Anne Gundel
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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 |
|---|---|---|
| Robust utility maximization, \(f\)-projections, and risk constraints. | 2010-05-21 | Paper |
| Utility maximization under a shortfall risk constraint Journal of Mathematical Economics | 2008-11-13 | Paper |
| Robust utility maximization with limited downside risk in incomplete markets Stochastic Processes and their Applications | 2007-12-17 | Paper |
| Robust projections in the class of martingale measures Illinois Journal of Mathematics | 2006-09-26 | Paper |
| Robust utility maximization for complete and incomplete markets Finance and Stochastics | 2006-05-24 | Paper |
Research outcomes over time
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