Dorothee Westphal

Available identifiers

zbMath Open westphal.dorotheeMaRDI QIDQ2120606

List of research outcomes

Publication	Date of Publication	Type
Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift	2023-05-17	Paper
Robust utility maximizing strategies under model uncertainty and their convergence	2022-04-01	Paper
Robust utility maximization in a multivariate financial market with stochastic drift	2021-08-24	Paper
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift	2021-03-03	Paper
Model uncertainty and expert opinions in continuous-time financial markets	2020-04-23	Paper
Expert opinions and logarithmic utility maximization for multivariate stock returns with Gaussian drift	2017-07-26	Paper

Research outcomes over time

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