Concepedia

Hans Föllmer

HF

Statistics

Publications

39

Citations

4.8K

H-Index

28

Active since

1972

Affiliations

Humboldt-Universität zu Berlin(Current)

University of Bonn

Leibniz University Hannover

University of New Hampshire at Manchester

Hans Föllmer is an author at Humboldt-Universität zu Berlin specializing in stochastic processes, financial economics, and finance.

Publications per year

1972–2015

39

Publications

39

Convex measures of risk and trading constraints

Hans Föllmer, Alexander Schied · Finance and Stochastics · 2002 · 1.5K citations

Natural Sciences, Finance, Mathematics +14

Random economies with many interacting agents

Hans Föllmer · Journal of Mathematical Economics · 1974 · 442 citations

Social Sciences, Economics, Mathematics +12

Efficient hedging: Cost versus shortfall risk

Hans Föllmer, Peter Leukert · Finance and Stochastics · 2000 · 315 citations

Management, Finance, Financial Management +14

The Financial Crisis and the Systemic Failure of Academic Economics

David Colander, Hans Föllmer, Armin Haas et al. · SSRN Electronic Journal · 2009 · 272 citations · Full text

Social Sciences, Economics, Economic Policy +8

Optional decompositions under constraints

Hans Föllmer, Dmitry Kramkov · Probability Theory and Related Fields · 1997 · 223 citations · Full text

Computing, Computer Science, Optimization +9

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