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Recente Artikelen
Roorda, B., & Schumacher, J. M. (2016). Weakly time consistent concave valuations and their dual representations. Finance and stochastics, 20(1), 123-151. DOI: 10.1007/s00780-015-0285-8
Roorda, B., & Joosten, R. A. M. G. (2014). Tuned Risk Aversion as Interpretation of Non-Expected Utility Preferences.. -. Paper presented at The 16th Conference on the Foundations of Utility and Risk (FUR), Erasmus University, Rotterdam, The Netherlands, .
Roorda, B., & Schumacher, H. (2013). Membership conditions for consistent families of monetary valuations. Statistics & risk modeling, 30(3), 255-280. DOI: 10.1524/strm.2013.1131
Bernhard, P., Engwerda, J. C., Roorda, B., Schumacher, J. M., Kolokoltsov, V., Saint-Pierre, P., & Aubin, J-P. (2013). The Interval Market Model in Mathematical Finance. (Static & Dynamic Game Theory: Foundations & Applications). New York: Springer. DOI: 10.1007/978-0-8176-8388-7
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Universiteit Twente
Faculteit Behavioural, Management and Social Sciences
Ravelijn
(gebouwnr. 10), kamer 3349
Hallenweg 17
7522NH Enschede
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Universiteit Twente
Faculteit Behavioural, Management and Social Sciences
Ravelijn
3349
Postbus 217
7500 AE Enschede