Kerem Uğurlu

Available identifiers

Publication	Date of Publication	Type
Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis	2023-11-14	Paper
A new coherent multivariate average-value-at-risk	2023-03-09	Paper
Refinements of Kusuoka representations on L^∞	2022-10-24	Paper
Robust utility maximization of terminal wealth with drift and volatility uncertainty	2021-11-23	Paper
Dynamic optimal contract under parameter uncertainty with risk-averse agent and principal	2019-05-07	Paper
Decomposability and time consistency of risk averse multistage programs	2019-01-11	Paper
Robust optimal control using conditional risk mappings in infinite horizon	2018-07-26	Paper
On the Galerkin approximation and strong norm bounds for the stochastic Navier-Stokes equations with multiplicative noise.	2018-02-09	Paper
Controlled Markov decision processes with AVaR criteria for unbounded costs	2017-03-16	Paper
Continuity of cost functional and optimal feedback controls for the stochastic Navier Stokes equation in 2D	2016-12-20	Paper
On the Coherent Risk Measure Representations in the Discrete Probability Spaces	2014-11-17	Paper

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