Felix-Benedikt Liebrich

Decision Sciences · Social Sciences

5h-index82citations24works0.82yr avg
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Research Topics

Risk and Portfolio Optimization(18), Stochastic processes and financial applications(9), Economic theories and models(8), Decision-Making and Behavioral Economics(7), Insurance and Financial Risk Management(4)

Publications24 total

A unifying perspective on the collapse to the mean for law-invariant functionals
2026Open Access
When risk defies order: On the limits of fractional stochastic dominance
arXiv (Cornell University)·2025Open Access
Eliciting reference measures of law-invariant functionals
arXiv (Cornell University)·2025Open Access
Multi-asset return risk measures
Astin Bulletin·2025
Short Communication: Revisiting the Automatic Fatou Property of Law-Invariant Functionals
SIAM Journal on Financial Mathematics·2025
Multi-asset return risk measures
arXiv (Cornell University)·2024Open Access
Risk sharing under heterogeneous beliefs without convexity
Finance and Stochastics·2024· 5 citedOpen Access
Are reference measures of law-invariant functionals unique?
Insurance Mathematics and Economics·2024· 1 citedOpen Access
Uniqueness of Convex-Ranged Probabilities and Applications to Risk Measures and Games
Mathematics of Operations Research·2024· 1 cited
Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives
SIAM Journal on Financial Mathematics·2022· 3 cited
Model Uncertainty: A Reverse Approach
SIAM Journal on Financial Mathematics·2022· 5 citedOpen Access
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity
Mathematics and Financial Economics·2022· 16 citedOpen Access
Risk sharing under heterogeneous beliefs without convexity
arXiv (Cornell University)·2021· 1 citedOpen Access
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity
Zurich Open Repository and Archive (University of Zurich)·2021Open Access
Separability vs. robustness of Orlicz spaces: financial and economic perspectives
arXiv (Cornell University)·2020· 1 citedOpen Access
Function Spaces under Model Uncertainty: Order and Aggregation
2020
Model Uncertainty: A Reverse Approach
arXiv (Cornell University)·2020Open Access
Risk, uncertainty and optimisation on infinite dimensional ordered spaces
Electronic Theses of LMU Munich (Ludwig-Maximilians-Universität München)·2020· 1 citedOpen Access
Robust Orlicz spaces: observations and caveats
arXiv (Cornell University)·2020· 1 citedOpen Access
Risk sharing for capital requirements with multidimensional security markets
Finance and Stochastics·2019· 4 citedOpen Access
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Frequent Co-authors

Gregor Svindland(8), Cosimo Munari(4), Marco Maggis(3), Max Nendel(3), Christian Laudagé(3), Jörn Saß(2), Massimiliano Amarante(1), Ruodu Wang(1)