• 228 Citations
  • 7 h-Index
19952019

Research output per year

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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
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3 Citations (Scopus)
59 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)
2011

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)
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)
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)
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)
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)