Birgit Rudloff
Orcid: 0000-0003-1675-5451Affiliations:
- Wirtschaftsuniversität Wien, Austria
According to our database1,
Birgit Rudloff
authored at least 14 papers
between 2014 and 2023.
Collaborative distances:
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Bibliography
2023
SIAM J. Optim., December, 2023
2022
Math. Oper. Res., 2022
Math. Oper. Res., 2022
2021
2018
Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities.
SIAM J. Financial Math., 2018
2017
Math. Program., 2017
A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle.
J. Glob. Optim., 2017
2015
Finance Stochastics, 2015
2014
J. Glob. Optim., 2014
J. Glob. Optim., 2014
Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences.
Eur. J. Oper. Res., 2014