| Publication | Date of Publication | Type |
|---|
| Optimal tracking for asset allocation with fixed and proportional transaction costs | 2019-01-15 | Paper |
| Risk-Sensitive ICAPM With Application to Fixed-Income Management | 2017-07-12 | Paper |
| Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms | 2014-10-24 | Paper |
| An Overview of Optimal Life Insurance Purchase, Consumption and Investment Problems | 2012-09-05 | Paper |
| Option valuation with co-integrated asset prices | 2008-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3511644 | 2008-07-11 | Paper |
| A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT | 2008-05-22 | Paper |
| CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION | 2006-02-08 | Paper |
| OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND | 2005-12-15 | Paper |
| A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios | 2003-05-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4550913 | 2002-09-04 | Paper |
| Risk-sensitive dynamic asset management | 2002-05-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792530 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2741097 | 2001-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407993 | 2001-01-01 | Paper |
| Risk sensitive asset allocation | 2000-08-21 | Paper |
| Risk sensitive asset management with transaction costs | 2000-05-24 | Paper |
| Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management | 2000-05-17 | Paper |
| Optimal trading of a security when there are taxes and transaction costs | 1999-09-14 | Paper |
| OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS | 1997-07-06 | Paper |
| Portfolio management with transaction costs | 1997-04-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4887227 | 1997-01-19 | Paper |
| On a free boundary problem that arises in portfolio management | 1995-05-14 | Paper |
| Optimal portfolios with asymptotic criteria | 1994-01-26 | Paper |
| Optimal Scheduling of Inspections: A Delayed Markov Model with False Positives and Negatives | 1991-01-01 | Paper |
| On the fundamental theorem of asset pricing with an infinite state space | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3801311 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3801314 | 1988-01-01 | Paper |
| The shadow price of information in continuous time decision problems | 1987-01-01 | Paper |
| A martingale characterization of the price of a nonrenewable resource with decisions involving uncertainty | 1985-01-01 | Paper |
| A stochastic calculus model of continuous trading: Complete markets | 1983-01-01 | Paper |
| Optimal Consumption of a Nonrenewable Resource with Stochastic Discoveries and a Random Environment | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3967383 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4744178 | 1982-01-01 | Paper |
| Optimal policies for batch service queueing systems | 1982-01-01 | Paper |
| Martingales and stochastic integrals in the theory of continuous trading | 1981-01-01 | Paper |
| Accretive Operators and Markov Decision Processes | 1980-01-01 | Paper |
| Optimal Consumption and Exploration of Nonrenewable Resources under Uncertainty | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3931152 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3908794 | 1978-01-01 | Paper |
| On a functional differential equation that arises in a Markov control problem | 1978-01-01 | Paper |
| Optimal Control of Single-Server Queuing Networks and Multi-Class M/G/1 Queues with Feedback | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4118155 | 1977-01-01 | Paper |
| Optimization of Multitype Branching Processes | 1976-01-01 | Paper |
| Controlled jump processes | 1975-01-01 | Paper |
| A Semigroup Representation of the Maximum Expected Reward Vector in Continuous Parameter Markov Decision Theory | 1975-01-01 | Paper |
| A diffusion process model for the optimal operation of a reservoir system | 1975-01-01 | Paper |
| A DYNAMIC PROGRAMMING MODEL FOR OPTIMAL OBSERVATIONS OF A DISCRETE TIME LINEAR STOCHASTIC PROCESS | 1974-01-01 | Paper |
| Optimal observations for minimum variance filtering | 1974-01-01 | Paper |
| Single person controlled diffusions with discounted costs | 1973-01-01 | Paper |
| Multiperson Controlled Diffusions | 1973-01-01 | Paper |
