Nikolaus Schweizer

According to our database, Nikolaus Schweizer authored at least 11 papers between 2017 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2023

Information Nudges and Self-Control.

Thomas Mariotti, Nikolaus Schweizer, Nora Szech, Jonas von Wangenheim

Manag. Sci., April, 2023

Contingent Capital with Stock Price Triggers in Interbank Networks.

Anne G. Balter, Nikolaus Schweizer, Juan Carlos Vera

Math. Oper. Res., February, 2023

Comment on "A theoretical foundation of ambiguity measurement" [J. Econ. Theory 187 (2020) 105001].

Ruonan Fu, Bertrand Melenberg, Nikolaus Schweizer

J. Econ. Theory, January, 2023

2021

A Toolkit for Robust Risk Assessment Using <i>F</i>-Divergences.

Thomas Kruse, Judith C. Schneider, Nikolaus Schweizer

Manag. Sci., 2021

Time-consistency of optimal investment under smooth ambiguity.

Anne G. Balter, Antje Mahayni, Nikolaus Schweizer

Eur. J. Oper. Res., 2021

2019

Technical Note - The Joint Impact of <i>F</i>-Divergences and Reference Models on the Contents of Uncertainty Sets.

Thomas Kruse, Judith C. Schneider, Nikolaus Schweizer

Oper. Res., 2019

'Regression Anytime' with Brute-Force SVD Truncation.

Christian Bender, Nikolaus Schweizer

CoRR, 2019

2018

Pathwise Dynamic Programming.

Christian Bender, Christian Gärtner, Nikolaus Schweizer

Math. Oper. Res., 2018

Optimal Revelation of Life-Changing Information.

Nikolaus Schweizer, Nora Szech

Manag. Sci., 2018

2017

Iterative Improvement of Lower and Upper Bounds for Backward SDEs.

Christian Bender, Christian Gärtner, Nikolaus Schweizer

SIAM J. Sci. Comput., 2017

Revenues and welfare in auctions with information release.

Nikolaus Schweizer, Nora Szech

J. Econ. Theory, 2017