@article {32339,
	title = {Estimating the roughness exponent of stochastic volatility from discrete observations of the realized variance},
	year = {Submitted},
	url = {http://arxiv.org/abs/2307.02582},
	author = {Xiyue Han and Alexander Schied}
}
@article {36824,
	title = {Lambda Value-at-Risk under ambiguity and risk sharing},
	year = {Submitted},
	url = {http://arxiv.org/abs/2511.00717},
	author = {Peng Liu and Alexander Schied}
}
@inbook {36682,
	title = {Universal portfolios in continuous time: an approach in pathwise It\^o calculus},
	year = {Submitted},
	url = {https://arxiv.org/abs/2504.11881},
	author = {Xiyue Han and Alexander Schied}
}
@article {31578,
	title = {Robust Faber\&ndash;Schauder approximation based on discrete observations of an antiderivative},
	journal = {Mathematics of Operations Research},
	year = {Accepted},
	url = {http://arxiv.org/abs/2211.11907},
	author = {Xiyue Han and Alexander Schied}
}
@article {36649,
	title = {Sample Path Properties of the Fractional Wiener-\&ndash;Weierstrass Bridge},
	journal = {Bernoulli},
	year = {Accepted},
	url = {https://arxiv.org/abs/2411.05204},
	author = {Alexander Schied and Zhenyuan Zhang}
}
@article {32317,
	title = {Multiarmed bandits problem under the mean-variance setting},
	journal = {European Journal of Operational Research},
	volume = {324},
	year = {2025},
	pages = {168-182},
	url = {https://www.sciencedirect.com/science/article/pii/S0377221725002085},
	author = {Hongda Hu and Arthur Charpentier and Mario Ghossoub and Alexander Schied}
}
@article {36679,
	title = {On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models},
	journal = {SIAM Journal on Financial Mathematics},
	volume = {16},
	year = {2025},
	pages = {1336{\textendash}1349},
	url = {https://arxiv.org/abs/2504.09276},
	author = {Xiyue Han and Alexander Schied}
}
@article {32773,
	title = {The roughness exponent and its model-free estimation},
	journal = {Annals of Applied Probability},
	volume = {35},
	year = {2025},
	pages = {1049-1082},
	url = {https://arxiv.org/abs/2111.10301},
	author = {Xiyue Han and Alexander Schied}
}
@book {35700,
	title = {Stochastic Finance. An Introduction in Discrete Time. 5th revised and extended edition.},
	year = {2025},
	pages = {xviii + 646},
	publisher = {De Gruyter},
	organization = {De Gruyter},
	edition = {5th revised and extended edition},
	url = {https://www.degruyterbrill.com/document/isbn/9783111045283/html},
	author = {Hans F{\"o}llmer and Alexander Schied}
}
@article {35828,
	title = {A criterion for absolute continuity relative to the law of fractional Brownian motion},
	journal = {Electronic Communications in Probability},
	volume = {29},
	year = {2024},
	pages = {1-10},
	url = {https://doi.org/10.1214/24-ECP646},
	author = {Xiyue Han and Alexander Schied}
}
@article {34834,
	title = {The perturbation method applied to a robust optimization problem with constraint},
	journal = {Mathematics and Financial Economics},
	volume = {18},
	year = {2024},
	pages = {95-112},
	url = {https://link.springer.com/article/10.1007/s11579-024-00358-y},
	author = {Peng Luo and Alexander Schied and Xiaole Xue}
}
@article {32130,
	title = {Weierstrass bridges},
	journal = {Transactions of the AMS},
	volume = {377},
	year = {2024},
	pages = {2947-2989},
	url = {https://arxiv.org/abs/2304.04944},
	author = {Alexander Schied and Zhenyuan Zhang}
}
@article {HanSchiedZhang2,
	title = {A limit theorem for Bernoulli convolutions and the Φ-variation of functions in the Takagi class.},
	journal = {Journal of Theoretical Probability},
	volume = {35},
	year = {2022},
	pages = {2853{\textendash}2878},
	url = {https://arxiv.org/abs/2102.02745},
	author = {Xiyue Han and Alexander Schied and Zhenyuan Zhang}
}
@article {NeumanSchied18,
	title = {Protecting Pegged Currency Markets from Speculative Investors},
	journal = {Mathematical Finance},
	volume = {32},
	year = {2022},
	pages = {405-420},
	url = {http://dx.doi.org/10.1111/mafi.12324},
	author = {Neuman, Eyal and Schied, Alexander}
}
@article {EmbrechtsSchiedWang,
	title = {Robustness in the Optimization of Risk Measures},
	journal = {Operations Research},
	volume = {70},
	year = {2022},
	pages = {95-110},
	url = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3254587},
	author = {Paul Embrechts and Alexander Schied and Ruodu Wang}
}
@article {HanSchied,
	title = {Step roots of Littlewood polynomials and the extrema of functions in the Takagi class},
	journal = {Mathematical Proceedings of the Cambridge Philosophical Society},
	volume = {173},
	year = {2022},
	pages = {591{\textendash}618},
	url = {https://www.doi.org/10.1017/S0305004122000020},
	author = {Han, Xiyue and Schied, Alexander}
}
@article {LiuSchiedWang,
	title = {Distributional transforms, probability distortions, and their applications},
	journal = {Mathematics of Operations Research},
	volume = {46},
	year = {2021},
	pages = {1490-1512},
	url = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3419388},
	author = {Peng Liu and Alexander Schied and Ruodu Wang}
}
@article {28582,
	title = {An FBSDE approach to market impact games with stochastic parameters},
	journal = {Probability, Uncertainty and Quantitative Risk},
	volume = {6},
	year = {2021},
	pages = {237-260},
	url = {https://www.aimsciences.org/article/doi/10.3934/puqr.2021012},
	author = {Samuel Drapeau and Peng Luo and Alexander Schied and Dewen Xiong}
}
@article {SchiedStrehle,
	title = {On the minimizers of energy forms with completely monotone kernel},
	journal = {Applied Mathematics and Optimization},
	volume = {83},
	year = {2021},
	pages = {177{\textendash}205},
	author = {Alexander Schied and Elias Strehle}
}
@article {MR4149320,
	title = {A probabilistic approach to the Φ-variation of classical fractal functions with critical roughness},
	journal = {Statist. Probab. Lett.},
	volume = {168},
	year = {2021},
	pages = {108920, 6},
	issn = {0167-7152},
	author = {Han, Xiyue and Schied, Alexander and Zhang, Zhenyuan}
}
@article {MR4140045,
	title = {A central bank strategy for defending a currency peg},
	journal = {Systems Control Lett.},
	volume = {144},
	year = {2020},
	pages = {104761, 7},
	issn = {0167-6911},
	author = {Neuman, Eyal and Schied, Alexander and Weng, Chengguo and Xue, Xiaole}
}
@article {MR4163851,
	title = {On the $p$th variation of a class of fractal functions},
	journal = {Proc. Amer. Math. Soc.},
	volume = {148},
	number = {12},
	year = {2020},
	pages = {5399{\textendash}5412},
	issn = {0002-9939},
	author = {Schied, Alexander and Zhang, Zhenyuan}
}
@article {MR3920716,
	title = {A market impact game under transient price impact},
	journal = {Math. Oper. Res.},
	volume = {44},
	number = {1},
	year = {2019},
	pages = {102{\textendash}121},
	issn = {0364-765X},
	author = {Schied, Alexander and Zhang, Tao}
}
@article {LuoSchied,
	title = {Nash equilibrium for risk-averse investors in a market impact game: finite and infinite time horizons},
	journal = {Market Microstructure and Liquidity},
	volume = {5},
	year = {2019},
	pages = {2050001},
	url = {https://arxiv.org/1807.03813},
	author = {Xiangge Luo and Alexander Schied}
}
@article {MR3912820,
	title = {On (signed) Takagi-Landsberg functions: $p$th variation, maximum, and modulus of continuity},
	journal = {J. Math. Anal. Appl.},
	volume = {473},
	number = {1},
	year = {2019},
	pages = {258{\textendash}272},
	issn = {0022-247X},
	author = {Mishura, Yuliya and Schied, Alexander}
}
@article {MR3856206,
	title = {Model-free portfolio theory and its functional master formula},
	journal = {SIAM J. Financial Math.},
	volume = {9},
	number = {3},
	year = {2018},
	pages = {1074{\textendash}1101},
	author = {Schied, Alexander and Speiser, Leo and Voloshchenko, Iryna}
}
@article {MR3651369,
	title = {Domains of weak continuity of statistical functionals with a view toward robust statistics},
	journal = {J. Multivariate Anal.},
	volume = {158},
	year = {2017},
	pages = {1{\textendash}19},
	issn = {0047-259X},
	author = {Kr{\"a}tschmer, Volker and Schied, Alexander and Z{\"a}hle, Henryk}
}
@article {MR3682178,
	title = {High-frequency limit of Nash equilibria in a market impact game with transient price impact},
	journal = {SIAM J. Financial Math.},
	volume = {8},
	number = {1},
	year = {2017},
	pages = {589{\textendash}634},
	author = {Schied, Alexander and Strehle, Elias and Zhang, Tao}
}
@article {MR3765122,
	title = {Price manipulation in a market impact model with dark pool},
	journal = {Appl. Math. Finance},
	volume = {24},
	number = {5},
	year = {2017},
	pages = {417{\textendash}450},
	issn = {1350-486X},
	author = {Kl{\"o}ck, Florian and Schied, Alexander and Sun, Yuemeng}
}
@article {MR3668157,
	title = {A state-constrained differential game arising in optimal portfolio liquidation},
	journal = {Math. Finance},
	volume = {27},
	number = {3},
	year = {2017},
	pages = {779{\textendash}802},
	issn = {0960-1627},
	author = {Schied, Alexander and Zhang, Tao}
}
@article {SchiedVoloshchenkoAssociativity,
	title = {The associativity rule in pathwise functional It{\^o} calculus},
	journal = {arXiv: 1605.0886},
	year = {2016},
	author = {Alexander Schied and Iryna Voloshchenko}
}
@article {MR3398747,
	title = {On a class of generalized Takagi functions with linear pathwise quadratic variation},
	journal = {J. Math. Anal. Appl.},
	volume = {433},
	number = {2},
	year = {2016},
	pages = {974{\textendash}990},
	issn = {0022-247X},
	author = {Schied, Alexander}
}
@article {MR3498321,
	title = {Constructing functions with prescribed pathwise quadratic variation},
	journal = {J. Math. Anal. Appl.},
	volume = {442},
	number = {1},
	year = {2016},
	pages = {117{\textendash}137},
	issn = {0022-247X},
	author = {Mishura, Yuliya and Schied, Alexander}
}
@article {MR3520757,
	title = {Multivariate transient price impact and matrix-valued positive definite functions},
	journal = {Math. Oper. Res.},
	volume = {41},
	number = {3},
	year = {2016},
	pages = {914{\textendash}934},
	issn = {0364-765X},
	author = {Alfonsi, Aur{\'e}lien and Kl{\"o}ck, Florian and Schied, Alexander}
}
@article {MR3479329,
	title = {Optimal portfolio liquidation in target zone models and catalytic superprocesses},
	journal = {Finance Stoch.},
	volume = {20},
	number = {2},
	year = {2016},
	pages = {495{\textendash}509},
	issn = {0949-2984},
	author = {Neuman, Eyal and Schied, Alexander}
}
@article {MR3583187,
	title = {Pathwise no-arbitrage in a class of delta hedging strategies},
	journal = {Probab. Uncertain. Quant. Risk},
	volume = {1},
	year = {2016},
	pages = {Paper No. 3, 25},
	author = {Schied, Alexander and Voloshchenko, Iryna}
}
@book {MR3859905,
	title = {Stochastic finance},
	series = {De Gruyter Graduate},
	year = {2016},
	note = {An introduction in discrete time, Fourth revised and extended edition of [ MR1925197]},
	pages = {xii+596},
	publisher = {De Gruyter, Berlin},
	organization = {De Gruyter, Berlin},
	isbn = {978-3-11-046345-3; 978-3-11-046344-6; 978-3-11-046346-0},
	author = {F{\"o}llmer, Hans and Schied, Alexander}
}
@article {MR3331780,
	title = {Quasi-Hadamard differentiability of general risk functionals and its application},
	journal = {Stat. Risk Model.},
	volume = {32},
	number = {1},
	year = {2015},
	pages = {25{\textendash}47},
	issn = {2193-1402},
	author = {Kr{\"a}tschmer, Volker and Schied, Alexander and Z{\"a}hle, Henryk}
}
@article {MR3177407,
	title = {Comparative and qualitative robustness for law-invariant risk measures},
	journal = {Finance Stoch.},
	volume = {18},
	number = {2},
	year = {2014},
	pages = {271{\textendash}295},
	issn = {0949-2984},
	author = {Kr{\"a}tschmer, Volker and Schied, Alexander and Z{\"a}hle, Henryk}
}
@article {MR3166493,
	title = {Model-free CPPI},
	journal = {J. Econom. Dynam. Control},
	volume = {40},
	year = {2014},
	pages = {84{\textendash}94},
	issn = {0165-1889},
	author = {Schied, Alexander}
}
@article {MR3047440,
	title = {Capacitary measures for completely monotone kernels via singular control},
	journal = {SIAM J. Control Optim.},
	volume = {51},
	number = {2},
	year = {2013},
	pages = {1758{\textendash}1780},
	issn = {0363-0129},
	doi = {10.1137/120862223},
	author = {Alfonsi, Aur{\'e}lien and Schied, Alexander}
}
@article {MR3127942,
	title = {A control problem with fuel constraint and Dawson-Watanabe superprocesses},
	journal = {Ann. Appl. Probab.},
	volume = {23},
	number = {6},
	year = {2013},
	pages = {2472{\textendash}2499},
	issn = {1050-5164},
	doi = {10.1214/12-AAP908},
	author = {Schied, Alexander}
}
@article {MR3105932,
	title = {Drift dependence of optimal trade execution strategies under transient price impact},
	journal = {Finance Stoch.},
	volume = {17},
	number = {4},
	year = {2013},
	pages = {743{\textendash}770},
	issn = {0949-2984},
	doi = {10.1007/s00780-013-0211-x},
	author = {Lorenz, Christopher and Schied, Alexander}
}
@inbook {HandbookGatheral,
	title = {Dynamical models for market impact and algorithms for optimal order execution.},
	booktitle = {Handbook on Systemic Risk},
	year = {2013},
	pages = {579{\textendash}602},
	publisher = {Cambridge University Press},
	organization = {Cambridge University Press},
	author = {Jim Gatheral and Alexander Schied},
	editor = {Fouque, J. P. and Langsam, J.}
}
@inbook {SchiedBronstein,
	title = {Finanzmathematik},
	booktitle = {Springer{\textendash}Taschenbuch der Mathematik},
	year = {2013},
	pages = {1015{\textendash}1029},
	publisher = {Springer{\textendash}Verlag},
	organization = {Springer{\textendash}Verlag},
	edition = {3rd},
	author = {Alexander Schied},
	editor = {Erhard Zeidler}
}
@article {MR3102553,
	title = {Probabilistic aspects of finance},
	journal = {Bernoulli},
	volume = {19},
	number = {4},
	year = {2013},
	pages = {1306{\textendash}1326},
	issn = {1350-7265},
	doi = {10.3150/12-BEJSP05},
	author = {F{\"o}llmer, Hans and Schied, Alexander}
}
@article {MR3169854,
	title = {Robust strategies for optimal order execution in the Almgren-Chriss framework},
	journal = {Appl. Math. Finance},
	volume = {20},
	number = {3},
	year = {2013},
	pages = {264{\textendash}286},
	issn = {1350-486X},
	doi = {10.1080/1350486X.2012.683963},
	author = {Schied, Alexander}
}
@article {MR2968044,
	title = {Order book resilience, price manipulation, and the positive portfolio problem},
	journal = {SIAM J. Financial Math.},
	volume = {3},
	number = {1},
	year = {2012},
	pages = {511{\textendash}533},
	doi = {10.1137/110822098},
	author = {Alfonsi, Aur{\'e}lien and Schied, Alexander and Slynko, Alla}
}
@article {MR2823706,
	title = {Qualitative and infinitesimal robustness of tail-dependent statistical functionals},
	journal = {J. Multivariate Anal.},
	volume = {103},
	year = {2012},
	pages = {35{\textendash}47},
	issn = {0047-259X},
	doi = {10.1016/j.jmva.2011.06.005},
	author = {Kr{\"a}tschmer, Volker and Schied, Alexander and Z{\"a}hle, Henryk}
}
@article {MR2943180,
	title = {Transient linear price impact and Fredholm integral equations},
	journal = {Math. Finance},
	volume = {22},
	number = {3},
	year = {2012},
	pages = {445{\textendash}474},
	issn = {0960-1627},
	doi = {10.1111/j.1467-9965.2011.00478.x},
	author = {Gatheral, Jim and Schied, Alexander and Slynko, Alla}
}
@inbook {MR3220492,
	title = {Exponential resilience and decay of market impact},
	booktitle = {Econophysics of order-driven markets},
	series = {New Econ. Windows},
	year = {2011},
	pages = {225{\textendash}236},
	publisher = {Springer, Milan},
	organization = {Springer, Milan},
	doi = {10.1007/978-88-470-1766-5_15},
	author = {Gatheral, Jim and Schied, Alexander and Slynko, Alla}
}
@article {MR2804102,
	title = {Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework},
	journal = {Int. J. Theor. Appl. Finance},
	volume = {14},
	number = {3},
	year = {2011},
	pages = {353{\textendash}368},
	issn = {0219-0249},
	doi = {10.1142/S0219024911006577},
	author = {Gatheral, Jim and Schied, Alexander}
}
@inbook {MR2883858,
	title = {Some mathematical aspects of market impact modeling},
	booktitle = {Surveys in stochastic processes},
	series = {EMS Ser. Congr. Rep.},
	year = {2011},
	pages = {153{\textendash}179},
	publisher = {Eur. Math. Soc., Z{\"u}rich},
	organization = {Eur. Math. Soc., Z{\"u}rich},
	doi = {10.4171/072-1/8},
	author = {Schied, Alexander and Slynko, Alla}
}
@book {MR2779313,
	title = {Stochastic finance},
	year = {2011},
	note = {An introduction in discrete time},
	pages = {xii+544},
	publisher = {Walter de Gruyter \& Co., Berlin},
	organization = {Walter de Gruyter \& Co., Berlin},
	edition = {extended},
	isbn = {978-3-11-021804-6},
	doi = {10.1515/9783110218053},
	author = {F{\"o}llmer, Hans and Schied, Alexander}
}
@inbook {Encyclopedia,
	title = {Coherent and convex risk measures},
	booktitle = {Encyclopedia of quantitative finance},
	year = {2010},
	pages = {355{\textendash}363},
	publisher = {John Wiley \& Sons},
	organization = {John Wiley \& Sons},
	author = {Hans F{\"o}llmer and Alexander Schied},
	editor = {Rama Cont}
}
@article {MR2786971,
	title = {Optimal basket liquidation for CARA investors is deterministic},
	journal = {Appl. Math. Finance},
	volume = {17},
	number = {6},
	year = {2010},
	pages = {471{\textendash}489},
	issn = {1350-486X},
	doi = {10.1080/13504860903565050},
	author = {Schied, Alexander and Sch{\"o}neborn, Torsten and Tehranchi, Michael}
}
@article {MR2642960,
	title = {Optimal execution strategies in limit order books with general shape functions},
	journal = {Quant. Finance},
	volume = {10},
	number = {2},
	year = {2010},
	pages = {143{\textendash}157},
	issn = {1469-7688},
	doi = {10.1080/14697680802595700},
	author = {Alfonsi, Aur{\'e}lien and Fruth, Antje and Schied, Alexander}
}
@article {MR2669402,
	title = {Optimal trade execution and absence of price manipulations in limit order book models},
	journal = {SIAM J. Financial Math.},
	volume = {1},
	number = {1},
	year = {2010},
	pages = {490{\textendash}522},
	doi = {10.1137/090762786},
	author = {Alfonsi, Aur{\'e}lien and Schied, Alexander}
}
@booklet {SchoenebornSchied,
	title = {Liquidation in the face of adversity: stealth vs. sunshine trading},
	year = {2009},
	author = {Torsten Sch{\"o}neborn and Alexander Schied}
}
@article {MR2482051,
	title = {Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets},
	journal = {Finance Stoch.},
	volume = {13},
	number = {2},
	year = {2009},
	pages = {181{\textendash}204},
	issn = {0949-2984},
	doi = {10.1007/s00780-008-0082-8},
	author = {Schied, Alexander and Sch{\"o}neborn, Torsten}
}
@inbook {HandbookNum,
	title = {Robust preferences and robust portfolio choice},
	booktitle = {Mathematical modelling and numerical methods in finance},
	series = {Handbook of Numerical Analysis},
	volume = {15},
	year = {2009},
	pages = {29{\textendash}88},
	publisher = {Elsevier},
	organization = {Elsevier},
	author = {Hans F{\"o}llmer and Alexander Schied and Stefan Weber},
	editor = {Ciarlet, P. and Bensoussan, A. and Zhang, Q.}
}
@inbook {MR2509223,
	title = {Constrained portfolio liquidation in a limit order book model},
	booktitle = {Advances in mathematics of finance},
	series = {Banach Center Publ.},
	volume = {83},
	year = {2008},
	pages = {9{\textendash}25},
	publisher = {Polish Acad. Sci. Inst. Math., Warsaw},
	organization = {Polish Acad. Sci. Inst. Math., Warsaw},
	doi = {10.4064/bc83-0-1},
	author = {Alfonsi, Aur{\'e}lien and Fruth, Antje and Schied, Alexander}
}
@conference {SchiedSchoenebornMFO,
	title = {Optimal portfolio liquidation: market impact models and optimal control},
	booktitle = {MFO Oberwolfach Reports},
	volume = {5},
	year = {2008},
	pages = {192-194},
	author = {Alexander Schied and Torsten Sch{\"o}neborn}
}
@article {MR2372995,
	title = {Robust optimal control for a consumption-investment problem},
	journal = {Math. Methods Oper. Res.},
	volume = {67},
	number = {1},
	year = {2008},
	pages = {1{\textendash}20},
	issn = {1432-2994},
	doi = {10.1007/s00186-007-0172-y},
	author = {Schied, Alexander}
}
@article {MR2340875,
	title = {A control approach to robust utility maximization with logarithmic utility and time-consistent penalties},
	journal = {Stochastic Process. Appl.},
	volume = {117},
	number = {8},
	year = {2007},
	pages = {980{\textendash}1000},
	issn = {0304-4149},
	doi = {10.1016/j.spa.2006.11.005},
	author = {Hern{\'a}ndez-Hern{\'a}ndez, Daniel and Schied, Alexander}
}
@article {MR2284014,
	title = {Optimal investments for risk- and ambiguity-averse preferences: a duality approach},
	journal = {Finance Stoch.},
	volume = {11},
	number = {1},
	year = {2007},
	pages = {107{\textendash}129},
	issn = {0949-2984},
	doi = {10.1007/s00780-006-0024-2},
	author = {Schied, Alexander}
}
@conference {HHSchiedProc,
	title = {Robust maximization of consumption with logarithmic utility.},
	booktitle = {Proceedings of the 2007 American Control Conference},
	year = {2007},
	pages = {1120-1123},
	author = {Hern{\'a}ndez-Hern{\'a}ndez, Daniel and Schied, Alexander}
}
@article {MR2382931,
	title = {Robustness of delta hedging for path-dependent options in local volatility models},
	journal = {J. Appl. Probab.},
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	year = {2007},
	pages = {865{\textendash}879},
	issn = {0021-9002},
	doi = {10.1239/jap/1197908810},
	author = {Schied, Alexander and Stadje, Mitja}
}
@article {MR2263865,
	title = {Risk measures and robust optimization problems},
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@article {MR2323191,
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}
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@book {MR2169807,
	title = {Stochastic finance},
	series = {De Gruyter Studies in Mathematics},
	volume = {27},
	year = {2004},
	note = {An introduction in discrete time},
	pages = {xii+459},
	publisher = {Walter de Gruyter \& Co., Berlin},
	organization = {Walter de Gruyter \& Co., Berlin},
	edition = {extended},
	isbn = {3-11-018346-3},
	doi = {10.1515/9783110212075},
	author = {F{\"o}llmer, Hans and Schied, Alexander}
}
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	title = {Convex measures of risk and trading constraints},
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	issn = {0949-2984},
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	author = {F{\"o}llmer, Hans and Schied, Alexander}
}
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	author = {Schied, Alexander}
}
@inbook {MR1929370,
	title = {Robust preferences and convex measures of risk},
	booktitle = {Advances in finance and stochastics},
	year = {2002},
	pages = {39{\textendash}56},
	publisher = {Springer, Berlin},
	organization = {Springer, Berlin},
	doi = {10.1515/9783110198065},
	author = {F{\"o}llmer, Hans and Schied, Alexander}
}
@inbook {Sondermann,
	title = {Robust preferences and convex measures of risk},
	booktitle = {Advances in finance and stochastics. Essays in honour of Dieter Sondermann},
	year = {2002},
	pages = {39{\textendash}56},
	publisher = {Springer{\textendash}Verlag},
	organization = {Springer{\textendash}Verlag},
	author = {Hans F{\"o}llmer and Alexander Schied},
	editor = {Sandmann, K. and Sch{\"o}nbucher, P.}
}
@book {MR1925197,
	title = {Stochastic finance},
	series = {De Gruyter Studies in Mathematics},
	volume = {27},
	year = {2002},
	note = {An introduction in discrete time},
	pages = {x+422},
	publisher = {Walter de Gruyter \& Co., Berlin},
	organization = {Walter de Gruyter \& Co., Berlin},
	isbn = {3-11-017119-8},
	doi = {10.1515/9783110198065},
	author = {F{\"o}llmer, Hans and Schied, Alexander}
}
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	author = {Schied, Alexander}
}
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	issn = {0022-1236},
	doi = {10.1006/jfan.1999.3474},
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}
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}
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}
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	publisher = {Universit{\"a}t Bonn, Mathematisches Institut, Bonn},
	organization = {Universit{\"a}t Bonn, Mathematisches Institut, Bonn},
	author = {Schied, Alexander}
}
