• 228 Citations
  • 7 h-Index
19952019

Research output per year

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Research Output

2019

A universal update rule for consistent choice

Roorda, B. & Joosten, R. A. M. G., 9 Oct 2019, (Unpublished) 39 p.

Research output: Working paper

File
79 Downloads (Pure)

On the Logic of Choice

Roorda, B. & Joosten, R. A. M. G., 9 Oct 2019, (Unpublished).

Research output: Working paper

File
75 Downloads (Pure)
2017

Consistent Preferences with Fixed Point Updates

Roorda, B. & Joosten, R. A. M. G., 28 Jul 2017, (In preparation) p. -.

Research output: Working paper

File
236 Downloads (Pure)
2016

Weakly time consistent concave valuations and their dual representations

Roorda, B. & Schumacher, J. M., 18 Nov 2016, In : Finance and stochastics. 20, 1, p. 123-151

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
3 Citations (Scopus)
59 Downloads (Pure)
2015
File
11 Downloads (Pure)
2014

Tuned Risk Aversion as Interpretation of Non-Expected Utility Preferences.

Roorda, B. & Joosten, R. A. M. G., 30 Jun 2014, p. -.

Research output: Contribution to conferencePaper

File
24 Downloads (Pure)
2013

Membership conditions for consistent families of monetary valuations

Roorda, B. & Schumacher, H., 2013, In : Statistics & risk modeling. 30, 3, p. 255-280

Research output: Contribution to journalArticleAcademicpeer-review

2 Citations (Scopus)

The Interval Market Model in Mathematical Finance

Bernhard, P., Engwerda, J. C., Roorda, B., Schumacher, J. M., Kolokoltsov, V., Saint-Pierre, P. & Aubin, J-P., 2013, New York: Springer. (Static & Dynamic Game Theory: Foundations & Applications)

Research output: Book/ReportBook editingAcademic

7 Citations (Scopus)
2011

Attractive evolutionary equilibria

Joosten, R. A. M. G. & Roorda, B., 14 Apr 2011, 26 p. Jena, Germany : Max Planck Gesellschaft.

Research output: Other contributionOther research output

File
11 Downloads (Pure)

A unified proof of dynamic stability of interior ESS for projection dynamics

Joosten, R. A. M. G. & Roorda, B., 15 Jan 2011, p. -.

Research output: Contribution to conferencePaper

File
10 Downloads (Pure)

Managing uncertainty during r&d projects: a case study

Wouters, M., Roorda, B. & Gal, R., 2011, In : Research technology management. 54, 2, p. 37-46

Research output: Contribution to journalArticleAcademicpeer-review

9 Citations (Scopus)

On evolutionary ray-projection dynamics

Joosten, R. A. M. G. & Roorda, B., 2011, In : Mathematical methods of operations research. 74, 2, p. 147-161 15 p.

Research output: Contribution to journalArticleAcademicpeer-review

File
3 Citations (Scopus)
37 Downloads (Pure)

The strictest common relaxation of a family of risk measures

Roorda, B. & Schumacher, J. M., 2011, In : Insurance: mathematics & economics. 48, 1, p. 29-34

Research output: Contribution to journalArticleAcademicpeer-review

File
1 Citation (Scopus)
54 Downloads (Pure)
2010

An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree

Roorda, B., 2010, In : Annals of operations research. 181, 1, p. 463-483 21 p.

Research output: Contribution to journalArticleAcademicpeer-review

File
2 Citations (Scopus)
59 Downloads (Pure)
2009

Generalized projection dynamics in evolutionary game theory

Joosten, R. A. M. G. & Roorda, B., 30 Jan 2009, Enschede, the Netherlands: University of Twente. 23 p.

Research output: Book/ReportReportOther research output

File
13 Downloads (Pure)

Time Consistency of Nonconvex Risk Measures

Roorda, B. & Schumacher, J. M., 2009, Tilburg, The Netherlands: Netspar, Network for Studies on Pensions, Aging and Retirement. 32 p. (Discussion Paper; no. 01/2009 - 006)

Research output: Book/ReportReportProfessional

Valuation of R&D investments for new products: A real options approach focusing on key uncertainties.

Wouters, M., Roorda, B. & Gal, R., 8 Dec 2009, IEEE International Conference on Industrial Engineering and Engineering Management, 2009. p. -

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

2008

Generalized projection dynamics in evolutionary game theory

Joosten, R. A. M. G. & Roorda, B., 2008, In : Papers on economics & evolution. 2008, #0811, p. 1-26 26 p.

Research output: Contribution to journalArticleAcademicpeer-review

File
25 Downloads (Pure)

How to apply Tail Value at Risk over multiple time steps avoiding accumulation of conservatism and extra parameters

Roorda, B. & Schumacher, J. M., 15 Jul 2008, p. -.

Research output: Contribution to conferencePaper

2007

Time consistency conditions for acceptability measures, with an application to Tail Value at Risk

Roorda, B. & Schumacher, J. M., 2007, In : Insurance: mathematics & economics. 40, 2, p. 209-230

Research output: Contribution to journalArticleAcademicpeer-review

37 Citations (Scopus)
2005

Coherent acceptability measures in multiperiod models

Roorda, B., Schumacher, J. M. & Engwerda, J., 2005, In : Mathematical finance. 15, 4, p. 589-612 24 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
67 Citations (Scopus)
50 Downloads (Pure)

Performance of hedging strategies in interval models

Roorda, B., Engwerda, J. & Schumacher, J. M., 2005, In : Kybernetika. 41, 5, p. 575-592 18 p.

Research output: Contribution to journalArticleAcademicpeer-review

File
7 Citations (Scopus)
18 Downloads (Pure)
File
44 Downloads (Pure)
2002
File
7 Downloads (Pure)
2001

Optimal angle reduction - a behavioral approach to linear system approximation

Roorda, B. & Fuhrmann, P. A., 2001, In : Linear algebra and its applications. 337, 1-3, p. 189-235 47 p.

Research output: Contribution to journalArticleAcademicpeer-review

3 Citations (Scopus)
2000

Hedge performance in interval models

Roorda, B., Engwerda, J. & Schumacher, J. M., 2000, p. -.

Research output: Contribution to conferencePaper

Hedging in an interval model

Roorda, B., Engwerda, J. & Schumacher, J. M., 2000, p. 87-87. 1 p.

Research output: Contribution to conferencePaper

Optimal Hankel-norm model reduction by truncation of trajectories

Roorda, B. & Weiland, S., 2000, Proceedings of the 14th International Symposium of Mathematical Theory of Networks and Systems, 19-23 June 2000, Perpignan, France. p. -

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

1999

A behavioral approach to optimal model reduction

Roorda, B. & Weiland, S., 1999, Proceedings of the American Control Conference, 2-4 June 1999, San Diego, USA. p. 4461-4465 5 p.

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

1 Citation (Scopus)

An optimal model approximation scheme for linear time-invariant behaviors

Roorda, B. & Weiland, S., 1999, Proceedings of the European Control Conference, 31 August-3 September 1999, Karlsruhe, Germany. p. -

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

A sunny view on simple systems

Roorda, B., 1999, The mathematics of systems and control - from intelligent control to behavioral systems, on the occasion of Jan C. Willems 60th birthday. Polderman, J. W. & Trentelman, H. L. (eds.). p. 151-160

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

1995

Algorithms for global total least squares modelling of finite multivariable time series

Roorda, B., 1995, In : Automatica. 31, 3, p. 391-404

Research output: Contribution to journalArticleAcademicpeer-review

File
31 Citations (Scopus)
53 Downloads (Pure)

Global total least squares modelling of multivariable time series

Roorda, B. & Heij, C., 1995, In : IEEE transactions on automatic control. 40, 1, p. 50-63

Research output: Contribution to journalArticleAcademicpeer-review

File
55 Citations (Scopus)
67 Downloads (Pure)