Oliver Janke

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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!

PublicationDate of PublicationType
Utility maximization under risk constraints and incomplete information for a market with a change point
Applied Mathematical Finance
2018-04-06Paper
Portfolio optimization under shortfall risk constraint
Optimization
2016-08-29Paper


Research outcomes over time


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