Author Page for Anne Balter

1.

Pricing and Hedging in Incomplete Markets with Model Uncertainty

Downloads 446 ( 81,868)

Citation 3

2

Pricing and Hedging in Incomplete Markets with Model Uncertainty

Number of pages: 31 Posted: 28 Jun 2014 Last Revised: 04 Dec 2018

Anne Balter and Antoon Pelsser

Tilburg University and Maastricht University

Downloads 333 (113,629)

Citation 1

Abstract:

Pricing and Hedging in Incomplete Markets with Model Uncertainty

Netspar Discussion Paper No. 01/2015-002

Number of pages: 31 Posted: 14 Feb 2015 Last Revised: 03 Dec 2018

Anne Balter and Antoon Pelsser

Tilburg University and Maastricht University

Downloads 113 (304,048)

Citation 4

Abstract:

2.

What Does a Term Structure Model Imply About Very Long-Term Interest Rates?

Downloads 374 (100,421)

Citation 1

2

What Does a Term Structure Model Imply About Very Long-Term Interest Rates?

Number of pages: 37 Posted: 29 Jan 2014 Last Revised: 04 Jun 2020

Anne Balter, Antoon Pelsser and Peter C. Schotman

Tilburg University, Maastricht University and Maastricht University - Department of Finance

Downloads 262 (146,576)

Abstract:

What Does a Term Structure Model Imply about Very Long-Term Interest Rates?

Netspar Discussion Paper No. 02/2014-065

Number of pages: 30 Posted: 14 Feb 2015 Last Revised: 25 Sep 2016

Anne Balter, Antoon Pelsser and Peter C. Schotman

Tilburg University, Maastricht University and Maastricht University - Department of Finance

Downloads 112 (305,933)

Citation 1

Abstract:

3.

Quantifying Ambiguity Bounds Through Hypothetical Statistical Testing

Downloads 314 (121,856)

Citation 1

2

Quantifying Ambiguity Bounds Through Hypothetical Statistical Testing

Number of pages: 27 Posted: 06 Jun 2015 Last Revised: 04 Dec 2018

Anne Balter and Antoon Pelsser

Tilburg University and Maastricht University

Downloads 267 (143,779)

Abstract:

Quantifying Ambiguity Bounds Through Hypothetical Statistical Testing

Netspar Discussion Paper No. 11/2015-038

Number of pages: 27 Posted: 22 Dec 2015 Last Revised: 03 Dec 2018

Anne Balter and Antoon Pelsser

Tilburg University and Maastricht University

Downloads 47 (499,863)

Citation 2

Abstract:

4.

Time-Consistency of Optimal Investment under Smooth Ambiguity

Number of pages: 35 Posted: 22 Sep 2017 Last Revised: 28 Feb 2019

Anne Balter, Antje Brigitte Mahayni and Nikolaus Schweizer

Tilburg University, Mercator School of Management and Tilburg School of Economics and Management

Downloads 146 (249,548)

Citation 1

Abstract:

5.

Homothetic Robust Preferences

Number of pages: 20 Posted: 10 Sep 2018 Last Revised: 28 Feb 2019

Anne Balter and Ferenc Horvath

Tilburg University and City University of Hong Kong (CityU)

Downloads 85 (363,950)

Citation 1

Abstract:

6.

Robust Decisions for Heterogeneous Agents via Certainty Equivalents

Number of pages: 35 Posted: 08 Jul 2021

Anne Balter and Nikolaus Schweizer

Tilburg University and Tilburg School of Economics and Management

Downloads 16 (669,739)

Anne Balter

Tilburg University

Assistant Professor

Netspar

6

Top 42,387

1,381

Top 48,083

7

7

Scholarly Papers (6)

Pricing and Hedging in Incomplete Markets with Model Uncertainty

Pricing and Hedging in Incomplete Markets with Model Uncertainty

Abstract:

Pricing and Hedging in Incomplete Markets with Model Uncertainty

Abstract:

What Does a Term Structure Model Imply About Very Long-Term Interest Rates?

What Does a Term Structure Model Imply About Very Long-Term Interest Rates?

Abstract:

What Does a Term Structure Model Imply about Very Long-Term Interest Rates?

Abstract:

Quantifying Ambiguity Bounds Through Hypothetical Statistical Testing

Quantifying Ambiguity Bounds Through Hypothetical Statistical Testing

Abstract:

Quantifying Ambiguity Bounds Through Hypothetical Statistical Testing

Abstract:

Time-Consistency of Optimal Investment under Smooth Ambiguity

Abstract:

Homothetic Robust Preferences

Abstract:

Robust Decisions for Heterogeneous Agents via Certainty Equivalents

Abstract: