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Ruben Schlotter

Observed name: Schlotter, Ruben
ORCID: 0000-0003-2708-3726
Observed ORCID: 0000-0003-2708-3726
OpenAlex ID: A5040743228
Entropy based risk measures
2019 · Alois Pichler, Ruben Schlotter · European Journal of Operational Research · 54
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Martingale characterizations of risk-averse stochastic optimization problems
2019 · Alois Pichler, Ruben Schlotter · Mathematical Programming · 12
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A Review and Some Complements on Quantile Risk Measures and Their Domain
2017 · Sebastian Fuchs, Ruben Schlotter, et al. · Risks · 11
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Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures
2022 · Alois Pichler, Ruben Schlotter · Mathematics of Operations Research · 10
Quantification of risk in classical models of finance
2021 · Alois Pichler, Ruben Schlotter · Quantitative Finance · 5
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A Distributionally Robust Random Utility Model
2025 · Emerson Melo, David Müller, et al. · Economic Theory · 3
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Works count: 8
Citation count: 95
H-index: 5
I10-index: 4
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