Concepedia

Michael Kupper

MK

Statistics

Publications

35

Citations

1.9K

H-Index

21

Active since

2003

Affiliations

ETH Zurich(Current)

University of Konstanz

Princeton University

University of Vienna

Humboldt-Universität zu Berlin

Michael Kupper is an author at ETH Zurich specializing in finance, economics, and financial economics.

ORCID

Publications per year

2003–2022

35

Publications

35

Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes

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

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COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME

Patrick Cheridito, Michael Kupper · International Journal of Theoretical and Applied Finance · 2011 · 158 citations

, , +17

Representation results for law invariant time consistent functions

Michael Kupper, Walter Schachermayer · Mathematics and Financial Economics · 2009 · 133 citations

, , +9

Risk Preferences and Their Robust Representation

Samuel Drapeau, Michael Kupper · Mathematics of Operations Research · 2012 · 129 citations · Full text

, , +17

Coherent and convex monetary risk measures for unbounded càdlàg processes

Patrick Cheridito, Freddy Delbaen, Michael Kupper · Finance and Stochastics · 2006 · 116 citations · Full text

, , +12

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