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

This page was built for person: Mario Šikić