Tobias Hellmann

Bielefeld University - Center for Mathematical Economics

Postfach 10 01 31

Bielefeld, D-33501

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

282

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

A Dynamic Extension of the Foster-Hart Measure of Riskiness

Institute of Mathematical Economics Working Paper No. 528
Number of pages: 13 Posted: 27 Sep 2014 Last Revised: 08 Nov 2014
Tobias Hellmann and Frank Riedel
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 123 (249,614)
Citation 1

Abstract:

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Dynamic Risk Measures, Time-Consistency, Bankruptcy, Continuous Random Variable

2.

Ambiguity in a Real Option Game

Number of pages: 26 Posted: 16 Jan 2015 Last Revised: 17 Jan 2015
Tobias Hellmann and Jacco Thijssen
Bielefeld University - Center for Mathematical Economics and University of York - Department of Mathematics
Downloads 116 (260,644)

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Real Options, Knightian Uncertainty, Worst Case Prior, Optimal Stopping, Timing Game

3.

The Foster-Hart Measure of Riskiness for General Gambles

Institute of Mathematical Economics Working Paper No. 474
Number of pages: 24 Posted: 31 Jan 2013
Frank Riedel and Tobias Hellmann
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 43 (449,024)

Abstract:

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Risk Measures, Operational, Bankruptcy, Continuous Random Variable