Concepedia

Dirk Becherer

DB

Statistics

Publications

8

Citations

499

H-Index

8

Active since

2001

Affiliations

Imperial College London(Current)

Humboldt-Universität zu Berlin

Dirk Becherer is an author at Imperial College London specializing in finance, financial economics, and business.

ORCID

Publications per year

2001–2017

8

Publications

8

The numeraire portfolio for unbounded semimartingales

Dirk Becherer · Finance and Stochastics · 2001 · 146 citations

, , +14

Rational hedging and valuation of integrated risks under constant absolute risk aversion

Dirk Becherer · Insurance Mathematics and Economics · 2003 · 116 citations · Full text

, , +16

A monetary value for initial information in portfolio optimization

J�rgen Amendinger, Dirk Becherer, Martin Schweizer · Finance and Stochastics · 2003 · 110 citations

, , +10

Utility–indifference hedging and valuation via reaction–diffusion systems

Dirk Becherer · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2004 · 43 citations

, , +17

Optimal liquidation under stochastic liquidity

Dirk Becherer, Todor Bilarev, Peter Frentrup · Finance and Stochastics · 2017 · 42 citations · Full text

, , +14

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