Gregor Svindland und Munich - Info zur Person

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Universita' Bocconi

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Convex Risk Measures Beyond Bounded Risks. attach. Gregor Svindland ( Mathematics Institute, University of Munich). © Università Bocconi ...

Universita' Bocconi

didattica.unibocconi.it

Statistica e Probabilità. Convex Risk Measures Beyond Bounded Risks. Attach. N10 Piazza Sraffa 13 1° piano. Gregor Svindland (Mathematics Institute, University of Munich)

Ambiguity Sensitive Preferences in Ellsberg Frameworks by Claudia...

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Gregor Svindland. Ludwig Maximilian University of Munich. Date Written: September 1, Abstract. We study the market implications of ...

Ambiguity Aversion in Ellsberg Frameworks by Claudia Ravanelli,...

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Gregor Svindland. Ludwig Maximilian University of Munich October 27, Abstract: We study optimal portfolio choice and equilibrium asset ...

Abstracts | 8th World Congress

www.bacheliercongress.com

Abstracts. Conditional Systemic Risk Measures. Thilo Meyer-Brandis (University of Munich, Germany). Joint work with Hannes Hoffmann and Gregor Svindland.