Dorothee Westphal
From MaRDI portal
Person:2120606
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 |
|---|---|---|
| Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift Stochastic Models | 2023-05-17 | Paper |
| Robust utility maximizing strategies under model uncertainty and their convergence Mathematics and Financial Economics | 2022-04-01 | Paper |
| Robust utility maximization in a multivariate financial market with stochastic drift International Journal of Theoretical and Applied Finance | 2021-08-24 | Paper |
| Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift Journal of Applied Probability | 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 International Journal of Theoretical and Applied Finance | 2017-07-26 | Paper |
Research outcomes over time
This page was built for person: Dorothee Westphal
