Concepedia

Hans Föllmer

HF

Statistics

Publications

39

Citations

4.7K

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 engineering, probability theory, and finance.

Top concepts

EngineeringProbabilityFinanceBusinessEconomicsAsset PricingStochastic ProcessesStatisticsEntropyRisk Management

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

Portfolio Optimization, Asset Pricing, Convex Measures +3

Random economies with many interacting agents

Hans Föllmer · Journal of Mathematical Economics · 1974 · 439 citations

Economics, Equilibrium Problem, Random Economies +6

Efficient hedging: Cost versus shortfall risk

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

Economics, Finance, Financial Risk Management +5

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

Optional decompositions under constraints

Hans Föllmer, Dmitry Kramkov · Probability Theory and Related Fields · 1997 · 221 citations · Full text

Mathematical Programming, Constraint Solving, Constrained Optimization +2

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