# Johannes M. Schumacher

### Contents:

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## Personal Details

Amsterdam, Netherlands

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

: +31 20 525 4217

+31 20 525 4349

Roetersstraat 11, NL-1018 WB Amsterdam

RePEc:edi:keuvanl (more details at EDIRC)

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

: +31 20 525 4217

+31 20 525 4349

Roetersstraat 11, NL-1018 WB Amsterdam

RePEc:edi:keuvanl (more details at EDIRC)

- 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 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 Berend & Schumacher Hans, 2013.
"
- Reddy, P.V. & Schumacher, J.M. & Engwerda, J.C., 2012.
"
**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. - Wuerth, A.M. & Schumacher, J.M., 2011.
"
**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.
"
**Risk aversion for nonsmooth utility functions**," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 109-128, March.

- Würth, Andreas & Schumacher, J.M., 2011.
"
- 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, 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, Berend & Schumacher, J.M., 2011.
"
- 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. - 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. - 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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**Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options**," Discussion Paper 2004-20, Tilburg University, Center for Economic Research. - 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. - van den Broek, W.A. & Engwerda, J.C. & Schumacher, J.M., 2003.
"
**Robust equilibria in indefinite linear-quadratic differential games**," Other publications TiSEM 4a566f74-cf19-4cc9-852a-5, Tilburg University, School of Economics and Management. - Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2003.
"
**Testing Expected Shortfall Models for Derivative Positions**," Discussion Paper 2003-24, Tilburg University, Center for Economic Research. - Heemels, W.P.M.H. & Camlibel, M.K. & Schumacher, J.M., 2002.
"
**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., 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. - 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. - 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. - 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. - 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. - 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. & Schumacher, J.M., 1999.
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**Disturbance Decoupling in Dynamic Games**," Discussion Paper 1999-67, 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**," Discussion Paper 1999-05, Tilburg University, Center for Economic Research. - 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. - 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. - 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. - 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. - 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. - 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 I : State-Space and Polynomial Representations**," Other publications TiSEM feafa954-c509-4955-88f2-1, 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. - 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. - 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. - 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. - 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. - 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 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. - 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. - 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. - 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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**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., 1990.
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**System-theoretic trends in econometrics**," Research Memorandum FEW 432, 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., 1989.
"
- 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. - 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. - 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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**Zeros at infinity for affine nonlinear control systems**," Other publications TiSEM 8c161363-55ac-4a98-8728-2, 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, 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. - 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. - 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., 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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**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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**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., 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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**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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**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., 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. - 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. - 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. - 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.

- 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.

- 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.
"
**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(03), pages 321-350, July. - Roorda, Berend & Schumacher, J.M., 2007.
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**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.
"
**Coherent Acceptability Measures In Multiperiod Models**," Mathematical Finance, Wiley Blackwell, vol. 15(4), pages 589-612. - 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.

This author is among the top 5% authors according to these criteria:

#### Most cited item

- Berend Roorda & J. M. Schumacher & Jacob Engwerda, 2005.
"
**Coherent Acceptability Measures In Multiperiod Models**," Mathematical Finance, Wiley Blackwell, vol. 15(4), pages 589-612.

#### Most downloaded item (past 12 months)

- Kerkhof, Jeroen & Melenberg, Bertrand & Schumacher, Hans, 2010.
"
**Model risk and capital reserves**," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 267-279, January.

#### Access and download statistics for all items

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