# Johannes M. Schumacher

## Personal Details

First Name: | Johannes |

Middle Name: | M. |

Last Name: | Schumacher |

Suffix: | |

RePEc Short-ID: | psc259 |

[This author has chosen not to make the email address public] | |

## Affiliation

### Afdeling Kwantitatieve Economie

Faculteit Economie en Bedrijfskunde

Universiteit van Amsterdam

Amsterdam, Netherlandshttp://www.uva.nl/over-de-uva/organisatie/organogram/content/faculteiten/faculteit-economie-en-bedrijfskunde/afdeling-kwantitatieve-economie-ke/afdeling-kwantitatieve-economie-ke.html

RePEc:edi:keuvanl (more details at EDIRC)

## Research output

Jump to: Working papers Articles### Working papers

- Schumacher, J.M., 2016.
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**Vergelijkingen**," Other publications TiSEM 8d92083c-1423-4d90-bca0-b, Tilburg University, School of Economics and Management. - Kleinow, Torsten & Schumacher, Hans, 2016.
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**Financial fairness and conditional indexation**," Other publications TiSEM 8beebbc8-47f4-4063-a099-e, Tilburg University, School of Economics and Management. - Roorda, B. & Schumacher, Hans, 2016.
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**Weakly time consistent concave valuations and their dual representations**," Other publications TiSEM 132bdd0b-40dd-44bd-ab64-c, Tilburg University, School of Economics and Management.- Berend Roorda & Johannes M. Schumacher, 2016.
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**Weakly time consistent concave valuations and their dual representations**," Finance and Stochastics, Springer, vol. 20(1), pages 123-151, January. - Berend Roorda & Johannes Schumacher, 2016.
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**Weakly time consistent concave valuations and their dual representations**," Finance and Stochastics, Springer, vol. 20(1), pages 123-151, January.

- Berend Roorda & Johannes M. Schumacher, 2016.
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- Camlibel, M.K. & Schumacher, Hans, 2016.
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**Linear passive systems and maximal monotone mappings**," Other publications TiSEM de20953c-62e8-46a6-8af4-7, Tilburg University, School of Economics and Management. - Shu, Lei & Melenberg, Bertrand & Schumacher, Hans, 2016.
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**An Evaluation of the nFTK**," Other publications TiSEM 7b43cdd2-2278-42b7-834a-1, Tilburg University, School of Economics and Management. - Bao, Hailong & Ponds, Eduard & Schumacher, Hans, 2015.
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**Multi-Period Risk Sharing under Financial Fairness**," Other publications TiSEM 835f69a4-709c-4967-b15c-6, Tilburg University, School of Economics and Management.- Bao, Hailong & Ponds, Eduard H.M. & Schumacher, Johannes M., 2017.
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**Multi-period risk sharing under financial fairness**," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 49-66.

- Bao, Hailong & Ponds, Eduard H.M. & Schumacher, Johannes M., 2017.
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- Roorda, B. & Schumacher, J.M., 2013.
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**Membership conditions for consistent families of monetary valuations**," Other publications TiSEM 26b66f36-0dc9-4ccf-9b1b-0, Tilburg University, School of Economics and Management.- Roorda Berend & Schumacher Hans, 2013.
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**Membership conditions for consistent families of monetary valuations**," Statistics & Risk Modeling, De Gruyter, vol. 30(3), pages 255-280, August.

- Roorda Berend & Schumacher Hans, 2013.
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- Reddy, P.V. & Schumacher, J.M. & Engwerda, J.C., 2012.
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**Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model**," Discussion Paper 2012-001, Tilburg University, Center for Economic Research.- Reddy, P.V. & Schumacher, J.M. & Engwerda, J.C., 2012.
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**Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model**," Other publications TiSEM d0dda6e4-ecbd-4999-a1f3-2, Tilburg University, School of Economics and Management.

- Reddy, P.V. & Schumacher, J.M. & Engwerda, J.C., 2012.
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- Heemels, W.P.M.H. & Camlibel, M.K. & Schumacher, J.M. & Brogliato, B., 2011.
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**Observer-based control of linear complementarity systems**," Other publications TiSEM 38b3325c-4d33-4c2f-92f8-9, Tilburg University, School of Economics and Management. - Timmermans, S. & Schumacher, J.M. & Ponds, E.H.M., 2011.
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**A Cohort-Specific Approach to Retirement Savings**," Other publications TiSEM 9f3040ab-8dd3-4eeb-b45a-6, Tilburg University, School of Economics and Management. - Schumacher, J.M. & Oosterlee, C.W. & In 't Hout, K.J., 2011.
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**Actuariële wetenschappen en financiële wiskunde : op weg naar convergentie?**," Other publications TiSEM f47b3a85-cc1d-45b8-a9ba-0, Tilburg University, School of Economics and Management. - Roorda, B. & Schumacher, J.M., 2011.
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**The strictest common relaxation of a family of risk measures**," Other publications TiSEM fe50549a-ca7b-4a03-9318-1, Tilburg University, School of Economics and Management.- Roorda, Berend & Schumacher, J.M., 2011.
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**The strictest common relaxation of a family of risk measures**," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 29-34, January.

- Roorda, Berend & Schumacher, J.M., 2011.
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- Wuerth, A.M. & Schumacher, J.M., 2011.
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**Risk aversion for nonsmooth utility functions**," Other publications TiSEM d948cfad-5e83-46ce-ae72-6, Tilburg University, School of Economics and Management.- Würth, Andreas & Schumacher, J.M., 2011.
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**Risk aversion for nonsmooth utility functions**," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 109-128, March.

- Würth, Andreas & Schumacher, J.M., 2011.
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- Berridge, S.J. & Schumacher, J.M., 2004.
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**Pricing High-Dimensional American Options Using Local Consistency Conditions**," Discussion Paper 2004-19, Tilburg University, Center for Economic Research.- Berridge, S.J. & Schumacher, J.M., 2004.
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**Pricing High-Dimensional American Options Using Local Consistency Conditions**," Other publications TiSEM 8c8de631-5039-4eec-a965-3, Tilburg University, School of Economics and Management.

- Berridge, S.J. & Schumacher, J.M., 2004.
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- Berridge, S.J. & Schumacher, J.M., 2004.
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**Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options**," Discussion Paper 2004-20, Tilburg University, Center for Economic Research.- Berridge, S.J. & Schumacher, J.M., 2004.
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**Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options**," Other publications TiSEM c2b60e69-7945-44b2-b7b6-2, Tilburg University, School of Economics and Management.

- Berridge, S.J. & Schumacher, J.M., 2004.
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- Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2003.
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**Testing Expected Shortfall Models for Derivative Positions**," Discussion Paper 2003-24, Tilburg University, Center for Economic Research.- Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2003.
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**Testing Expected Shortfall Models for Derivative Positions**," Other publications TiSEM 98c22c46-0588-477f-b532-4, Tilburg University, School of Economics and Management.

- Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2003.
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- van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2003.
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**Robust equilibria in indefinite linear-quadratic differential games**," Other publications TiSEM 4a566f74-cf19-4cc9-852a-5, Tilburg University, School of Economics and Management.- W. A. van den Broek & J. C. Engwerda & J. M. Schumacher, 2003.
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**Robust Equilibria in Indefinite Linear-Quadratic Differential Games**," Journal of Optimization Theory and Applications, Springer, vol. 119(3), pages 565-595, December.

- W. A. van den Broek & J. C. Engwerda & J. M. Schumacher, 2003.
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- van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2003.
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**An equivalence result in linear-quadratic theory**," Other publications TiSEM d65171ce-101d-4204-a1ec-f, Tilburg University, School of Economics and Management. - Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2002.
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**Model Risk and Regulatory Capital**," Discussion Paper 2002-27, Tilburg University, Center for Economic Research.- Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2002.
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**Model Risk and Regulatory Capital**," Other publications TiSEM 6b857b42-548f-416f-b37f-d, Tilburg University, School of Economics and Management.

- Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2002.
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- Heemels, W.P.M.H. & Camlibel, M.K. & Schumacher, J.M., 2002.
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**On the dynamic analysis of piecewise-linear networks**," Other publications TiSEM 5f3ee4aa-5cfb-4b0f-96c8-b, Tilburg University, School of Economics and Management. - Berridge, S.J. & Schumacher, J.M., 2002.
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**An Irregular Grid Approach for Pricing High Dimensional American Options**," Discussion Paper 2002-99, Tilburg University, Center for Economic Research.- Berridge, S.J. & Schumacher, J.M., 2004.
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**An Irregular Grid Approach for Pricing High-Dimensional American Options**," Discussion Paper 2004-18, Tilburg University, Center for Economic Research. - Berridge, S.J. & Schumacher, J.M., 2002.
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**An Irregular Grid Approach for Pricing High Dimensional American Options**," Other publications TiSEM 416a6d43-3466-47e0-b656-d, Tilburg University, School of Economics and Management. - Berridge, S.J. & Schumacher, J.M., 2004.
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**An Irregular Grid Approach for Pricing High-Dimensional American Options**," Other publications TiSEM 7371422b-c2a8-4b71-8749-6, Tilburg University, School of Economics and Management.

- Berridge, S.J. & Schumacher, J.M., 2004.
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- Camlibel, M.K. & Heemels, W.P.M.H. & Schumacher, J.M., 2002.
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**Consistency of a time-stepping method for a class of piecewise-linear networks**," Other publications TiSEM 93af5e10-23ee-41bc-b3fc-5, Tilburg University, School of Economics and Management. - Engwerda, J.C. & van den Broek, W.A. & Schumacher, J.M., 2000.
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**Feedback Nash equilibria in uncertain infinite time horizon differential games**," Other publications TiSEM c431993d-ee67-4a93-9e2d-f, Tilburg University, School of Economics and Management. - Heemels, W.P.M.H. & Schumacher, J.M. & Weiland, S., 2000.
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**Linear complimentarity systems**," Other publications TiSEM 6cdf0170-6ea9-4fdc-8cfa-6, Tilburg University, School of Economics and Management. - van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2000.
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**A Game Theoretic Approach to Linear Systems with L2-bounded Disturbances**," Discussion Paper 2000-38, Tilburg University, Center for Economic Research.- van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2000.
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**A Game Theoretic Approach to Linear Systems with L2-bounded Disturbances**," Other publications TiSEM e777db78-0a6b-410f-918d-a, Tilburg University, School of Economics and Management.

- van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2000.
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- Camlibel, M.K. & Heemels, W.P.M.H. & Schumacher, J.M., 2000.
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**Well-posedness of a class of linear networks with ideal diodes**," Other publications TiSEM 4d0e45aa-e1b0-4329-b387-f, Tilburg University, School of Economics and Management. - van den Broek, W.A. & Schumacher, J.M., 1999.
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**Disturbance Decoupling in Dynamic Games**," Discussion Paper 1999-67, Tilburg University, Center for Economic Research.- van den Broek, W.A. & Schumacher, J.M., 1999.
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**Disturbance Decoupling in Dynamic Games**," Other publications TiSEM 01ce153b-c711-4fa5-8206-8, Tilburg University, School of Economics and Management.

- van den Broek, W.A. & Schumacher, J.M., 1999.
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- Roorda, B. & Engwerda, J.C. & Schumacher, J.M., 1999.
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**Performance of Delta-hedging strategies in interval models - A robustness study**," Discussion Paper 1999-05, Tilburg University, Center for Economic Research.- Roorda, B. & Engwerda, J.C. & Schumacher, J.M., 1999.
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**Performance of Delta-hedging strategies in interval models - A robustness study**," Other publications TiSEM c7e49e9c-5532-4028-ac01-4, Tilburg University, School of Economics and Management.

- Roorda, B. & Engwerda, J.C. & Schumacher, J.M., 1999.
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- Rosenthal, J. & Schumacher, J.M., 1997.
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**Realization by inspection**," Other publications TiSEM 28d79c0f-cd32-46ac-81e8-7, Tilburg University, School of Economics and Management. - Helmke, U. & Rosenthal, J. & Schumacher, J.M., 1997.
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**A controlability test for general first-order representations**," Other publications TiSEM c1d2ef96-26c2-4c77-95bd-3, Tilburg University, School of Economics and Management. - Ravi, M.S. & Rosenthal, J. & Schumacher, J.M., 1997.
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**Homogeneous behaviors**," Other publications TiSEM 2b7d087c-568b-4013-a1a1-5, Tilburg University, School of Economics and Management. - Cevik, M.K.K. & Schumacher, J.M., 1997.
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**Regulation as an interpolation problem**," Other publications TiSEM 48ef95bf-86dd-4932-860f-b, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1996.
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**[Review of the book H [infinity]-Control for Distributed Parameter Systems: A State-space Approach, B. van Keulen, 1993]**," Other publications TiSEM eb6cd3c9-cfa4-45c9-a563-1, Tilburg University, School of Economics and Management. - Rosenthal, J. & Schumacher, J.M. & York, E.V., 1996.
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**On behaviors and convolutional codes**," Other publications TiSEM 1c23f564-7bce-463e-898b-6, Tilburg University, School of Economics and Management. - van der Schaft, A.J. & Schumacher, J.M., 1996.
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**The complementary-slackness class of hybrid systems**," Other publications TiSEM fdbd7937-089c-4262-a7a9-2, Tilburg University, School of Economics and Management. - Geerts, A.H.W. & Schumacher, J.M., 1996.
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**Impulsive-Smooth Behavior in Multimode Systems. Part II : Minimality and Equivalence**," Other publications TiSEM 89d257b6-6e69-4712-8554-5, Tilburg University, School of Economics and Management. - Geerts, A.H.W. & Schumacher, J.M., 1996.
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**Impulsive-Smooth Behavior in Multimode Systems. Part I : State-Space and Polynomial Representations**," Other publications TiSEM feafa954-c509-4955-88f2-1, Tilburg University, School of Economics and Management. - Rosenthal, J. & Schumacher, J.M. & Willems, J.C., 1995.
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**Generic eigenvalue assignment by memoryless real output feedback**," Other publications TiSEM 971c0413-f039-4eca-91a3-0, Tilburg University, School of Economics and Management. - Cevik, M.K.K. & Schumacher, J.M., 1995.
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**The regulator problem with robust stability**," Other publications TiSEM cf41c9f4-ab93-41e9-a76a-c, Tilburg University, School of Economics and Management. - Weeren, A.J.T.M. & Schumacher, J.M. & Engwerda, J.C., 1995.
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**Coordination in continuously repeated games**," Other publications TiSEM da44944d-7d7e-484d-9818-d, Tilburg University, School of Economics and Management. - de Does, J. & Schumacher, J.M., 1994.
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**Interpretations of the gap topology : a survey**," Other publications TiSEM 13e6ef2b-e384-4284-8836-0, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1994.
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**[Review of the book Identification and Stochastic Adaptive Control, H.F. Chen & L. Guo, 1991]**," Other publications TiSEM c09b5619-061c-46d7-9db7-e, Tilburg University, School of Economics and Management. - de Does, J. & Schumacher, J.M., 1994.
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**Continuity of singular perturbations in the graph topology**," Other publications TiSEM 45fc5e97-e84d-4eb4-a8cd-0, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1994.
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**[Review of the book Controlled and Conditioned Invariants in Linear System Theory, G. Basile & G. Marro, 1992]**," Other publications TiSEM d93ed1b3-98f6-437c-8e65-5, Tilburg University, School of Economics and Management. - Weeren, A.J.T.M. & Schumacher, J.M. & Engwerda, J.C., 1994.
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**Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games : The two player case**," Research Memorandum FEW 634, Tilburg University, School of Economics and Management.- Weeren, A.J.T.M. & Schumacher, J.M. & Engwerda, J.C., 1994.
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**Asymptotic analysis of Nash equilibria in nonzero-sum linear-quadratic differential games : The two player case**," Other publications TiSEM be0298d2-f7dc-4ba1-8d28-b, Tilburg University, School of Economics and Management.

- Weeren, A.J.T.M. & Schumacher, J.M. & Engwerda, J.C., 1994.
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- Kuijper, M. & Schumacher, J.M., 1993.
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**Input/output structure of linear differential/algebraic systems**," Other publications TiSEM a20b7428-f967-455a-b80f-8, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1993.
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**Information and entropy**," Other publications TiSEM 2b459f74-9bf9-42fc-80ec-1, Tilburg University, School of Economics and Management. - Kuijper, M. & Schumacher, J.M., 1992.
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**Realization and partial fractions**," Other publications TiSEM 5243353a-8367-4125-be19-d, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1992.
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**A pointwise criterion for controller robustness**," Other publications TiSEM e81ae511-9b41-49f5-9836-3, Tilburg University, School of Economics and Management. - Kuijper, M. & Schumacher, J.M., 1991.
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**Minimality of descriptor representations under external equivalence**," Other publications TiSEM 47bb4ea8-690e-4693-ac2d-6, Tilburg University, School of Economics and Management. - Kuijper, M. & Schumacher, J.M., 1990.
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**Realization of autoregressive equations in pencil and descriptor form**," Other publications TiSEM 3c164c8f-c092-448d-8ae7-9, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1990.
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**System-theoretic trends in econometrics**," Research Memorandum FEW 432, Tilburg University, School of Economics and Management.- Schumacher, J.M., 1990.
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**System-theoretic trends in econometrics**," Other publications TiSEM a43f267f-2db4-4753-b2b2-b, Tilburg University, School of Economics and Management.

- Schumacher, J.M., 1990.
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- Schumacher, J.M., 1990.
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**State representations of linear systems with output constraints**," Other publications TiSEM 2e271918-3b8f-483c-9886-5, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1988.
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**Transformations of linear systems under external equivalence**," Other publications TiSEM f42a7b5c-91c0-4082-b9d2-0, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1988.
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**Discrete events : Perspectives from system theory**," Research Memorandum FEW 354, Tilburg University, School of Economics and Management.- Schumacher, J.M., 1989.
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**Discrete events : perspectives from system theory**," Other publications TiSEM 73212e22-c8ad-4a9d-b63c-c, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1988.
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**Discrete events : Perspectives from system theory**," Other publications TiSEM 655c7240-4f86-4a73-a59b-a, Tilburg University, School of Economics and Management.

- Schumacher, J.M., 1989.
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- Bontsema, J. & Curtain, R.F. & Schumacher, J.M., 1988.
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**Robust control of flexible structures : a case study**," Other publications TiSEM 2b421a15-9f96-4d74-b219-3, Tilburg University, School of Economics and Management. - Nijmeijer, H. & Schumacher, J.M., 1986.
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**The regular local noninteracting control problem for nonlinear control systems**," Other publications TiSEM 0edd6c44-ae1e-49aa-a0e5-7, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1985.
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**A geometric approach to the singular filtering problem**," Other publications TiSEM 0e407bf8-8686-465d-9c67-4, Tilburg University, School of Economics and Management. - Nijmeijer, H. & Schumacher, J.M., 1985.
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**On the inherent integration structure of nonlinear systems**," Other publications TiSEM e30232ce-044f-4ec1-a4e5-e, Tilburg University, School of Economics and Management. - Nijmeijer, H. & Schumacher, J.M., 1985.
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**Zeros at infinity for affine nonlinear control systems**," Other publications TiSEM 8c161363-55ac-4a98-8728-2, Tilburg University, School of Economics and Management. - Nijmeijer, N. & Schumacher, J.M., 1984.
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**Les systèmes non linéaires à plus d'entrées que de sorties ne sont pas inversibles**," Other publications TiSEM c632470d-d620-4ff8-9a74-0, Tilburg University, School of Economics and Management. - Aling, H. & Schumacher, J.M., 1984.
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**A nine-fold canonical decomposition for linear systems**," Other publications TiSEM 739ff20f-7b60-4ead-a966-8, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1984.
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**Almost stabilizability subspaces and high gain feedback**," Other publications TiSEM 3ff16bef-f062-4817-b822-8, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1983.
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**The role of the dissipation matrix in singular optimal control**," Other publications TiSEM c643d99a-ddb6-4f6c-a4d6-f, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1983.
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**On a conjecture of Basile and Marro**," Other publications TiSEM c55efa93-f6f8-401c-98bb-6, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1983.
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**On the structure of strongly controllable systems**," Other publications TiSEM 91b9b9c7-bdfa-441d-9766-2, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1983.
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**Finite-dimensional regulators for a class of infinite-dimensional systems**," Other publications TiSEM 4fdcad40-715b-434f-8917-a, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1983.
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**The algebraic regulator problem from the state-space point of view**," Other publications TiSEM 5779f1b9-6092-4e3e-8daf-6, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1983.
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**A direct approach to compensator design for distributed parameter systems**," Other publications TiSEM 64c07d51-0d72-41c5-877e-7, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1983.
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**Algebraic characterizations of almost invariance**," Other publications TiSEM ee1735b8-04e9-48f2-8e64-b, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1982.
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**Regulator synthesis using (C,A,B)-pairs**," Other publications TiSEM c3a99310-ebb7-4868-8af3-2, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1980.
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**A complement on pole placement**," Other publications TiSEM b2551d06-13c0-49ba-857d-8, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1980.
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**On the minimal stable observer problem**," Other publications TiSEM e16b7a80-04dc-407d-97e8-f, Tilburg University, School of Economics and Management. - Schumacher, J.M., 1980.
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**Compensator synthesis using (C,A,B)-pairs**," Other publications TiSEM 7388dba7-dc63-42d5-bdfe-3, Tilburg University, School of Economics and Management. - van Harten, A. & Schumacher, J.M., 1980.
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**Well-posedness of some evolution problems in the theory of automatic feed-back control for systems with distributed parameters**," Other publications TiSEM 8d6195e0-d682-4256-a2fc-3, Tilburg University, School of Economics and Management.

### Articles

- Johannes M. Schumacher & Puduru Viswanadha Reddy & Jacob C. Engwerda, 2022.
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**Jump Equilibria in Public-Good Differential Games with a Single State Variable**," Dynamic Games and Applications, Springer, vol. 12(3), pages 784-812, September. - Schumacher, Johannes M., 2021.
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**Ex-ante estate division under strong Pareto efficiency**," Mathematical Social Sciences, Elsevier, vol. 113(C), pages 10-24. - Schumacher, Johannes M., 2021.
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**A note on Gollier's model for a collective pension scheme**," Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(2), pages 187-211, April. - Schumacher Johannes M., 2018.
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**Distortion risk measures, ROC curves, and distortion divergence**," Statistics & Risk Modeling, De Gruyter, vol. 35(1-2), pages 35-50, January. - Schumacher, Johannes M., 2018.
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**Linear Versus Nonlinear Allocation Rules In Risk Sharing Under Financial Fairness**," ASTIN Bulletin, Cambridge University Press, vol. 48(3), pages 995-1024, September. - Johannes M. Schumacher, 2018.
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**A Multi-Objective Interpretation of Optimal Transport**," Journal of Optimization Theory and Applications, Springer, vol. 176(1), pages 94-119, January. - Bao, Hailong & Ponds, Eduard H.M. & Schumacher, Johannes M., 2017.
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**Multi-period risk sharing under financial fairness**," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 49-66.- Bao, Hailong & Ponds, Eduard & Schumacher, Hans, 2015.
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**Multi-Period Risk Sharing under Financial Fairness**," Other publications TiSEM 835f69a4-709c-4967-b15c-6, Tilburg University, School of Economics and Management.

- Bao, Hailong & Ponds, Eduard & Schumacher, Hans, 2015.
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- Pazdera, Jaroslav & Schumacher, Johannes M. & Werker, Bas J.M., 2017.
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**The composite iteration algorithm for finding efficient and financially fair risk-sharing rules**," Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 122-133. - Pazdera, Jaroslav & Schumacher, Johannes M. & Werker, Bas J.M., 2016.
"
**Cooperative investment in incomplete markets under financial fairness**," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 394-406. - Berend Roorda & Johannes Schumacher, 2016.
"
**Weakly time consistent concave valuations and their dual representations**," Finance and Stochastics, Springer, vol. 20(1), pages 123-151, January.- Berend Roorda & Johannes M. Schumacher, 2016.
"
**Weakly time consistent concave valuations and their dual representations**," Finance and Stochastics, Springer, vol. 20(1), pages 123-151, January.

- Roorda, B. & Schumacher, Hans, 2016.
"
**Weakly time consistent concave valuations and their dual representations**," Other publications TiSEM 132bdd0b-40dd-44bd-ab64-c, Tilburg University, School of Economics and Management.

- Berend Roorda & Johannes M. Schumacher, 2016.
"
- Roorda Berend & Schumacher Hans, 2013.
"
**Membership conditions for consistent families of monetary valuations**," Statistics & Risk Modeling, De Gruyter, vol. 30(3), pages 255-280, August.- Roorda, B. & Schumacher, J.M., 2013.
"
**Membership conditions for consistent families of monetary valuations**," Other publications TiSEM 26b66f36-0dc9-4ccf-9b1b-0, Tilburg University, School of Economics and Management.

- Roorda, B. & Schumacher, J.M., 2013.
"
- Roorda, Berend & Schumacher, J.M., 2011.
"
**The strictest common relaxation of a family of risk measures**," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 29-34, January.- Roorda, B. & Schumacher, J.M., 2011.
"
**The strictest common relaxation of a family of risk measures**," Other publications TiSEM fe50549a-ca7b-4a03-9318-1, Tilburg University, School of Economics and Management.

- Roorda, B. & Schumacher, J.M., 2011.
"
- Würth, Andreas & Schumacher, J.M., 2011.
"
**Risk aversion for nonsmooth utility functions**," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 109-128, March.- Wuerth, A.M. & Schumacher, J.M., 2011.
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**Risk aversion for nonsmooth utility functions**," Other publications TiSEM d948cfad-5e83-46ce-ae72-6, Tilburg University, School of Economics and Management.

- Wuerth, A.M. & Schumacher, J.M., 2011.
"
- Kerkhof, Jeroen & Melenberg, Bertrand & Schumacher, Hans, 2010.
"
**Model risk and capital reserves**," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 267-279, January. - Dai, Renxiang & Schumacher, J.M., 2009.
"
**Welfare analysis of conditional indexation schemes from a two-reference-point perspective**," Journal of Pension Economics and Finance, Cambridge University Press, vol. 8(3), pages 321-350, July. - Roorda, Berend & Schumacher, J.M., 2007.
"
**Time consistency conditions for acceptability measures, with an application to Tail Value at Risk**," Insurance: Mathematics and Economics, Elsevier, vol. 40(2), pages 209-230, March. - Berend Roorda & J. M. Schumacher & Jacob Engwerda, 2005.
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**Coherent Acceptability Measures In Multiperiod Models**," Mathematical Finance, Wiley Blackwell, vol. 15(4), pages 589-612, October. - W. A. van den Broek & J. C. Engwerda & J. M. Schumacher, 2003.
"
**Robust Equilibria in Indefinite Linear-Quadratic Differential Games**," Journal of Optimization Theory and Applications, Springer, vol. 119(3), pages 565-595, December.- van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2003.
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**Robust equilibria in indefinite linear-quadratic differential games**," Other publications TiSEM 4a566f74-cf19-4cc9-852a-5, Tilburg University, School of Economics and Management.

- van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2003.
"
- A. J. T. M. Weeren & J. M. Schumacher & J. C. Engwerda, 1999.
"
**Asymptotic Analysis of Linear Feedback Nash Equilibria in Nonzero-Sum Linear-Quadratic Differential Games**," Journal of Optimization Theory and Applications, Springer, vol. 101(3), pages 693-722, June. - Weeren, A. J. T. M. & Schumacher, J. M. & Engwerda, J. C., 1999.
"
**Strategic behavior and noncooperative hierarchical control**," Journal of Economic Dynamics and Control, Elsevier, vol. 23(4), pages 641-669, February.

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### NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-AGE: Economics of Ageing (1) 2017-08-20
- NEP-DGE: Dynamic General Equilibrium (1) 2017-08-20

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