Kerem Uğurlu

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
Lower partial moments for skew elliptical distributions Journal of Industrial and Management Optimization	2026-02-24	Paper
Terminal wealth maximization under drift uncertainty Optimization	2025-05-07	Paper
Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis CEJOR. Central European Journal of Operations Research	2023-11-14	Paper
A new coherent multivariate average-value-at-risk Optimization	2023-03-09	Paper
Refinements of Kusuoka representations on \(L^\infty\) Optimization	2022-10-24	Paper
Robust utility maximization of terminal wealth with drift and volatility uncertainty Optimization	2021-11-23	Paper
Dynamic optimal contract under parameter uncertainty with risk-averse agent and principal Turkish Journal of Mathematics	2019-05-07	Paper
Decomposability and time consistency of risk averse multistage programs Operations Research Letters	2019-01-11	Paper
Robust optimal control using conditional risk mappings in infinite horizon Journal of Computational and Applied Mathematics	2018-07-26	Paper
On the Galerkin approximation and strong norm bounds for the stochastic Navier-Stokes equations with multiplicative noise. Differential and Integral Equations	2018-02-09	Paper
Controlled Markov decision processes with AVaR criteria for unbounded costs Journal of Computational and Applied Mathematics	2017-03-16	Paper
Continuity of cost functional and optimal feedback controls for the stochastic Navier Stokes equation in 2D Communications on Pure and Applied Analysis	2016-12-20	Paper
On the Coherent Risk Measure Representations in the Discrete Probability Spaces	2014-11-17	Paper
On the Coherent Risk Measure Representations in the Discrete Probability Spaces (available as arXiv preprint)	2014-01-01	Paper

Research outcomes over time

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