Johannes Temme

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All published works

Action	Title	Year	Authors
+	The geometry of financial institutions -- Wasserstein clustering of financial data	2023	Lorenz Riess Mathias Beiglböck Johannes Temme Andreas Wolf Julio Backhoff‐Veraguas
+	Estimation of nonstrict Archimedean copulas and its application to quantum networks	2014	Sandra König Hannes Kazianka Jürgen Pilz Johannes Temme
+ PDF Chat	A trajectorial interpretation of Doob’s martingale inequalities	2013	Beatrice Acciaio Mathias Beiglböck Friedrich Penkner Walter Schachermayer Johannes Temme
+ PDF Chat	Power utility maximization in exponential Lévy models: convergence of discrete-time to continuous-time maximizers	2012	Johannes Temme
+ PDF Chat	Utility maximization, risk aversion, and stochastic dominance	2011	Mathias Beiglböck Johannes Muhle‐Karbe Johannes Temme
+	Utility Maximization, Risk Aversion, and Stochastic Dominance	2011	Mathias Beiglboeck Johannes Muhle‐Karbe Johannes Temme
+ PDF Chat	Power Utility Maximization in Discrete-Time and Continuous-Time Exponential Levy Models	2011	Johannes Temme
+ PDF Chat	Utility Maximization, Risk Aversion, and Stochastic Dominance	2011	Johannes Muhle‐Karbe Mathias Beiglböck Johannes Temme
+	Utility Maximization, Risk Aversion, and Stochastic Dominance	2011	Mathias Beiglboeck Johannes Muhle‐Karbe Johannes Temme

Common Coauthors

Coauthor	Papers Together
Mathias Beiglböck	4
Johannes Muhle‐Karbe	4
Mathias Beiglboeck	2
Beatrice Acciaio	1
Hannes Kazianka	1
Jürgen Pilz	1
Julio Backhoff‐Veraguas	1
Lorenz Riess	1
Walter Schachermayer	1
Andreas Wolf	1
Sandra König	1
Friedrich Penkner	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS	2011	Marcel Nutz	5
+ PDF Chat	Power Utility Maximization in Discrete-Time and Continuous-Time Exponential Levy Models	2011	Johannes Temme	3
+ PDF Chat	Utility maximization in models with conditionally independent increments	2010	Jan Kallsen Johannes Muhle‐Karbe	3
+ PDF Chat	Sensitivity analysis of utility-based prices and risk-tolerance wealth processes	2006	Dmitry Kramkov Mihai Ŝırbu	3
+ PDF Chat	The Existence of Probability Measures with Given Marginals	1965	Volker Strassen	3
+ PDF Chat	The numéraire portfolio in semimartingale financial models	2007	Ioannis Karatzas Constantinos Kardaras	2
+ PDF Chat	The Bellman equation for power utility maximization with semimartingales	2012	Marcel Nutz	2
+ PDF Chat	In which financial markets do mutual fund theorems hold true?	2008	Walter Schachermayer Mihai Ŝırbu Erik Taflin	2
+ PDF Chat	Asymptotic properties of power variations of Lévy processes	2007	Jean Jacod	2
+ PDF Chat	NO‐FREE‐LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT	2009	Constantinos Kardaras	2
+	Small-time moment asymptotics for Lévy processes	2008	José E. Figueroa‐López	2
+ PDF Chat	Copula goodness-of-fit testing: an overview and power comparison	2009	Daniel Berg	1
+ PDF Chat	Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models	2008	Christian Genest Bruno Rémillard	1
+	On pathwise stochastic integration	1995	Rajeeva L. Karandikar	1
+ PDF Chat	On the distribution of maxima of martingales	1978	Lester E. Dubins David Gilat	1
+	From the Minimal Entropy Martingale Measures to the Optimal Strategies for the Exponential Utility Maximization: the Case of Geometric Lévy Processes	2004	Tsukasa Fujiwara	1
+	Probabilistic Metric Spaces	1983	B. Schweizer A. Sklar	1
+	The Lerch zeta-function	2003	Antanas Laurinčikas Ramūnas Garunkštis	1
+ PDF Chat	Robust pricing and hedging of double no-touch options	2011	Alexander M. G. Cox Jan Obłój	1
+	Theory of probability	1939	Harold Jeffreys R. Bruce Lindsay	1
+ PDF Chat	Model-independent hedging strategies for variance swaps	2012	David Hobson Martin Klimmek	1
+	Bayesian spatial modeling and interpolation using copulas	2010	Hannes Kazianka Jürgen Pilz	1
+	The Best Doob-Type Bounds for the Maximum of Brownian Paths	1998	Goran Peškir	1
+	Multivariate Survival Modelling: A Unified Approach with Copulas	2001	Pierre Georges Arnaud-Guilhem Lamy Emeric Nicolas Guillaume Quibel Thierry Roncalli	1
+ PDF Chat	The maximum maximum of a martingale	1998	David Hobson	1
+	Levy Processes and Infinitely Divisible Distributions	1999	Ken‐iti Sato	1
+ PDF Chat	Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions	2009	Alexander J. McNeil Johanna Nešlehová	1
+	The Lerch Zeta-function	2003	Antanas Laurinčikas Ramūnas Garunkštis	1
+	The Best Bound in the L logL Inequality of Hardy and Littlewood and its Martingale Counterpart	1986	David Gilat	1
+	Explorations in martingale theory and its applications	1991	Donald L. Burkholder	1
+	Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données	1986	Christian Genest Robert J. MacKay	1
+ PDF Chat	Some sharp martingale inequalities related to Doob's inequality	1984	David Cox	1
+	On Local Martingale and its Supremum: Harmonic Functions and beyond	2006	Jan Obłój Marc Yor	1
+ PDF Chat	Une solution simple au probleme de Skorokhod	1979	Jacques Azéma Marc Yor	1
+	Statistical Inference Procedures for Bivariate Archimedean Copulas	1993	Christian Genest Louis‐Paul Rivest	1
+	Optimal Stopping in the <i>L</i> log <i>L</i> -Inequality of Hardy and Littlewood	1998	S. E. Graversen Goran Peškir	1
+	A semiparametric estimation procedure of dependence parameters in multivariate families of distributions	1995	Christian Genest Kilani Ghoudi Louis‐Paul Rivest	1
+ PDF Chat	The best bound in the 𝐿𝑙𝑜𝑔𝐿 inequality of Hardy and Littlewood and its martingale counterpart	1986	David Gilat	1
+	Bivariate survival modeling: a Bayesian approach based on Copulas	2006	José S. Romeo Nelson I. Tanaka Antonio C. Pedroso-de-Lima	1
+	A mixed copula model for insurance claims and claim sizes	2011	Claudia Czado Rainer Kastenmeier Eike Christian Brechmann Aleksey Min	1
+	Likelihood inference for Archimedean copulas in high dimensions under known margins	2012	Marius Hofert Martin Mächler Alexander J. McNeil	1