| Measures of systemic risk Z Feinstein, B Rudloff, S Weber SIAM Journal on Financial Mathematics 8 (1), 672-708, 2017 | 170 | 2017 |
| Set-valued risk measures for conical market models AH Hamel, F Heyde, B Rudloff Mathematics and financial economics 5 (1), 1-28, 2011 | 129 | 2011 |
| Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences B Rudloff, A Street, DM Valladão European Journal of Operational Research 234 (3), 743-750, 2014 | 114* | 2014 |
| Set optimization-a rather short introduction AH Hamel, F Heyde, A Löhne, B Rudloff, C Schrage In: A.H. Hamel, F. Heyde, A. Löhne, B. Rudloff, C. Schrage (eds.): Set …, 2015 | 98 | 2015 |
| Benson type algorithms for linear vector optimization and applications AH Hamel, A Löhne, B Rudloff Journal of Global Optimization 59 (4), 811-836, 2014 | 87 | 2014 |
| Primal and dual approximation algorithms for convex vector optimization problems A Löhne, B Rudloff, F Ulus Journal of Global Optimization 60 (4), 713-736, 2014 | 78 | 2014 |
| Set-valued average value at risk and its computation AH Hamel, B Rudloff, M Yankova Mathematics and Financial Economics 7 (2), 229-246, 2013 | 71 | 2013 |
| Convex hedging in incomplete markets B Rudloff Applied Mathematical Finance 14 (5), 437-452, 2007 | 58 | 2007 |
| Multiportfolio time consistency for set-valued convex and coherent risk measures Z Feinstein, B Rudloff Finance and Stochastics 19 (1), 67-107, 2015 | 51 | 2015 |
| An algorithm for calculating the set of superhedging portfolios in markets with transaction costs A Löhne, B Rudloff International Journal of Theoretical and Applied Finance 17 (02), 1450012, 2014 | 48* | 2014 |
| Time consistency of dynamic risk measures in markets with transaction costs Z Feinstein, B Rudloff Quantitative Finance 13 (9), 1473-1489, 2013 | 45 | 2013 |
| Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities Z Feinstein, W Pang, B Rudloff, E Schaanning, S Sturm, M Wildman SIAM Journal on Financial Mathematics 9 (4), 1286-1325, 2018 | 39 | 2018 |
| Coherent hedging in incomplete markets B Rudloff Quantitative Finance 9 (2), 197-206, 2009 | 38 | 2009 |
| A parametric simplex algorithm for linear vector optimization problems B Rudloff, F Ulus, R Vanderbei Mathematical Programming SERIES A 163 (1), 213-242, 2017 | 35 | 2017 |
| Set-valued shortfall and divergence risk measures Ç Ararat, AH Hamel, B Rudloff International Journal of Theoretical and Applied Finance 20 (5), 1750026, 2017 | 34 | 2017 |
| Dual representations for systemic risk measures Ç Ararat, B Rudloff Mathematics and Financial Economics 14 (1), 139-174, 2020 | 32 | 2020 |
| A comparison of techniques for dynamic multivariate risk measures Z Feinstein, B Rudloff Set Optimization and Applications-The State of the Art: From Set Relations …, 2015 | 31 | 2015 |
| Testing composite hypotheses via convex duality B Rudloff, I Karatzas Bernoulli, 1224-1239, 2010 | 31 | 2010 |
| A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle Z Feinstein, B Rudloff Journal of Global Optimization 68 (1), 47–69, 2017 | 30 | 2017 |
| 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 | 29 | 2015 |
Zachary FeinsteinStevens Institute of Technology在 stevens.edu 的电子邮件经过验证
