Gregor Svindland

Ludwig Maximilian University of Munich (LMU)

Theresienstrasse 39

Munich, 80333

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

342

SSRN CITATIONS

0

CROSSREF CITATIONS

5

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 182 (171,710)
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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 124 (235,789)

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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 25 (526,509)

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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)
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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 10 (603,828)

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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 1 (674,123)
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