Entropy based risk measures. - Alois Pichler; Ruben Schlotter (Eur. J. Oper. Res., 2020)

Martingale characterizations of risk-averse stochastic optimization problems. - Alois Pichler; Ruben Schlotter (Math. Program., 2020)

Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures. - Alois Pichler; Ruben Schlotter (Math. Oper. Res., 2023)