Freddy Delbaen

Swiss Federal Institute of Technology at Zurich

ETH-Zentrum

CH-8092 Zurich

Switzerland

  • Swiss Federal Institute of Technology at Zurich

SCHOLARLY PAPERS

3

DOWNLOADS

594

TOTAL CITATIONS

2

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

Stochastic Order-Monotone Uncertainty-Averse Preferences

Number of pages: 23 Posted: 04 Mar 2015 Last Revised: 27 Aug 2015
Patrick Cheridito, Freddy Delbaen, Samuel Drapeau and Michael Kupper
ETH Zurich, Swiss Federal Institute of Technology at Zurich, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Humboldt University of Berlin - Department of Mathematics
Downloads 389 (165,139)
Citation 2

Abstract:

Loading...

Uncertainty-aversion, stochastic orders, Allais paradox, Ellsberg paradox

2.

A Von Neumann-Morgenstern Representation Result Without Weak Continuity Assumption

Number of pages: 14 Posted: 12 Mar 2010 Last Revised: 11 Mar 2021
Michael Kupper, Freddy Delbaen and Samuel Drapeau
Vienna Institute of Finance, Swiss Federal Institute of Technology at Zurich and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 205 (320,557)

Abstract:

Loading...

von Neumann and Morgenstern representation, affine preference orders, automatic continuity, first stochastic order

3.

Weighted Norm Inequalities and Hedging in Incomplete Markets

FINANCE AND STOCHASTICS, Vol. I No. 2, 1997
Posted: 08 May 1997
Freddy Delbaen, Pascale Monat Ura, Walter Schachermayer, Martin Schweizer and Christophe Stricker Ura
Swiss Federal Institute of Technology at Zurich, Besancon at France, Universität Wien, Fakultät für Mathematik, ETH Zurich and Besancon at France

Abstract:

Loading...