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1. Set-valued Star-Shaped Risk Measures. (2025). Tian, Dejian ; Jiang, Long ; Nie, Bingchu.
   In: Papers.
   RePEc:arx:papers:2402.18014.

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2. On the Separability of Vector-Valued Risk Measures. (2024). Feinstein, Zachary ; Ararat, Ccaugin.
   In: Papers.
   RePEc:arx:papers:2407.16878.

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3. Vector-valued robust stochastic control. (2024). Cialenco, Igor ; Kov, Gabriela.
   In: Papers.
   RePEc:arx:papers:2407.00266.

   Full description at Econpapers || Download paper

4. Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation. (2024). Lepinette, Emmanuel ; Vu, Duc Thinh.
   In: Papers.
   RePEc:arx:papers:2405.06764.

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5. Dynamic programming principle and computable prices in financial market models with transaction costs.. (2023). Vu, Duc Thinh ; Lepinette, Emmanuel.
   In: Post-Print.
   RePEc:hal:journl:hal-03284655.

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6. Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Wang, Wei ; Ma, Tiejun ; Xu, Huifu.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347.

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7. Set-valued risk measures as backward stochastic difference inclusions and equations. (2021). Feinstein, Zachary ; Ararat, Ain.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:25:y:2021:i:1:d:10.1007_s00780-020-00445-0.

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8. Risk arbitrage and hedging to acceptability under transaction costs. (2021). Molchanov, Ilya ; Lepinette, Emmanuel.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:25:y:2021:i:1:d:10.1007_s00780-020-00434-3.

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9. Dynamic programming principle and computable prices in financial market models with transaction costs.. (2021). Lepinette, Emmanuel ; Vu, Duc.
   In: Working Papers.
   RePEc:hal:wpaper:hal-03284655.

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10. Set-Valued T -Translative Functions and Their Applications in Finance. (2021). Heyde, Frank ; Hamel, Andreas H.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:18:p:2270-:d:636294.

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11. Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs. (2021). Xu, Zhikang ; Roux, Alet.
    In: Papers.
    RePEc:arx:papers:1909.06260.

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12. Time consistency for scalar multivariate risk measures. (2021). Feinstein, Zachary ; Rudloff, Birgit.
    In: Papers.
    RePEc:arx:papers:1810.04978.

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13. Scalar multivariate risk measures with a single eligible asset. (2021). Feinstein, Zachary ; Rudloff, Birgit.
    In: Papers.
    RePEc:arx:papers:1807.10694.

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14. CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES. (2020). Centrone, Francesca ; Gianin, Emanuela Rosazza.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:23:y:2020:i:01:n:s0219024920500090.

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15. Random optimization on random sets. (2020). Lepinette, Emmanuel.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:91:y:2020:i:1:d:10.1007_s00186-019-00686-6.

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16. Set-Valued Risk Measures as Backward Stochastic Difference Inclusions and Equations. (2020). Feinstein, Zachary ; Ararat, Ccaugin.
    In: Papers.
    RePEc:arx:papers:1912.06916.

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17. Certainty Equivalent and Utility Indifference Pricing for Incomplete Preferences via Convex Vector Optimization. (2020). Ulus, Firdevs ; Rudloff, Birgit.
    In: Papers.
    RePEc:arx:papers:1904.09456.

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18. Risk Arbitrage and Hedging to Acceptability under Transaction Costs. (2020). Lépinette, Emmanuel ; Molchanov, Ilya.
    In: Papers.
    RePEc:arx:papers:1605.07884.

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19. Dual representations for systemic risk measures. (2019). Ararat, Ccaugin ; Rudloff, Birgit.
    In: Papers.
    RePEc:arx:papers:1607.03430.

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20. A Supermartingale Relation for Multivariate Risk Measures. (2018). Feinstein, Zachary ; Rudloff, Birgit.
    In: Papers.
    RePEc:arx:papers:1510.05561.

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21. SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES. (2017). Rudloff, Birgit ; Hamel, Andreas H ; Ararat, Ain.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:20:y:2017:i:05:n:s0219024917500261.

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22. A recursive algorithm for multivariate risk measures and a set-valued Bellman’s principle. (2017). Feinstein, Zachary ; Rudloff, Birgit.
    In: Journal of Global Optimization.
    RePEc:spr:jglopt:v:68:y:2017:i:1:d:10.1007_s10898-016-0459-8.

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23. Set-valued shortfall and divergence risk measures. (2017). Ararat, Ccaugin ; Rudloff, Birgit ; Hamel, Andreas H..
    In: Papers.
    RePEc:arx:papers:1405.4905.

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24. PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS. (2016). Roux, Alet.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:19:y:2016:i:07:n:s0219024916500436.

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25. A recursive algorithm for multivariate risk measures and a set-valued Bellmans principle. (2016). Feinstein, Zachary ; Rudloff, Birgit.
    In: Papers.
    RePEc:arx:papers:1508.02367.

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26. Multi-portfolio time consistency for set-valued convex and coherent risk measures. (2015). Feinstein, Zachary ; Rudloff, Birgit.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:19:y:2015:i:1:p:67-107.

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