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Results: 6
Number of items: 6
  • Open Access
    Aygün, M. (2026). Essays on risk and ambiguity. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Laeven, R. J. A., Schoenmakers, J. G. M., Schweizer, N., & Stadje, M. (2025). Robust multiple stopping: A duality approach. Mathematics of operations research, 50(2), 1250-1276. https://doi.org/10.1287/moor.2021.0237
  • Krätschmer, V., Ladkau, M., Laeven, R. J. A., Schoenmakers, J. G. M., & Stadje, M. (2018). Optimal stopping under uncertainty in drift and jump intensity. Mathematics of operations research, 43(4), 1177-1209. https://doi.org/10.1287/moor.2017.0899
  • Laeven, R. J. A., & Stadje, M. (2014). Robust portfolio choice and indifference valuation. Mathematics of operations research, 39(4), 1109-1141. https://doi.org/10.1287/moor.2014.0646
  • Open Access
    Laeven, R. J. A., & Stadje, M. (2013). Entropy coherent and entropy convex measures of risk. Mathematics of operations research, 38(2), 265-293. https://doi.org/10.1287/moor.1120.0559
  • Laeven, R. J. A., & Stadje, M. A. (2012). Robust portfolio choice and indifference valuation. (Eurandom preprint series; No. 2012-006). University of Amsterdam.
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