Concepedia

Freddy Delbaen

FD

Statistics

Publications

63

Citations

15.6K

H-Index

38

Active since

1974

Affiliations

ETH Zurich(Current)

Vrije Universiteit Brussel

Board of the Swiss Federal Institutes of Technology

University of Antwerp

University of Vienna

Freddy Delbaen is an author at ETH Zurich specializing in finance, stochastic processes, and financial economics.

Publications per year

1974–2019

63

Publications

63

Coherent Measures of Risk

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text

Business, Finance, Risk Management +14

A general version of the fundamental theorem of asset pricing

Freddy Delbaen, Walter Schachermayer · Mathematische Annalen · 1994 · 1.5K citations

Business, Economics, Finance +13

The fundamental theorem of asset pricing for unbounded stochastic processes

Freddy Delbaen, Walter Schachermayer · Mathematische Annalen · 1998 · 739 citations

Engineering, Economics, Finance +16

Coherent multiperiod risk adjusted values and Bellman’s principle

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Annals of Operations Research · 2006 · 426 citations

Business, Economics, Finance +11

Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes

Patrick Cheridito, Freddy Delbaen, Michael Kupper · Electronic Journal of Probability · 2006 · 352 citations · Full text

Social Sciences, Economics, Finance +15

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