Roger J. A. Laeven

Publication Activity (10 Years)

Years Active: 2013-2022
Publications (10 Years): 5

Top Topics

Optimal Stopping

Top Venues

Math. Oper. Res.

J. Econ. Theory

Publications

Louis Eeckhoudt, Roger J. A. Laeven
Dual Moments and Risk Attitudes. Oper. Res. 70 (3) (2022)
Fabio Bellini, Roger J. A. Laeven, Emanuela Rosazza Gianin
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures. Eur. J. Oper. Res. 291 (2) (2021)
Servaas van Bilsen, Roger J. A. Laeven, Theo E. Nijman
Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level. Manag. Sci. 66 (9) (2020)
Louis Eeckhoudt, Roger J. A. Laeven, Harris Schlesinger
Risk apportionment: The dual story. J. Econ. Theory 185 (2020)
Volker Krätschmer, Marcel Ladkau, Roger J. A. Laeven, John Schoenmakers, Mitja Stadje
Optimal Stopping Under Uncertainty in Drift and Jump Intensity. Math. Oper. Res. 43 (4) (2018)
Roger J. A. Laeven, Mitja Stadje
Robust Portfolio Choice and Indifference Valuation. Math. Oper. Res. 39 (4) (2014)
Roger J. A. Laeven, Mitja Stadje
Entropy Coherent and Entropy Convex Measures of Risk. Math. Oper. Res. 38 (2) (2013)