Concepedia
Statistics
Publications
8
Citations
289
H-Index
Active since
1989
Affiliations
University of Zurich(Current)
Norwegian School of Economics
Swiss Finance Institute
Zurich University of Applied Sciences in Business Administration
Institute of Finance and Banking
János Mayer is an author at University of Zurich specializing in finance, economics, and business.
Publications per year
1989–2014
Computational aspects of minimizing conditional value-at-risk
Alexandra Künzi-Bay, János Mayer · Computational Management Science · 2005 · 95 citations
Business, Economics, Finance +14
SLP-IOR: An interactive model management system for stochastic linear programs
Peter Kall, János Mayer · Mathematical Programming · 1996 · 49 citations
Business, Computer Science, Stochastic Modeling +9
Computational aspects of prospect theory with asset pricing applications
Enrico De Giorgi, Thorsten Hens, János Mayer · Computational Economics · 2007 · 42 citations
Business, Economics, Finance +16
Existence of Sunspot Equilibria and Uniqueness of Spot Market Equilibria: The Case of Intrinsically Complete Markets
Thorsten Hens, Beate Pilgrim, János Mayer · SSRN Electronic Journal · 2004 · 28 citations · Full text
Social Sciences, Economics, Game Theory +12
Cumulative Prospect Theory and Mean Variance Analysis: A Rigorous Comparison
Thorsten Hens, János Mayer · SSRN Electronic Journal · 2014 · 23 citations · Full text
Social Sciences, Economics, Finance +16
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