1

COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS

Berend Roorda, J. M. Schumacher, Jacob Engwerda
Journal:
Mathematical Finance
Year:
2005
Language:
english
File:
PDF, 181 KB
english, 2005
3

Membership conditions for consistent families of monetary valuations

Roorda, Berend, Schumacher, Hans
Journal:
Statistics & Risk Modeling
Year:
2013
Language:
english
File:
PDF, 263 KB
english, 2013
11

On evolutionary ray-projection dynamics

Reinoud Joosten, Berend Roorda
Journal:
Mathematical Methods of Operations Research
Year:
2011
Language:
english
File:
PDF, 237 KB
english, 2011
17

Managing Uncertainty During R&d Projects: A Case Study

Wouters, Marc, Roorda, Berend, Gal, Ruud
Journal:
Research-Technology Management
Year:
2011
Language:
english
File:
PDF, 1.11 MB
english, 2011
18

Noise Minimization in Factor Models

Heij, Christiaan, Roorda, Berend
Journal:
IFAC Proceedings Volumes
Year:
1994
Language:
english
File:
PDF, 986 KB
english, 1994
19

The strictest common relaxation of a family of risk measures

Berend Roorda, J.M. Schumacher
Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 245 KB
english, 2011
23

Optimal Angle Reduction : A Behavioral Approach To Linear System Approximation

Roorda, Berend, Weiland, Siep
Journal:
SSRN Electronic Journal
Year:
2000
Language:
english
File:
PDF, 259 KB
english, 2000
26

Algorithms for global total least squares modelling of finite multivariable time series

Berend Roorda
Journal:
Automatica
Year:
1995
Language:
english
File:
PDF, 1.56 MB
english, 1995
30

Weakly time consistent concave valuations and their dual representations

Roorda, Berend, Schumacher, Johannes M.
Journal:
Finance and Stochastics
Year:
2016
Language:
english
File:
PDF, 1.32 MB
english, 2016
31

An algorithm for sequential tail value at risk for

Berend Roorda
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 569 KB
english, 2010