Hans Föllmer

Humboldt University of Berlin

Unter den Linden 6

Berlin, D-10099

Germany

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 7,459

SSRN RANKINGS

Top 7,459

in Total Papers Downloads

5,039

CITATIONS
Rank 16,371

SSRN RANKINGS

Top 16,371

in Total Papers Citations

21

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, Potsdam-Institut für Klimafolgenforschung (PIK), University of New Hampshire, University of Copenhagen - Department of Economics, GREQAM, University of Kiel - Institute of Economics and University of Copenhagen
Downloads 2,974 (1,541)
Citation 21

Abstract:

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 Mannheim
Downloads 736 (24,032)

Abstract:

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

Abstract:

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

Abstract:

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

Abstract: