Hans Föllmer

Humboldt University of Berlin

Unter den Linden 6

Berlin, D-10099

Germany

SCHOLARLY PAPERS

5

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CITATIONS
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58

Scholarly Papers (5)

1.

The Financial Crisis and the Systemic Failure of Academic Economics

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 09-03
Number of pages: 18 Posted: 11 Mar 2009
Middlebury College - Department of Economics, Humboldt University of Berlin, Institute for Advanced Sustainability Studies, University of New Hampshire, University of Copenhagen - Department of Economics, GREQAM, University of Kiel - Institute of Economics and University of Copenhagen
Downloads 4,740 (1,610)
Citation 66

Abstract:

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financial crisis, academic moral hazard, ethic responsibility of researchers

2.

Probabilistic Aspects of Finance

Number of pages: 25 Posted: 11 Sep 2012 Last Revised: 06 Feb 2013
Hans Föllmer and Alexander Schied
Humboldt University of Berlin and University of Waterloo
Downloads 845 (27,166)
Citation 1

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arbitrage pricing theory, hedging, incomplete market, superhedging, Knightian uncertainty, model uncertainty, pathwise Itô calculus, variance swap, monetary measure of risk, convex risk measure, coherent risk measure, algorithmic trading

3.

The Axiomatic Approach to Risk Measures for Capital Determination

Annual Review of Financial Economics, Vol. 7, pp. 301-337, 2015
Posted: 11 Dec 2015
Hans Föllmer and Stefan Weber
Humboldt University of Berlin and Leibniz Universität Hannover - Institut für Mathematische Stochastik

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4.

Quantile Hedging

Finance and Stochastics, Vol. 3, Issue 3, May 1999
Posted: 14 Dec 1999
Hans Föllmer and Peter Leukert
Humboldt University of Berlin and Humboldt University of Berlin - Department of Mathematics

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5.

Optional Decomposition and Lagrange Multipliers

Finance and Stochastics, Vol 2 No 1, 1998
Posted: 21 Apr 1998
Hans Föllmer and Youri Kabanov
Humboldt University of Berlin and Universite de Franche-Comte

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