KOPSDas digitale Repositorium erfasst, speichert, erhält, erschließt und verbreitet digitale Forschungsergebnisse.http://kops.uni-konstanz.de:802017-12-14T12:19:08Z2017-12-14T12:19:08ZSeparation and duality in locally L<sup>0</sup>-convex modulesFilipović, DamirKupper, Michaelpop243845Vogelpoth, Nicolas123456789/409422017-12-14T09:04:48Z2009-06Separation and duality in locally L<sup>0</sup>-convex modules
Filipović, Damir; Kupper, Michael; Vogelpoth, Nicolas
Motivated by financial applications, we study convex analysis for modules over the ordered ring L<sup>0</sup> of random variables. We establish a module analogue of locally convex vector spaces, namely locally L<sup>0</sup>-convex modules. In this context, we prove hyperplane separation theorems. We investigate continuity, subdifferentiability and dual representations of Fenchel–Moreau type for L<sup>0</sup>-convex functions from L<sup>0</sup>-modules into L<sup>0</sup>. Several examples and applications are given.
2009-06Filipović, DamirKupper, MichaelVogelpoth, Nicolas510Motivated by financial applications, we study convex analysis for modules over the ordered ring L<sup>0</sup> of random variables. We establish a module analogue of locally convex vector spaces, namely locally L<sup>0</sup>-convex modules. In this context, we prove hyperplane separation theorems. We investigate continuity, subdifferentiability and dual representations of Fenchel–Moreau type for L<sup>0</sup>-convex functions from L<sup>0</sup>-modules into L<sup>0</sup>. Several examples and applications are given.JOURNAL_ARTICLEeng10.1016/j.jfa.2008.11.0150022-12361096-07833996402925612Journal of Functional Analysis2017-12-14T10:04:48+01:00123456789/39Journal of Functional Analysis ; 256 (2009), 12. - S. 3996-4029. - ISSN 0022-1236. - eISSN 1096-07832017-12-14T09:04:48ZRepresentation results for law invariant time consistent functionsKupper, Michaelpop243845Schachermayer, Walter123456789/409412017-12-14T08:52:23Z2009-09-01Representation results for law invariant time consistent functions
Kupper, Michael; Schachermayer, Walter
2009-09-01Kupper, MichaelSchachermayer, Walter510JOURNAL_ARTICLEeng10.1007/s11579-009-0019-91862-96791862-966018921023Mathematics and Financial Economics2017-12-14T09:52:23+01:00123456789/39Mathematics and Financial Economics ; 2 (2009), 3. - S. 189-210. - ISSN 1862-9679. - eISSN 1862-96602017-12-14T08:52:23ZRecursiveness of indifference prices and translation-invariant preferencesCheridito, PatrickKupper, Michaelpop243845123456789/409402017-12-14T08:40:30Z2009-09Recursiveness of indifference prices and translation-invariant preferences
Cheridito, Patrick; Kupper, Michael
We consider an economic agent with dynamic preferences over a set of uncertain monetary payoffs. We assume that preferences are updated in a time-consistent way as more information is becoming available. Our main result is that the agent’s indifference prices are recursive if and only if the preferences are translation-invariant. The proof is based on a characterization of time-consistency of dynamic preferences in terms of indifference sets. As a special case, we obtain that expected utility leads to recursive indifference prices if and only if absolute risk aversion is constant, that is, the Bernoulli utility function is linear or exponential.
2009-09Cheridito, PatrickKupper, Michael510We consider an economic agent with dynamic preferences over a set of uncertain monetary payoffs. We assume that preferences are updated in a time-consistent way as more information is becoming available. Our main result is that the agent’s indifference prices are recursive if and only if the preferences are translation-invariant. The proof is based on a characterization of time-consistency of dynamic preferences in terms of indifference sets. As a special case, we obtain that expected utility leads to recursive indifference prices if and only if absolute risk aversion is constant, that is, the Bernoulli utility function is linear or exponential.JOURNAL_ARTICLEeng10.1007/s11579-009-0020-31862-96791862-966017318823Mathematics and Financial Economics2017-12-14T09:40:30+01:00123456789/39Mathematics and Financial Economics ; 2 (2009), 3. - S. 173-188. - ISSN 1862-9679. - eISSN 1862-96602017-12-14T08:40:30ZEvent Summary of the Workshop on Visual Analytics : June 4, 2005, Darmstadt GermanyJointly organized by University of Konstanz and Fraunhofer IGDKeim, Danielpop25665Kohlhammer, JörnMay, ThorstenThomas, Jim123456789/409392017-12-14T08:29:14Z2006-04Event Summary of the Workshop on Visual Analytics : June 4, 2005, Darmstadt GermanyJointly organized by University of Konstanz and Fraunhofer IGD
Keim, Daniel; Kohlhammer, Jörn; May, Thorsten; Thomas, Jim
Experts from both the United States and Europe were invited to the Fraunhofer Institute of Computer Graphics in Darmstadt to discuss visions and ideas in the emerging field of Visual Analytics. Starting from the NVAC initiative (National Visualization and Analytics Center) in the US, a number of research programs and initiatives currently evolve in this direction. While in the United States there is an applicable emphasis on homeland security among other fields, there is no such strong focus in Europe where a large number of application areas offer a wide range of opportunities. The European Union is expected to establish a multidisciplinary research program, combing data mining technology, visualization, and interaction within the 7th Framework Program.
2006-04Keim, DanielKohlhammer, JörnMay, ThorstenThomas, Jim004Experts from both the United States and Europe were invited to the Fraunhofer Institute of Computer Graphics in Darmstadt to discuss visions and ideas in the emerging field of Visual Analytics. Starting from the NVAC initiative (National Visualization and Analytics Center) in the US, a number of research programs and initiatives currently evolve in this direction. While in the United States there is an applicable emphasis on homeland security among other fields, there is no such strong focus in Europe where a large number of application areas offer a wide range of opportunities. The European Union is expected to establish a multidisciplinary research program, combing data mining technology, visualization, and interaction within the 7th Framework Program.JOURNAL_ARTICLEeng10.1016/j.cag.2006.01.0030097-84931873-7684284286302Computers & Graphics2017-12-14T09:29:14+01:00123456789/36Computers & Graphics ; 30 (2006), 2. - S. 284-286. - ISSN 0097-8493. - eISSN 1873-76842017-12-14T08:29:14Z