Duality for set-valued measures of risk AH Hamel, F Heyde SIAM Journal on Financial Mathematics 1 (1), 66-95, 2010 | 171 | 2010 |
Set-valued risk measures for conical market models AH Hamel, F Heyde, B Rudloff Mathematics and financial economics 5 (1), 1-28, 2011 | 128 | 2011 |
Minimal element theorems and Ekeland's principle with set relations AH Hamel, A Löhne Journal of Nonlinear and Convex Analysis 7 (1), 19-37, 2006 | 96 | 2006 |
Set optimization—a rather short introduction AH Hamel, F Heyde, A Löhne, B Rudloff, C Schrage Set Optimization and Applications-The State of the Art: From Set Relations …, 2015 | 95 | 2015 |
Benson type algorithms for linear vector optimization and applications AH Hamel, A Löhne, B Rudloff Journal of Global Optimization 59, 811-836, 2014 | 87 | 2014 |
A duality theory for set-valued functions I: Fenchel conjugation theory AH Hamel Set-Valued and Variational Analysis 17, 153-182, 2009 | 83 | 2009 |
Variational principles on metric and uniform spaces A Hamel Halle (Saale), Univ., Habil.-Schr., 2005, 2005 | 83 | 2005 |
Set-valued average value at risk and its computation AH Hamel, B Rudloff, M Yankova Mathematics and Financial Economics 7, 229-246, 2013 | 71 | 2013 |
Equivalents to Ekeland's variational principle in uniform spaces AH Hamel Nonlinear Analysis: Theory, Methods & Applications 62 (5), 913-924, 2005 | 70 | 2005 |
Phelps’ lemma, Danes̆’drop theorem and Ekeland’s principle in locally convex spaces A Hamel Proceedings of the American Mathematical Society 131 (10), 3025-3038, 2003 | 62 | 2003 |
Remarks to an equivalent formulation of Ekeland’s variational principle A Hamel Optimization 31 (3), 233-238, 1994 | 55 | 1994 |
An ε-lagrange multiplier rule for a mathematical programming problem on banacch spaces A Hamel Optimization 49 (1-2), 137-149, 2001 | 49 | 2001 |
Translative sets and functions and their applications to risk measure theory and nonlinear separation AH Hamel Preprint series of IMPA, Rio de Janeiro 21, 2006 | 46 | 2006 |
Closing the duality gap in linear vector optimization AH Hamel, F Heyde, A Lohne, C Tammer, K Winkler Journal of Convex Analysis 11 (1), 163-178, 2004 | 45 | 2004 |
Set-valued shortfall and divergence risk measures Ç Ararat, AH Hamel, B Rudloff International Journal of Theoretical and Applied Finance 20 (05), 1750026, 2017 | 32 | 2017 |
Cone distribution functions and quantiles for multivariate random variables AH Hamel, D Kostner Journal of Multivariate Analysis 167, 97-113, 2018 | 31 | 2018 |
Directional derivatives, subdifferentials and optimality conditions for set-valued convex functions AH Hamel, C Schrage Pacific Journal of Optimization 10 (4), 667-689, 2014 | 30* | 2014 |
Minimal set theorems A Hamel, A Löhne Univ., Fachbereich Mathematik und Informatik, 2002 | 29 | 2002 |
Set optimization and applications-the state of the art AH Hamel, F Heyde, A Löhne, B Rudloff, C Schrage Springer Proc. Math. Stat 151, 2015 | 28 | 2015 |
Lagrange duality in set optimization AH Hamel, A Löhne Journal of Optimization Theory and Applications 161, 368-397, 2014 | 28 | 2014 |