Johannes M. Schumacher
Names
first: |
Johannes |
middle: |
M. |
last: |
Schumacher |
Identifer
Contact
Affiliations
-
Universiteit van Amsterdam
/ Faculteit Economie en Bedrijfskunde
/ Afdeling Kwantitatieve Economie
Research profile
author of:
- Coherent Acceptability Measures In Multiperiod Models (RePEc:bla:mathfi:v:15:y:2005:i:4:p:589-612)
by Berend Roorda & J. M. Schumacher & Jacob Engwerda - Membership conditions for consistent families of monetary valuations (RePEc:bpj:strimo:v:30:y:2013:i:3:p:255-280:n:5)
by Roorda Berend & Schumacher Hans - Distortion risk measures, ROC curves, and distortion divergence (RePEc:bpj:strimo:v:35:y:2018:i:1-2:p:35-50:n:3)
by Schumacher Johannes M. - Linear Versus Nonlinear Allocation Rules In Risk Sharing Under Financial Fairness (RePEc:cup:astinb:v:48:y:2018:i:03:p:995-1024_00)
by Schumacher, Johannes M. - A note on Gollier's model for a collective pension scheme (RePEc:cup:jpenef:v:20:y:2021:i:2:p:187-211_2)
by Schumacher, Johannes M. - Welfare analysis of conditional indexation schemes from a two-reference-point perspective (RePEc:cup:jpenef:v:8:y:2009:i:03:p:321-350_00)
by Dai, Renxiang & Schumacher, J.M. - Strategic behavior and noncooperative hierarchical control (RePEc:eee:dyncon:v:23:y:1999:i:4:p:641-669)
by Weeren, A. J. T. M. & Schumacher, J. M. & Engwerda, J. C. - Time consistency conditions for acceptability measures, with an application to Tail Value at Risk (RePEc:eee:insuma:v:40:y:2007:i:2:p:209-230)
by Roorda, Berend & Schumacher, J.M. - The strictest common relaxation of a family of risk measures (RePEc:eee:insuma:v:48:y:2011:i:1:p:29-34)
by Roorda, Berend & Schumacher, J.M. - Cooperative investment in incomplete markets under financial fairness (RePEc:eee:insuma:v:71:y:2016:i:c:p:394-406)
by Pazdera, Jaroslav & Schumacher, Johannes M. & Werker, Bas J.M. - Multi-period risk sharing under financial fairness (RePEc:eee:insuma:v:72:y:2017:i:c:p:49-66)
by Bao, Hailong & Ponds, Eduard H.M. & Schumacher, Johannes M. - Model risk and capital reserves (RePEc:eee:jbfina:v:34:y:2010:i:1:p:267-279)
by Kerkhof, Jeroen & Melenberg, Bertrand & Schumacher, Hans - Risk aversion for nonsmooth utility functions (RePEc:eee:mateco:v:47:y:2011:i:2:p:109-128)
by Würth, Andreas & Schumacher, J.M. - The composite iteration algorithm for finding efficient and financially fair risk-sharing rules (RePEc:eee:mateco:v:72:y:2017:i:c:p:122-133)
by Pazdera, Jaroslav & Schumacher, Johannes M. & Werker, Bas J.M. - Ex-ante estate division under strong Pareto efficiency (RePEc:eee:matsoc:v:113:y:2021:i:c:p:10-24)
by Schumacher, Johannes M. - Jump Equilibria in Public-Good Differential Games with a Single State Variable (RePEc:spr:dyngam:v:12:y:2022:i:3:d:10.1007_s13235-021-00415-x)
by Johannes M. Schumacher & Puduru Viswanadha Reddy & Jacob C. Engwerda - Weakly time consistent concave valuations and their dual representations (RePEc:spr:finsto:v:20:y:2016:i:1:d:10.1007_s00780-015-0285-8)
by Berend Roorda & Johannes M. Schumacher - Weakly time consistent concave valuations and their dual representations (RePEc:spr:finsto:v:20:y:2016:i:1:p:123-151)
by Berend Roorda & Johannes Schumacher - Asymptotic Analysis of Linear Feedback Nash Equilibria in Nonzero-Sum Linear-Quadratic Differential Games (RePEc:spr:joptap:v:101:y:1999:i:3:d:10.1023_a:1021798322597)
by A. J. T. M. Weeren & J. M. Schumacher & J. C. Engwerda - Robust Equilibria in Indefinite Linear-Quadratic Differential Games (RePEc:spr:joptap:v:119:y:2003:i:3:d:10.1023_b:jota.0000006690.78564.88)
by W. A. van den Broek & J. C. Engwerda & J. M. Schumacher - A Multi-Objective Interpretation of Optimal Transport (RePEc:spr:joptap:v:176:y:2018:i:1:d:10.1007_s10957-017-1206-0)
by Johannes M. Schumacher - Solving Maxmin Optimization Problems via Population Games (RePEc:spr:joptap:v:201:y:2024:i:2:d:10.1007_s10957-024-02415-4)
by Anne G. Balter & Johannes M. Schumacher & Nikolaus Schweizer - Financial fairness and conditional indexation (RePEc:taf:sactxx:v:2017:y:2017:i:8:p:651-669)
by Torsten Kleinow & Johannes M. Schumacher - Efficiency of institutional spending and investment rules (RePEc:taf:sactxx:v:2020:y:2020:i:5:p:454-476)
by Johannes M. Schumacher - Utilitarian versus neutralitarian design of endowment fund policies (RePEc:taf:sactxx:v:2022:y:2022:i:8:p:718-748)
by Johannes M. Schumacher - Disturbance Decoupling in Dynamic Games (RePEc:tiu:tiucen:01ce153b-c711-4fa5-8206-89ed5ef22575)
by van den Broek, W.A. & Schumacher, J.M. - An Irregular Grid Approach for Pricing High Dimensional American Options (RePEc:tiu:tiucen:416a6d43-3466-47e0-b656-d3f60a23915f)
by Berridge, S.J. & Schumacher, J.M. - Model Risk and Regulatory Capital (RePEc:tiu:tiucen:6b857b42-548f-416f-b37f-daf2107b6c49)
by Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M. - An Irregular Grid Approach for Pricing High-Dimensional American Options (RePEc:tiu:tiucen:7371422b-c2a8-4b71-8749-686be8bdd86a)
by Berridge, S.J. & Schumacher, J.M. - Pricing High-Dimensional American Options Using Local Consistency Conditions (RePEc:tiu:tiucen:8c8de631-5039-4eec-a965-3602b13d3d86)
by Berridge, S.J. & Schumacher, J.M. - Testing Expected Shortfall Models for Derivative Positions (RePEc:tiu:tiucen:98c22c46-0588-477f-b532-4644823dbd2b)
by Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M. - Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options (RePEc:tiu:tiucen:c2b60e69-7945-44b2-b7b6-2c61c4637998)
by Berridge, S.J. & Schumacher, J.M. - Performance of Delta-hedging strategies in interval models - A robustness study (RePEc:tiu:tiucen:c7e49e9c-5532-4028-ac01-47cfcbb8a2c2)
by Roorda, B. & Engwerda, J.C. & Schumacher, J.M. - Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model (RePEc:tiu:tiucen:d0dda6e4-ecbd-4999-a1f3-251063aed9c5)
by Reddy, P.V. & Schumacher, J.M. & Engwerda, J.C. - A Game Theoretic Approach to Linear Systems with L2-bounded Disturbances (RePEc:tiu:tiucen:e777db78-0a6b-410f-918d-a69449d743fd)
by van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M. - Discrete events : Perspectives from system theory (RePEc:tiu:tiurem:655c7240-4f86-4a73-a59b-a5b1e66d662a)
by Schumacher, J.M. - System-theoretic trends in econometrics (RePEc:tiu:tiurem:a43f267f-2db4-4753-b2b2-b02426a2e9e1)
by Schumacher, J.M. - Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games : The two player case (RePEc:tiu:tiurem:be0298d2-f7dc-4ba1-8d28-b49cd5e911f9)
by Weeren, A.J.T.M. & Schumacher, J.M. & Engwerda, J.C. - Disturbance Decoupling in Dynamic Games (RePEc:tiu:tiutis:01ce153b-c711-4fa5-8206-89ed5ef22575)
by van den Broek, W.A. & Schumacher, J.M. - A geometric approach to the singular filtering problem (RePEc:tiu:tiutis:0e407bf8-8686-465d-9c67-418f1c02b428)
by Schumacher, J.M. - The regular local noninteracting control problem for nonlinear control systems (RePEc:tiu:tiutis:0edd6c44-ae1e-49aa-a0e5-7400162f84d6)
by Nijmeijer, H. & Schumacher, J.M. - Weakly time consistent concave valuations and their dual representations (RePEc:tiu:tiutis:132bdd0b-40dd-44bd-ab64-cea369c8b81e)
by Roorda, B. & Schumacher, Hans - Interpretations of the gap topology : a survey (RePEc:tiu:tiutis:13e6ef2b-e384-4284-8836-0e0f4ae2752e)
by de Does, J. & Schumacher, J.M. - On behaviors and convolutional codes (RePEc:tiu:tiutis:1c23f564-7bce-463e-898b-6dce19faa85c)
by Rosenthal, J. & Schumacher, J.M. & York, E.V. - Membership conditions for consistent families of monetary valuations (RePEc:tiu:tiutis:26b66f36-0dc9-4ccf-9b1b-0b0c59dc4395)
by Roorda, B. & Schumacher, J.M. - Realization by inspection (RePEc:tiu:tiutis:28d79c0f-cd32-46ac-81e8-7c434eca24e5)
by Rosenthal, J. & Schumacher, J.M. - Robust control of flexible structures : a case study (RePEc:tiu:tiutis:2b421a15-9f96-4d74-b219-3a12540374e5)
by Bontsema, J. & Curtain, R.F. & Schumacher, J.M. - Information and entropy (RePEc:tiu:tiutis:2b459f74-9bf9-42fc-80ec-16ef0615b3ba)
by Schumacher, J.M. - Homogeneous behaviors (RePEc:tiu:tiutis:2b7d087c-568b-4013-a1a1-57ce1fbff939)
by Ravi, M.S. & Rosenthal, J. & Schumacher, J.M. - State representations of linear systems with output constraints (RePEc:tiu:tiutis:2e271918-3b8f-483c-9886-5c2596ea9a73)
by Schumacher, J.M. - Observer-based control of linear complementarity systems (RePEc:tiu:tiutis:38b3325c-4d33-4c2f-92f8-96ab7d4e7d79)
by Heemels, W.P.M.H. & Camlibel, M.K. & Schumacher, J.M. & Brogliato, B. - Realization of autoregressive equations in pencil and descriptor form (RePEc:tiu:tiutis:3c164c8f-c092-448d-8ae7-94e88670e72a)
by Kuijper, M. & Schumacher, J.M. - Almost stabilizability subspaces and high gain feedback (RePEc:tiu:tiutis:3ff16bef-f062-4817-b822-82c9a03a143d)
by Schumacher, J.M. - An Irregular Grid Approach for Pricing High Dimensional American Options (RePEc:tiu:tiutis:416a6d43-3466-47e0-b656-d3f60a23915f)
by Berridge, S.J. & Schumacher, J.M. - Continuity of singular perturbations in the graph topology (RePEc:tiu:tiutis:45fc5e97-e84d-4eb4-a8cd-02e2f53bc566)
by de Does, J. & Schumacher, J.M. - Minimality of descriptor representations under external equivalence (RePEc:tiu:tiutis:47bb4ea8-690e-4693-ac2d-675b55ff4b86)
by Kuijper, M. & Schumacher, J.M. - Regulation as an interpolation problem (RePEc:tiu:tiutis:48ef95bf-86dd-4932-860f-b6f1a5104a86)
by Cevik, M.K.K. & Schumacher, J.M. - Robust equilibria in indefinite linear-quadratic differential games (RePEc:tiu:tiutis:4a566f74-cf19-4cc9-852a-59e7d4d6fa91)
by van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M. - Well-posedness of a class of linear networks with ideal diodes (RePEc:tiu:tiutis:4d0e45aa-e1b0-4329-b387-fa9f21ee12dc)
by Camlibel, M.K. & Heemels, W.P.M.H. & Schumacher, J.M. - Finite-dimensional regulators for a class of infinite-dimensional systems (RePEc:tiu:tiutis:4fdcad40-715b-434f-8917-a6d55951fe11)
by Schumacher, J.M. - Realization and partial fractions (RePEc:tiu:tiutis:5243353a-8367-4125-be19-daa9d93997e5)
by Kuijper, M. & Schumacher, J.M. - The algebraic regulator problem from the state-space point of view (RePEc:tiu:tiutis:5779f1b9-6092-4e3e-8daf-6ba0d6ed117e)
by Schumacher, J.M. - On the dynamic analysis of piecewise-linear networks (RePEc:tiu:tiutis:5f3ee4aa-5cfb-4b0f-96c8-b0d3c11a4757)
by Heemels, W.P.M.H. & Camlibel, M.K. & Schumacher, J.M. - A direct approach to compensator design for distributed parameter systems (RePEc:tiu:tiutis:64c07d51-0d72-41c5-877e-7a5d79d41e0d)
by Schumacher, J.M. - Discrete events : Perspectives from system theory (RePEc:tiu:tiutis:655c7240-4f86-4a73-a59b-a5b1e66d662a)
by Schumacher, J.M. - Model Risk and Regulatory Capital (RePEc:tiu:tiutis:6b857b42-548f-416f-b37f-daf2107b6c49)
by Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M. - Linear complimentarity systems (RePEc:tiu:tiutis:6cdf0170-6ea9-4fdc-8cfa-686be9cb0469)
by Heemels, W.P.M.H. & Schumacher, J.M. & Weiland, S. - Discrete events : perspectives from system theory (RePEc:tiu:tiutis:73212e22-c8ad-4a9d-b63c-c915f07b28ed)
by Schumacher, J.M. - An Irregular Grid Approach for Pricing High-Dimensional American Options (RePEc:tiu:tiutis:7371422b-c2a8-4b71-8749-686be8bdd86a)
by Berridge, S.J. & Schumacher, J.M. - Compensator synthesis using (C,A,B)-pairs (RePEc:tiu:tiutis:7388dba7-dc63-42d5-bdfe-33f789704aad)
by Schumacher, J.M. - A nine-fold canonical decomposition for linear systems (RePEc:tiu:tiutis:739ff20f-7b60-4ead-a966-8be249aad566)
by Aling, H. & Schumacher, J.M. - An Evaluation of the nFTK (RePEc:tiu:tiutis:7b43cdd2-2278-42b7-834a-1fc499d45ed0)
by Shu, Lei & Melenberg, Bertrand & Schumacher, Hans - Multi-Period Risk Sharing under Financial Fairness (RePEc:tiu:tiutis:835f69a4-709c-4967-b15c-6237ebe9e6e2)
by Bao, Hailong & Ponds, Eduard & Schumacher, Hans - Impulsive-Smooth Behavior in Multimode Systems. Part II : Minimality and Equivalence (RePEc:tiu:tiutis:89d257b6-6e69-4712-8554-5e933135675d)
by Geerts, A.H.W. & Schumacher, J.M. - Financial fairness and conditional indexation (RePEc:tiu:tiutis:8beebbc8-47f4-4063-a099-ec97281fd390)
by Kleinow, Torsten & Schumacher, Hans - Zeros at infinity for affine nonlinear control systems (RePEc:tiu:tiutis:8c161363-55ac-4a98-8728-2e0a2ce36af0)
by Nijmeijer, H. & Schumacher, J.M. - Pricing High-Dimensional American Options Using Local Consistency Conditions (RePEc:tiu:tiutis:8c8de631-5039-4eec-a965-3602b13d3d86)
by Berridge, S.J. & Schumacher, J.M. - Well-posedness of some evolution problems in the theory of automatic feed-back control for systems with distributed parameters (RePEc:tiu:tiutis:8d6195e0-d682-4256-a2fc-3c072c07f753)
by van Harten, A. & Schumacher, J.M. - Vergelijkingen (RePEc:tiu:tiutis:8d92083c-1423-4d90-bca0-bc5179de4668)
by Schumacher, J.M. - On the structure of strongly controllable systems (RePEc:tiu:tiutis:91b9b9c7-bdfa-441d-9766-229ec39c97cf)
by Schumacher, J.M. - Consistency of a time-stepping method for a class of piecewise-linear networks (RePEc:tiu:tiutis:93af5e10-23ee-41bc-b3fc-5f1285918e80)
by Camlibel, M.K. & Heemels, W.P.M.H. & Schumacher, J.M. - Generic eigenvalue assignment by memoryless real output feedback (RePEc:tiu:tiutis:971c0413-f039-4eca-91a3-00211e4f90b2)
by Rosenthal, J. & Schumacher, J.M. & Willems, J.C. - Testing Expected Shortfall Models for Derivative Positions (RePEc:tiu:tiutis:98c22c46-0588-477f-b532-4644823dbd2b)
by Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M. - A Cohort-Specific Approach to Retirement Savings (RePEc:tiu:tiutis:9f3040ab-8dd3-4eeb-b45a-6bf1792dd479)
by Timmermans, S. & Schumacher, J.M. & Ponds, E.H.M. - Input/output structure of linear differential/algebraic systems (RePEc:tiu:tiutis:a20b7428-f967-455a-b80f-84ca7316f4a1)
by Kuijper, M. & Schumacher, J.M. - System-theoretic trends in econometrics (RePEc:tiu:tiutis:a43f267f-2db4-4753-b2b2-b02426a2e9e1)
by Schumacher, J.M. - A complement on pole placement (RePEc:tiu:tiutis:b2551d06-13c0-49ba-857d-81126831c4fb)
by Schumacher, J.M. - Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games : The two player case (RePEc:tiu:tiutis:be0298d2-f7dc-4ba1-8d28-b49cd5e911f9)
by Weeren, A.J.T.M. & Schumacher, J.M. & Engwerda, J.C. - [Review of the book Identification and Stochastic Adaptive Control, H.F. Chen & L. Guo, 1991] (RePEc:tiu:tiutis:c09b5619-061c-46d7-9db7-edc23b4b2919)
by Schumacher, J.M. - A controlability test for general first-order representations (RePEc:tiu:tiutis:c1d2ef96-26c2-4c77-95bd-3b78833e172e)
by Helmke, U. & Rosenthal, J. & Schumacher, J.M. - Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options (RePEc:tiu:tiutis:c2b60e69-7945-44b2-b7b6-2c61c4637998)
by Berridge, S.J. & Schumacher, J.M. - Regulator synthesis using (C,A,B)-pairs (RePEc:tiu:tiutis:c3a99310-ebb7-4868-8af3-2f6e5dbeb61f)
by Schumacher, J.M. - Feedback Nash equilibria in uncertain infinite time horizon differential games (RePEc:tiu:tiutis:c431993d-ee67-4a93-9e2d-f0e2a4afa730)
by Engwerda, J.C. & van den Broek, W.A. & Schumacher, J.M. - On a conjecture of Basile and Marro (RePEc:tiu:tiutis:c55efa93-f6f8-401c-98bb-618933906ae6)
by Schumacher, J.M. - Les systèmes non linéaires à plus d'entrées que de sorties ne sont pas inversibles (RePEc:tiu:tiutis:c632470d-d620-4ff8-9a74-09d1f5bec8c7)
by Nijmeijer, N. & Schumacher, J.M. - The role of the dissipation matrix in singular optimal control (RePEc:tiu:tiutis:c643d99a-ddb6-4f6c-a4d6-fa6f9ca7c3dd)
by Schumacher, J.M. - Performance of Delta-hedging strategies in interval models - A robustness study (RePEc:tiu:tiutis:c7e49e9c-5532-4028-ac01-47cfcbb8a2c2)
by Roorda, B. & Engwerda, J.C. & Schumacher, J.M. - The regulator problem with robust stability (RePEc:tiu:tiutis:cf41c9f4-ab93-41e9-a76a-c6515a85bc4a)
by Cevik, M.K.K. & Schumacher, J.M. - Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model (RePEc:tiu:tiutis:d0dda6e4-ecbd-4999-a1f3-251063aed9c5)
by Reddy, P.V. & Schumacher, J.M. & Engwerda, J.C. - An equivalence result in linear-quadratic theory (RePEc:tiu:tiutis:d65171ce-101d-4204-a1ec-f3f5d432de86)
by van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M. - [Review of the book Controlled and Conditioned Invariants in Linear System Theory, G. Basile & G. Marro, 1992] (RePEc:tiu:tiutis:d93ed1b3-98f6-437c-8e65-5e9be5fa643e)
by Schumacher, J.M. - Risk aversion for nonsmooth utility functions (RePEc:tiu:tiutis:d948cfad-5e83-46ce-ae72-6239a2975baa)
by Wuerth, A.M. & Schumacher, J.M. - Coordination in continuously repeated games (RePEc:tiu:tiutis:da44944d-7d7e-484d-9818-d0dd7dcd8067)
by Weeren, A.J.T.M. & Schumacher, J.M. & Engwerda, J.C. - Linear passive systems and maximal monotone mappings (RePEc:tiu:tiutis:de20953c-62e8-46a6-8af4-77b4e5c130a4)
by Camlibel, M.K. & Schumacher, Hans - On the minimal stable observer problem (RePEc:tiu:tiutis:e16b7a80-04dc-407d-97e8-f127c55c83d6)
by Schumacher, J.M. - On the inherent integration structure of nonlinear systems (RePEc:tiu:tiutis:e30232ce-044f-4ec1-a4e5-ea9df66b0885)
by Nijmeijer, H. & Schumacher, J.M. - A Game Theoretic Approach to Linear Systems with L2-bounded Disturbances (RePEc:tiu:tiutis:e777db78-0a6b-410f-918d-a69449d743fd)
by van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M. - A pointwise criterion for controller robustness (RePEc:tiu:tiutis:e81ae511-9b41-49f5-9836-33e383f8e80f)
by Schumacher, J.M. - [Review of the book H [infinity]-Control for Distributed Parameter Systems: A State-space Approach, B. van Keulen, 1993] (RePEc:tiu:tiutis:eb6cd3c9-cfa4-45c9-a563-174543056fca)
by Schumacher, J.M. - Algebraic characterizations of almost invariance (RePEc:tiu:tiutis:ee1735b8-04e9-48f2-8e64-b8ac35c8fab5)
by Schumacher, J.M. - Transformations of linear systems under external equivalence (RePEc:tiu:tiutis:f42a7b5c-91c0-4082-b9d2-094c69f0de45)
by Schumacher, J.M. - Actuariële wetenschappen en financiële wiskunde : op weg naar convergentie? (RePEc:tiu:tiutis:f47b3a85-cc1d-45b8-a9ba-00d013f424df)
by Schumacher, J.M. & Oosterlee, C.W. & In 't Hout, K.J. - The complementary-slackness class of hybrid systems (RePEc:tiu:tiutis:fdbd7937-089c-4262-a7a9-291ec6e403ff)
by van der Schaft, A.J. & Schumacher, J.M. - The strictest common relaxation of a family of risk measures (RePEc:tiu:tiutis:fe50549a-ca7b-4a03-9318-13c63260231e)
by Roorda, B. & Schumacher, J.M. - Impulsive-Smooth Behavior in Multimode Systems. Part I : State-Space and Polynomial Representations (RePEc:tiu:tiutis:feafa954-c509-4955-88f2-1be20b197931)
by Geerts, A.H.W. & Schumacher, J.M.