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• [6]
  

  2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900480

  Hellmann, T., & Thijssen, J.J.J., 2016. Fear of the market or fear of the competitor? Ambiguity in a real options game, Center for Mathematical Economics Working Papers, no.533, Januar 2016., Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [5]
  

  2016 | Bielefelder E-Dissertation | PUB-ID: 2901164

  Hellmann, T., 2016. Essays on the Foster-Hart measure of riskiness and ambiguity in real options games, Bielefeld: Universität Bielefeld.

  PUB | PDF
   
• [4]
  

  2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2718243

  Riedel, F., & Hellmann, T., 2015. The Foster-Hart measure of riskiness for general gambles. Theoretical Economics, 10(1), p 1-9.

  PUB | DOI | WoS
   
• [3]
  

  2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2775531

  Hellmann, T., & Riedel, F., 2015. A Dynamic Extension of the Foster-Hart Measure of Riskiness. Journal of Mathematical Economics, 59, p 66-70.

  PUB | DOI | WoS
   
• [2]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2699987

  Hellmann, T., & Riedel, F., 2014. A Dynamic Extension of the Foster-Hart Measure of Riskiness, Center for Mathematical Economics Working Papers, no.528, Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [1]
  

  2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674036

  Riedel, F., & Hellmann, T., 2013. The Foster-Hart measure of riskiness for general gambles, Working Papers. Institute of Mathematical Economics, no.474, Bielefeld: Center for Mathematical Economics.

  PUB | PDF