LMU)
Downloads 130 (307,109)

Abstract:

Loading...

Pareto optimal allocations, variational preferences, probabilistic sophis- tication, ambiguity aversion, weighted sup-convolution optimization problems

On the Lower Arbitrage Bound of American Contingent Claims

Number of pages: 13 Posted: 27 May 2011
Beatrice Acciaio and Gregor Svindland
University of Vienna and Ludwig Maximilian University of Munich (LMU)
Downloads 30 (658,589)

Abstract:

Loading...

American contingent claim, arbitrage-free price, Snell envelope

On the Lower Arbitrage Bound of American Contingent Claims

Mathematical Finance, Vol. 24, Issue 1, pp. 147-155, 2014
Number of pages: 9 Posted: 13 Dec 2013
Beatrice Acciaio and Gregor Svindland
University of Vienna and Ludwig Maximilian University of Munich (LMU)
Downloads 2 (939,375)

Abstract:

Loading...

American contingent claim, arbitrage‐free price, Snell envelope

4.

Ambiguity Sensitive Preferences in Ellsberg Frameworks

Economic Theory, Forthcoming
Number of pages: 40 Posted: 01 Nov 2018
Claudia Ravanelli and Gregor Svindland
Center for Finance and Insurance and Ludwig Maximilian University of Munich (LMU)
Downloads 13 (777,809)

Abstract:

Loading...

Ellsberg framework, alpha-maxmin expected utility model, ambiguity aversion, portfolio choice, market equilibrium

5.

The Canonical Model Space for Law‐Invariant Convex Risk Measures is L

Mathematical Finance, Vol. 22, Issue 3, pp. 585-589, 2012
Number of pages: 5 Posted: 08 Jun 2012
Damir Filipović and Gregor Svindland
Ecole Polytechnique Fédérale de Lausanne and Ludwig Maximilian University of Munich (LMU)
Downloads 3 (886,627)

Abstract:

Loading...