Browsing All of EconStor by Author Krätschmer, Volker
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
2006 | Compactness in spaces of inner regular measures and a general Portmanteau lemma | Krätschmer, Volker |
2006 | The uniqueness of extremum estimation | Krätschmer, Volker |
2007 | On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model | Krätschmer, Volker |
2008 | Dynamic semiparametric factor models in risk neutral density estimation | Giacomini, Enzo; Härdle, Wolfgang Karl; Krätschmer, Volker |
2009 | Representations for optimal stopping under dynamic monetary utility functionals | Krätschmer, Volker; Schoenmakers, John G. M. |
2009 | A microeconomic explanation of the EPK paradox | Härdle, Wolfgang Karl; Krätschmer, Volker; Moro, Rouslan A. |
2010 | Central limit theorems for law-invariant coherent risk measures | Belomestny, Denis; Krätschmer, Volker |
2010 | Sensitivity of risk measures with respect to the normal approximation of total claim distributions | Krätschmer, Volker; Zähle, Henryk |
2010 | Parametric estimation of risk neutral density functions | Grith, Maria; Krätschmer, Volker |
2013 | Reference dependent preferences and the EPK puzzle | Grith, Maria; Karl Härdle, Wolfgang; Krätschmer, Volker |
2022 | Solving optimal stopping problems under model uncertainty via empirical dual optimisation | Belomestny, Denis; Hübner, Tobias; Krätschmer, Volker |