34 citations · 34 across the 1 of their papers we have counts for
3 papers
Generalized statistical arbitrage concepts and related gain strategies
Christian Rein, Ludger Rüschendorf, Thorsten Schmidt
Generalized statistical arbitrage concepts are introduced corresponding to trading strategies which yield positive gains on average in a class of scenarios rather than almost surel…
Optimal Payoffs under State-dependent Preferences
Carole Bernard, Franck Moraux, Ludger Rueschendorf +1
Most decision theories, including expected utility theory, rank dependent utility theory and cumulative prospect theory, assume that investors are only interested in the distributi…
Comparison of semimartingales and Lévy processes
Jan Bergenthum, Ludger Rüschendorf
In this paper, we derive comparison results for terminal values of -dimensional special semimartingales and also for finite-dimensional distributions of multivariate Lévy proces…