Search Page
Save citations to file
Email citations
Send citations to clipboard
Add to Collections
Add to My Bibliography
Create a file for external citation management software
Your saved search
Your RSS Feed
Filters
Results by year
Table representation of search results timeline featuring number of search results per year.
Year | Number of Results |
---|---|
2018 | 2 |
2019 | 1 |
2020 | 3 |
2021 | 2 |
2024 | 0 |
Search Results
6 results
Results by year
Filters applied: . Clear all
Page 1
Robust risk aggregation with neural networks.
Math Financ. 2020 Oct;30(4):1229-1272. doi: 10.1111/mafi.12280. Epub 2020 Jun 13.
Math Financ. 2020.
PMID: 33041536
Free PMC article.
Sensitivity analysis of Wasserstein distributionally robust optimization problems.
Bartl D, Drapeau S, Obłój J, Wiesel J.
Bartl D, et al.
Proc Math Phys Eng Sci. 2021 Dec;477(2256):20210176. doi: 10.1098/rspa.2021.0176. Epub 2021 Dec 15.
Proc Math Phys Eng Sci. 2021.
PMID: 35153602
Free PMC article.
Item in Clipboard
Theoretical and empirical analysis of trading activity.
Pohl M, Ristig A, Schachermayer W, Tangpi L.
Pohl M, et al.
Math Program. 2020;181(2):405-434. doi: 10.1007/s10107-018-1341-x. Epub 2018 Oct 26.
Math Program. 2020.
PMID: 32624621
Free PMC article.
Item in Clipboard
Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio.
Cuchiero C, Schachermayer W, Wong TL.
Cuchiero C, et al.
Math Financ. 2019 Jul;29(3):773-803. doi: 10.1111/mafi.12201. Epub 2018 Oct 1.
Math Financ. 2019.
PMID: 31341352
Free PMC article.
Item in Clipboard
Convergence of optimal expected utility for a sequence of binomial models.
Hubalek F, Schachermayer W.
Hubalek F, et al.
Math Financ. 2021 Oct;31(4):1315-1331. doi: 10.1111/mafi.12326. Epub 2021 Jun 28.
Math Financ. 2021.
PMID: 35874553
Free PMC article.
Item in Clipboard
Convergence of optimal expected utility for a sequence of discrete-time markets.
Kreps DM, Schachermayer W.
Kreps DM, et al.
Math Financ. 2020 Oct;30(4):1205-1228. doi: 10.1111/mafi.12277. Epub 2020 Jun 16.
Math Financ. 2020.
PMID: 33041535
Free PMC article.
Item in Clipboard
Cite
Cite