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 |
|---|---|---|
| Markov decision processes under model uncertainty Mathematical Finance | 2024-01-31 | Paper |
| Revisiting optimal investment strategies of value-maximizing insurance firms Insurance Mathematics & Economics | 2021-07-06 | Paper |
| Robust martingale selection problem and its connections to the no-arbitrage theory Mathematical Finance | 2020-05-14 | Paper |
| Nonconcave robust optimization with discrete strategies under Knightian uncertainty Mathematical Methods of Operations Research | 2019-11-27 | Paper |
| Nonconcave robust optimization with discrete strategies under Knightian uncertainty Mathematical Methods of Operations Research | 2019-11-27 | Paper |
| A simple characterization of tightness for convex solid sets of positive random variables Positivity | 2018-10-04 | Paper |
| Robust utility maximization in discrete-time markets with friction SIAM Journal on Control and Optimization | 2018-06-01 | Paper |
| Diversification, protection of liability holders and regulatory arbitrage Mathematics and Financial Economics | 2017-01-31 | Paper |
Research outcomes over time
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