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Schlotter, Ruben
14  results:
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1

Quantification of risk in classical models of finance:

Pichler, Alois ; Schlotter, Ruben
Quantitative Finance.  22 (2021)  1 - p. 31-45 , 2021
Link: https://doi.org/10.1080/..
 
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2

Entropy based risk measures:

Pichler, Alois ; Schlotter, Ruben
European Journal of Operational Research.  285 (2020)  1 - p. 223-236 , 2020
Link: https://doi.org/10.1016/..
 
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3

Martingale characterizations of risk-averse stochastic opti..:

Pichler, Alois ; Schlotter, Ruben
Mathematical Programming.  181 (2019)  2 - p. 377-403 , 2019
Link: https://doi.org/10.1007/..
 
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4

A Review and Some Complements on Quantile Risk Measures and..:

Fuchs, Sebastian ; Schlotter, Ruben ; Schmidt, Klaus
Risks.  5 (2017)  4 - p. 59 , 2017
Link: https://doi.org/10.3390/..
 
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5

A Distributionally Robust Random Utility Model:

Müller, David ; Melo, Emerson ; Schlotter, Ruben
http://arxiv.org/abs/2303.05888.  , 2023
Link: http://arxiv.org/abs/230..
 
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6

Contributions to the theory of dynamic risk measures:

Schlotter, Ruben
urn:nbn:de:bsz:ch1-qucosa2-748461.  , 2021
Link: https://nbn-resolving.or..
 
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7

Quantification of Risk in Classical Models of Finance:

Pichler, Alois ; Schlotter, Ruben
http://arxiv.org/abs/2004.04397.  , 2020
Link: http://arxiv.org/abs/200..
 
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8

Martingale Characterizations of Risk-Averse Stochastic Opti..:

Pichler, Alois ; Schlotter, Ruben
http://arxiv.org/abs/1802.03639.  , 2018
Link: http://arxiv.org/abs/180..
 
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9

Entropy Based Risk Measures:

Pichler, Alois ; Schlotter, Ruben
http://arxiv.org/abs/1801.07220.  , 2018
Link: http://arxiv.org/abs/180..
 
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10

A review and some complements on quantile risk measures and..:

Fuchs, Sebastian ; Schlotter, Ruben ; Schmidt, Klaus D
gbv-ppn:1011866714.  , 2017
Link: http://hdl.handle.net/10..
 
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11

On Quantile Risk Measures and Their Domain:

Fuchs, Sebastian ; Schlotter, Ruben ; Schmidt, Klaus D
http://arxiv.org/abs/1707.06845.  , 2017
Link: http://arxiv.org/abs/170..
 
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12

A Review and Some Complements on Quantile Risk Measures and..:

Sebastian Fuchs ; Ruben Schlotter ; Klaus Schmidt
https://dx.doi.org/10.3390/risks5040059.  , 2017
Link: https://doi.org/10.3390/..
 
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13

A Review and Some Complements on Quantile Risk Measures and..:

Sebastian Fuchs ; Ruben Schlotter ; Klaus D. Schmidt
https://www.mdpi.com/2227-9091/5/4/59.  , 2017
Link: https://doi.org/10.3390/..
 
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14

Contributions to the theory of dynamic risk measures:

Schlotter, Ruben , May 3rd, 2021
Link: http://nbn-resolving.de/..
 
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