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Results: 94
Number of items: 94
  • Open Access
    Aygün, M. (2026). Essays on risk and ambiguity. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Starreveld, J., Jin, G., den Hertog, D., & Laeven, R. J. A. (2026). ROBIST: Robust optimization by iterative scenario sampling and statistical testing. Computers & Operations Research, 185, Article 107260. https://doi.org/10.1016/j.cor.2025.107260
  • Open Access
    Jin, G. (2026). Essays on distributionally robust optimization for decision-making under risk and ambiguity. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    de Punder, R. F. A. (2026). Local divergences: With time series applications. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Zullino, M. (2025). Risk measures and stochastic differential equations: Theory and applications. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Jin, G., Laeven, R. J. A., & den Hertog, D. (2025). Robust Optimization of Rank-Dependent Models with Uncertain Probabilities. (v3 ed.) ArXiv. https://doi.org/10.48550/arXiv.2502.11780
  • Open Access
    Laeven, R. J. A., Schoenmakers, J. G. M., Schweizer, N., & Stadje, M. (2025). Robust multiple stopping: A duality approach. Mathematics of operations research, 50(2), 1250-1276. https://doi.org/10.1287/moor.2021.0237
  • Open Access
    Bazhba, M., Blanchet, J., Laeven, R. J. A., & Zwart, B. (2025). Large deviations asymptotics for unbounded additive functionals of diffusion processes. Annales de l'I.H.P. Probabilités et statistiques, 61(3), 2074-2097. https://doi.org/10.1214/24-AIHP1471
  • Open Access
    Can, S. U., Einmahl, J. H. J., & Laeven, R. J. A. (2024). Two-Sample Testing for Tail Copulas with an Application to Equity Indices. Journal of Business and Economic Statistics, 42(1), 147-159. https://doi.org/10.1080/07350015.2023.2166050
  • Open Access
    Laeven, R. J. A., Rosazza Gianin, E., & Zullino, M. (2024). Law-invariant return and star-shaped risk measures. Insurance: Mathematics & Economics, 117, 140-153. https://doi.org/10.1016/j.insmatheco.2024.04.006
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