Concepedia

Irene Klein

IK

9

Publications

233

Citations

9

H-Index

1970

Active since

Affiliations

University of Vienna(Current)

Irene Klein is an author at University of Vienna specializing in asset pricing, business, and finance.

Top concepts

FinanceBusinessAsset PricingEconomicsEngineeringProbabilityEconomic AnalysisFinancial EconomicsFunctional AnalysisRepresentation Theory

Publications per year

1970–2014

9

Publications

9

A GENERAL PROOF OF THE DYBVIG‐INGERSOLL‐ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL

Friedrich Hubalek, Irene Klein, Josef Teichmayn · Mathematical Finance · 2002 · 60 citations

Physics, Integrable Probability, Long Foraard Rates +6

A Fundamental Theorem of Asset Pricing for Large Financial Markets

Irene Klein · Mathematical Finance · 2000 · 40 citations

Empirical Finance, Economics, Financial Economics +15

A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance

Irene Klein, Walter Schachermayer · The Annals of Probability · 1996 · 38 citations

Engineering, Functional Analysis, Halmos-savage Theorem +17

DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS

Irene Klein, L. C. G. Rogers · Mathematical Finance · 2007 · 23 citations

Mathematical Programming, Engineering, Semi-infinite Optimization +20

A general proof of the Dybvig-Ingersoll-Ross theorem: long forward rates can never fall

Friedrich Hubalek, Irene Klein, Josef Teichmann · Mathematical Finance · 2002 · 18 citations

Monge-ampere Equation, Long Forward Rates, Global Analysis +3

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