| Dynamic monetary risk measures for bounded discrete-time processes P Cheridito, F Delbaen, M Kupper Electronic Journal of Probability 11, 57-106, 2006 | 415 | 2006 |
| Coherent and convex monetary risk measures for bounded cadlag processes P Cheridito, F Delbaen, M Kupper Stochastic Processes and their Applications 112 (1), 1-22, 2006 | 187 | 2006 |
| Composition of time-consistent dynamic monetary risk measures in discrete time P Cheridito, M Kupper International Journal of Theoretical and Applied Finance 14 (1), 137-162, 2011 | 182 | 2011 |
| Representation results for law invariant time consistent functions M Kupper, W Schachermayer Mathematics and Financial Economics 2 (3), 189-210, 2009 | 181 | 2009 |
| Risk preferences and their robust representation S Drapeau, M Kupper Mathematics of Operations Research 38 (1), 28-62, 2013 | 179 | 2013 |
| Separation and duality in locally L0-convex modules D Filipovic, M Kupper, N Vogelpoth Journal of Functional Analysis 256, 3996-4029, 2009 | 154 | 2009 |
| Coherent and convex monetary risk measures for unbounded cadlag processes P Cheridito, F Delbaen, M Kupper Finance and Stochastics 9 (3), 369-387, 2005 | 119 | 2005 |
| Approaches to conditional risk D Filipovic, M Kupper, N Vogelpoth SIAM Journal on Financial Mathematics 3 (1), 402-432, 2012 | 85 | 2012 |
| Duality formulas for robust pricing and hedging in discrete time P Cheridito, M Kupper, L Tangpi SIAM Journal on Financial Mathematics 8 (1), 738-765, 2017 | 80 | 2017 |
| Equilibrium prices for monetary utility functions D Filipović, M Kupper International Journal of Theoretical and Applied Finance 11 (03), 325-343, 2008 | 74 | 2008 |
| Optimal capital and risk transfers for group diversification D Filipović, M Kupper Mathematical Finance 18 (1), 55-76, 2008 | 74 | 2008 |
| Computation of optimal transport and related hedging problems via penalization and neural networks S Eckstein, M Kupper Applied Mathematics & Optimization 83 (2), 639-667, 2021 | 71 | 2021 |
| Recursiveness of indifference prices and translation-invariant preferences P Cheridito, M Kupper Mathematics and Financial Economics 2 (3), 173-188, 2009 | 66 | 2009 |
| Equilibrium pricing in incomplete markets under translation invariant preferences P Cheridito, U Horst, M Kupper, TA Pirvu Mathematics of Operations Research 41 (1), 174–195, 2015 | 61 | 2015 |
| A semigroup approach to nonlinear Lévy processes R Denk, M Kupper, M Nendel Stochastic Processes and their Applications 130 (3), 1616-1642, 2020 | 56 | 2020 |
| Monotone and cash-invariant convex functions and hulls D Filipović, M Kupper Insurance: Mathematics and Economics 41 (1), 1-16, 2007 | 56 | 2007 |
| The algebra of conditional sets and the concepts of conditional topology and compactness S Drapeau, A Jamneshan, M Karliczek, M Kupper Journal of Mathematical Analysis and Applications 437 (1), 561–589, 2015 | 52 | 2015 |
| Conditional Analysis on R^d P Cheridito, M Kupper, N Vogelpoth Set Optimization and Applications-The State of the Art, 179-211, 2015 | 48* | 2015 |
| Robust expected utility maximization with medial limits D Bartl, P Cheridito, M Kupper Journal of Mathematical Analysis and Applications 471 (1-2), 752-775, 2019 | 45 | 2019 |
| Conditional Lp-spaces and the duality of modules over f-algebras S Cerreia-Vioglio, M Kupper, F Maccheroni, M Marinacci, N Vogelpoth Journal of Mathematical Analysis and Applications 444 (2), 1045-1070, 2016 | 44* | 2016 |
Patrick CheriditoETH ZurichVerified email at math.ethz.ch
