Dynamic acceptability indices generated by distortion functions

Igor Cialenco
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Markov decision processes with Kusuoka-type conditional risk mappings

Ziteng Cheng
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Risk averse and distributionally robust modeling of multistage stochastic programs

Alexander Shapiro
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On the benefits of risk sharing

Delia Coculescu
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New perspective to capital allocation rules in a dynamic setting

Emanuela Rosazza Gianin
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Market Making and Derivative Pricing via Dynamic Conic Finance

Tao Chen
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Epic Math Battles: Nash vs. Pareto

Birgit Rudloff
May 11, 2022

Time consistency and set-valued Bellman’s principle: evidence from mean-risk problem and acceptability maximization

Gabriela Kovacova
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Convex measures of model risk for option hedging and nonlinear Black Scholes equations

Rüdiger Frey
May 11, 2022