| Publication | Date of Publication | Type |
|---|
| Scalar and Vector Risk in the General Framework of Portfolio Theory | 2023-10-30 | Paper |
| Entropy Maximization in Finance | 2020-07-21 | Paper |
| Convex Duality and Financial Mathematics | 2018-06-29 | Paper |
| A variational approach to Lagrange multipliers | 2017-01-17 | Paper |
| Pseudo-mathematics and financial charlatanism: the effects of backtest overfitting on out-of-sample performance | 2016-06-15 | Paper |
| Optimal trend following trading rules | 2016-05-19 | Paper |
| Jack Warga (1922--2011) | 2014-04-15 | Paper |
| Variational methods in the presence of symmetry | 2013-10-10 | Paper |
| Trend Following Trading under a Regime Switching Model | 2010-11-10 | Paper |
| Vector majorization and a robust option replacement trading strategy | 2008-06-25 | Paper |
| Nonsmooth analysis on smooth manifolds | 2007-05-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3422503 | 2007-02-13 | Paper |
| Mathematical analysis of investment systems | 2007-01-09 | Paper |
| Variational methods in convex analysis | 2006-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5701779 | 2005-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5701780 | 2005-11-04 | Paper |
| Techniques of variational analysis | 2005-08-03 | Paper |
| MULTIDIRECTIONAL MEAN VALUE INEQUALITIES AND WEAK MONOTONICITY | 2005-04-29 | Paper |
| A variational proof of Birkhoff's theorem on doubly stochastic matrices | 2004-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4464212 | 2004-05-27 | Paper |
| An Extended Extremal Principle with Applications to Multiobjective Optimization | 2004-01-19 | Paper |
| Convex spectral functions of compact operators. II: Lower semicontinuity and rearrangement invariance | 2003-11-27 | Paper |
| Multiobjective optimization problem with variational inequality constraints | 2003-07-13 | Paper |
| Necessary Conditions for Constrained Optimization Problems in Smooth Banach Spaces and Applications | 2003-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263357 | 2002-04-07 | Paper |
| Clarke-Ledyaev mean value inequalities in smooth Banach spaces | 2001-01-07 | Paper |
| Hamiltonian Necessary Conditions for a Multiobjective Optimal Control Problem with Endpoint Constraints | 2000-10-18 | Paper |
| Hamilton–Jacobi theory for a generalized optimal stopping time problem | 2000-08-14 | Paper |
| Implicit multifunction theorems | 2000-08-13 | Paper |
| Production set of failure prone flexible manufacturing systems1 | 2000-08-07 | Paper |
| A survey of subdifferential calculus with applications | 2000-03-12 | Paper |
| Viscosity coderivatives and their limiting behavior in smooth Banach spaces. | 2000-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4236156 | 1999-07-19 | Paper |
| The equivalence of several basic theorems for subdifferentials | 1999-05-09 | Paper |
| Partially smooth variational principles and applications | 1999-03-30 | Paper |
| A limiting example for the local “fuzzy” sum rule in nonsmooth analysis | 1998-09-10 | Paper |
| Necessary conditions for constrained optimization problems with semicontinuous and continuous data | 1998-03-30 | Paper |
| On the characterization of properly relaxed delayed controls | 1997-07-06 | Paper |
| Variational analysis in nonreflexive spaces and applications to control problems with l1 perturbations | 1997-06-22 | Paper |
| Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems | 1997-06-12 | Paper |
| Viscosity Solutions and Viscosity Subderivatives in Smooth Banach Spaces with Applications to Metric Regularity | 1996-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4887266 | 1996-08-01 | Paper |
| A relaxation theorem for a Banach space integral-inclusion with delays and shifts | 1995-10-30 | Paper |
| Piecewise deterministic Markov process model for flexible manufacturing systems with preventive maintenance | 1994-09-29 | Paper |
| The Equivalence of Extremals in Different Representations of Unbounded Control Problems | 1994-08-14 | Paper |
| A proper relaxation of shifted and delayed controls | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4025101 | 1993-02-18 | Paper |
| On the solution set of differential inclusions in Banach space | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4730364 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3739855 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3683424 | 1984-01-01 | Paper |
