Mario Šikić

Available identifiers

zbMath Open sikic.marioMaRDI QIDQ506380

List of research outcomes

Publication	Date of Publication	Type
Markov decision processes under model uncertainty	2024-01-31	Paper
Revisiting optimal investment strategies of value-maximizing insurance firms	2021-07-06	Paper
Robust martingale selection problem and its connections to the no‐arbitrage theory	2020-05-14	Paper
Nonconcave robust optimization with discrete strategies under Knightian uncertainty	2019-11-27	Paper
A simple characterization of tightness for convex solid sets of positive random variables	2018-10-04	Paper
Robust Utility Maximization in Discrete-Time Markets with Friction	2018-06-01	Paper
Diversification, protection of liability holders and regulatory arbitrage	2017-01-31	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Mario Šikić