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researcher

Martin Schweizer

3 papers hereh-index 117 citations6 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR1
  • q-fin.MF1
  • q-fin.PM1
same name
  • Martin Schweizer — 1 paper, h 4

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20122026
most citedMean-variance hedging via stochastic control and BSDEs for general semimartingales

39 citations · 39 across the 3 of their papers we have counts for

collaborators
Showing 2026Show all

1 paper · 1 filter

q-fin.MF2026

Cash-invariant hull representation of divergence preferences

Aleš Černý, Johannes Ruf, Martin Schweizer

Uniformly weighted divergence preferences (UWDP) introduced in Maccheroni et al. (2006) are an important class of risk-averse preferences that contain as a special case the monoton…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.