Dr. F.B. (Felix-Benedikt) Liebrich
Assistant Professor
Faculty of Economics and Business
Section Quantitative Economics
Visiting address
- Roetersstraat 11
- Room number: 4.25
Postal address
-
Postbus 15867
1001 NJ Amsterdam
Contact details
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Publications
2024
- Amarante, M., & Liebrich, F. B. (2024). Distortion risk measures: Prudence, coherence, and the Expected Shortfall. Mathematical Finance. https://doi.org/10.1111/mafi.12435
- Amarante, M., Liebrich, F. B., & Munari, C. (2024). Uniqueness of convex-ranged probabilities and applications to risk measures and games. Mathematics of operations research. https://doi.org/10.1287/moor.2023.0015
- Liebrich, F. B. (2024). Are reference measures of law-invariant functionals unique? Insurance: Mathematics and Economics. https://doi.org/10.1016/j.insmatheco.2024.06.004
- Liebrich, F. B. (2024). Risk sharing under heterogeneous beliefs without convexity. Finance and Stochastics. https://doi.org/10.1007/s00780-024-00540-6
Liebrich, F. B., & Munari, C. (2024). Revisiting the automatic Fatou property of law-invariant functionals. Manuscript submitted for publication.
2022
- Liebrich, F. B., & Munari, C. (2022). Law-invariant functionals that collapse to the mean: Beyond convexity. Mathematics and Financial Economics. https://doi.org/10.1007/s11579-022-00313-9
- Liebrich, F. B., & Nendel, M. (2022). Separability versus robustness of Orlicz spaces: Financial and economic perspectives. SIAM Journal on Financial Mathematics. https://doi.org/10.1137/21M1418794
- Liebrich, F. B., Maggis, M., & Svindland, G. (2022). Model uncertainty: A reverse approach. SIAM Journal on Financial Mathematics. https://doi.org/10.1016/j.insmatheco.2017.09.006
2019
- Liebrich, F. B., & Svindland, G. (2019). Efficient allocations under law-invariance: A unifying approach. Journal of Mathematical Economics. https://doi.org/10.1016/j.jmateco.2019.05.002
- Liebrich, F. B., & Svindland, G. (2019). Risk sharing for capital requirements with multidimensional security markets. Finance and Stochastics. https://doi.org/10.1007/s00780-019-00402-6
2017
- Liebrich, F. B., & Svindland, G. (2017). Model spaces for risk measures. Insurance: Mathematics and Economics.
2024
- Christian Laudagé, & Jörn Sass (2024). Multi-asset return risk measures. Manuscript submitted for publication.
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Ancillary activities
No ancillary activities
Liebrich, F. B., & Munari, C. (2024). Revisiting the automatic Fatou property of law-invariant functionals. Manuscript submitted for publication.