Research output per year
Research output per year
Personal profile
Research interests
My research focuses on Monte Carlo simulation methods, in particular MCMC and LSMC, often in connection with problems from quantitative finance and risk management. I am also interested in the economics of risk, uncertainty, information and time.
My past and present working papers are found either on SSRN or arXiv.
Current courses
Click here for my courses.
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Collaborations and top research areas from the last five years
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Comparative risk aversion vs. threshold choice in the Omega ratio
Balter, A., Chau, K. W. & Schweizer, N., Feb 2024, In: Omega-International Journal of Management Science. 123, 15 p., 102992.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Robust decisions for heterogeneous agents via certainty equivalents
Balter, A. & Schweizer, N., 16 Aug 2024, In: European Journal of Operational Research. 317, 1, p. 171-184Research output: Contribution to journal › Article › Scientific › peer-review
Open Access1 Citation (Scopus) -
Robust multiple stopping — A duality approach
Laeven, R. J. A., Schoenmakers, J. G. M., Schweizer, N. & Stadje, M. A., May 2024, (E-pub ahead of print) In: Mathematics of Operations Research.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile10 Downloads (Pure) -
Solving maxmin optimization problems via population games
Balter, A., Schumacher, J. M. & Schweizer, N., May 2024, In: Journal of Optimization Theory and Applications. 201, 2, p. 760-789 30 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Comment on A theoretical foundation of ambiguity measurement
Fu, R., Melenberg, B. & Schweizer, N., Jan 2023, In: Journal of Economic Theory. 207, 105573.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access1 Citation (Scopus)