Dariusz Zawisza

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
Correction to: ``Target achieving portfolio under model misspecification: quadratic optimization framework'' Applicationes Mathematicae	2025-07-10	Paper
The investor problem based on the HJM model Annales Polonici Mathematici	2022-02-11	Paper
On the parabolic equation for portfolio problems Banach Center Publications	2021-05-20	Paper
Continuous-time portfolio choice under monotone mean-variance preferences -- stochastic factor case Mathematics of Operations Research	2020-04-30	Paper
A note on the worst case approach for a market with a stochastic interest rate Applicationes Mathematicae	2019-01-30	Paper
Existence results for Isaacs equations with local conditions and related semilinear Cauchy problems Annales Polonici Mathematici	2018-11-01	Paper
Robust consumption-investment problem on infinite horizon Applied Mathematics and Optimization	2015-12-23	Paper
Continuous time portfolio choice under monotone preferences with quadratic penalty - stochastic interest rate case	2014-04-22	Paper
Continuous time portfolio choice under monotone preferences with quadratic penalty - stochastic interest rate case (available as arXiv preprint)	2014-01-01	Paper
Target achieving portfolio under model misspecification: quadratic optimization framework Applicationes Mathematicae	2012-12-06	Paper
Robust portfolio selection under exponential preferences Applicationes Mathematicae	2010-05-21	Paper

Research outcomes over time

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