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Michael Kupper
Michael Kupper
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Title
Cited by
Cited by
Year
Dynamic monetary risk measures for bounded discrete-time processes
P Cheridito, F Delbaen, M Kupper
Electronic Journal of Probability 11, 57 - 106, 2006
3642006
Coherent and convex monetary risk measures for bounded cadlag processes
P Cheridito, F Delbaen, M Kupper
Stochastic Processes and their Applications 112 (1), 1-22, 2006
165*2006
Composition of time-consistent dynamic monetary risk measures in discrete time
P Cheridito, M Kupper
International Journal of Theoretical and Applied Finance 14 (1), 137-162, 2011
1582011
Risk preferences and their robust representation
S Drapeau, M Kupper
Mathematics of Operations Research 38 (1), 28-62, 2013
1522013
Separation and Duality in Locally L0-Convex Modules
D Filipovic, M Kupper, N Vogelpoth
Journal of Functional Analysis 256, 3996-4029, 2009
1422009
Representation results for law invariant time consistent functions
M Kupper, W Schachermayer
Mathematics and Financial Economics 2 (3), 189-210, 2009
1342009
Coherent and convex monetary risk measures for unbounded cadlag processes
P Cheridito, F Delbaen, M Kupper
Finance and Stochastics 9 (3), 369-387, 2005
1052005
Approaches to conditional risk
D Filipovic, M Kupper, N Vogelpoth
SIAM Journal on Financial Mathematics 3 (1), 402-432, 2012
792012
Optimal capital and risk transfers for group diversification
D Filipović, M Kupper
Mathematical Finance 18 (1), 55-76, 2008
702008
Equilibrium prices for monetary utility functions
D Filipović, M Kupper
International Journal of Theoretical and Applied Finance 11 (03), 325-343, 2008
692008
Recursiveness of indifference prices and translation-invariant preferences
P Cheridito, M Kupper
Mathematics and Financial Economics 2 (3), 173-188, 2009
612009
Duality formulas for robust pricing and hedging in discrete time
P Cheridito, M Kupper, L Tangpi
SIAM Journal on Financial Mathematics 8 (1), 738-765, 2017
602017
Monotone and cash-invariant convex functions and hulls
D Filipović, M Kupper
Insurance: Mathematics and Economics 41 (1), 1-16, 2007
562007
Equilibrium pricing in incomplete markets under translation invariant preferences
P Cheridito, U Horst, M Kupper, TA Pirvu
Mathematics of Operations Research 41 (1), 174–195, 2015
482015
The algebra of conditional sets and the concepts of conditional topology and compactness
S Drapeau, A Jamneshan, M Karliczek, M Kupper
Journal of Mathematical Analysis and Applications 437 (1), 561–589, 2015
462015
Conditional Analysis on R^d
P Cheridito, M Kupper, N Vogelpoth
Set Optimization and Applications-The State of the Art, 179-211, 2015
452015
Coherent and convex monetary risk measures for unbounded cadlag processes
P Cheridito, F Delbaen, M Kupper
Finance and Stochastics 10 (3), 427-448, 2006
412006
Conditional Lp-spaces and the duality of modules over f-algebras
S Cerreia-Vioglio, M Kupper, F Maccheroni, M Marinacci, N Vogelpoth
Journal of Mathematical Analysis and Applications 444 (2), 1045-1070, 2016
39*2016
Representation of increasing convex functionals with countably additive measures
P Cheridito, M Kupper, L Tangpi
Studia Mathematica 260 (2), 121-140, 2021
31*2021
Multidimensional quadratic BSDEs with separated generators
A Jamneshan, M Kupper, P Luo
Electronic Communications in Probability 22, 1-10, 2017
312017
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Articles 1–20