W. Schachermayer:
"The only time-consistent law-invariant dynamic convex risk measure is the entropic one?";
Vortrag: Oberwolfach Workshop: Stochastic Analysis in Finance and Insurance, Oberwolfach, Germany (eingeladen); 30.01.2008.
Projektleitung Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)