Anne Gundel
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Robust utility maximization, \(f\)-projections, and risk constraints. | 2010-05-21 | Paper |
| Utility maximization under a shortfall risk constraint Journal of Mathematical Economics | 2008-11-13 | Paper |
| Robust utility maximization with limited downside risk in incomplete markets Stochastic Processes and their Applications | 2007-12-17 | Paper |
| Robust projections in the class of martingale measures Illinois Journal of Mathematics | 2006-09-26 | Paper |
| Robust utility maximization for complete and incomplete markets Finance and Stochastics | 2006-05-24 | Paper |
Research outcomes over time
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