Christoph Belak

Available identifiers

zbMath Open belak.christophWikidataQ102431715 ScholiaQ102431715MaRDI QIDQ1702882

List of research outcomes

Publication	Date of Publication	Type
Optimal investment for retail investors	2023-09-28	Paper
Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit	2022-09-29	Paper
Optimal Investment with Time-Varying Stochastic Endowments	2022-08-22	Paper
Continuous-time mean field games with finite state space and common noise	2021-10-19	Paper
Finite-horizon optimal investment with transaction costs: construction of the optimal strategies	2019-09-19	Paper
Utility maximisation in a factor model with constant and proportional transaction costs	2019-01-18	Paper
Backward nonlinear expectation equations	2018-03-01	Paper
A General Verification Result for Stochastic Impulse Control Problems	2017-03-17	Paper
Worst-case portfolio optimization with proportional transaction costs	2016-04-27	Paper
WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES	2016-04-14	Paper
On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs	2015-09-14	Paper
Worst-case optimal investment with a random number of crashes	2014-06-11	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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