Concepedia

Andreas H. Hamel

AH

Statistics

Publications

17

Citations

748

H-Index

15

Active since

1994

Affiliations

Martin Luther University Halle-Wittenberg(Current)

Princeton University

Free University of Bozen-Bolzano

Yeshiva University

Andreas H. Hamel is an author at Martin Luther University Halle-Wittenberg specializing in mathematics, natural sciences, and optimization.

Publications per year

1994–2019

16

Publications

17

Duality for Set-Valued Measures of Risk

Andreas H. Hamel, Frank Heyde · SIAM Journal on Financial Mathematics · 2010 · 156 citations

Business, Finance, Risk Management +17

Set-valued risk measures for conical market models

Andreas H. Hamel, Frank Heyde, Birgit Rudloff · Mathematics and Financial Economics · 2011 · 118 citations

Business, Finance, Risk Management +14

A Duality Theory for Set-Valued Functions I: Fenchel Conjugation Theory

Andreas H. Hamel · Set-Valued and Variational Analysis · 2009 · 75 citations

Natural Sciences, Mathematics, Set Theory +12

Equivalents to Ekeland's variational principle in uniform spaces

Andreas H. Hamel · Nonlinear Analysis · 2005 · 61 citations

Natural Sciences, Mathematics, Stochastic Processes +11

Set-valued average value at risk and its computation

Andreas H. Hamel, Birgit Rudloff, Mihaela Yankova · Mathematics and Financial Economics · 2013 · 57 citations

Business, Finance, Mathematics +12

1–5 of 17