Dariusz Zawisza

Available identifiers

Publication	Date of Publication	Type
The investor problem based on the HJM model	2022-02-11	Paper
On the parabolic equation for portfolio problems	2021-05-20	Paper
Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case	2020-04-30	Paper
A note on the worst case approach for a market with a stochastic interest rate	2019-01-30	Paper
Existence results for Isaacs equations with local conditions and related semilinear Cauchy problems	2018-11-01	Paper
Robust consumption-investment problem on infinite horizon	2015-12-23	Paper
Continuous time portfolio choice under monotone preferences with quadratic penalty - stochastic interest rate case	2014-04-22	Paper
Target achieving portfolio under model misspecification: quadratic optimization framework	2012-12-06	Paper
Robust portfolio selection under exponential preferences	2010-05-21	Paper

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