Entropy Coherent and Entropy Convex Measures of Risk. - Roger J. A. Laeven; Mitja Stadje (Math. Oper. Res., 2013)

Robust Portfolio Choice and Indifference Valuation. - Roger J. A. Laeven; Mitja Stadje (Math. Oper. Res., 2014)

Optimal Stopping Under Uncertainty in Drift and Jump Intensity. - Volker Krätschmer; Marcel Ladkau; Roger J. A. Laeven; John Schoenmakers; Mitja Stadje (Math. Oper. Res., 2018)

Risk apportionment: The dual story. - Louis Eeckhoudt; Roger J. A. Laeven; Harris Schlesinger (J. Econ. Theory, 2020)

Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level. - Servaas van Bilsen; Roger J. A. Laeven; Theo E. Nijman (Manag. Sci., 2020)

Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures. - Fabio Bellini; Roger J. A. Laeven; Emanuela Rosazza Gianin (Eur. J. Oper. Res., 2021)

Dual Moments and Risk Attitudes. - Louis Eeckhoudt; Roger J. A. Laeven (Oper. Res., 2022)

Robust Multiple Stopping - A Duality Approach. - Roger J. A. Laeven; John Schoenmakers; Nikolaus Schweizer; Mitja Stadje (Math. Oper. Res., 2025)