Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Mathias Pohl
A Review on Ambiguity in Stochastic Portfolio Optimization
Set-Valued and Variational Analysis
Numerical Analysis
Statistics
Probability
Geometry
Applied Mathematics
Analysis
Topology
Related publications
Portfolio Optimization With Stochastic Dominance Constraints
Journal of Banking and Finance
Economics
Econometrics
Finance
Ambiguity in Portfolio Selection
Quantitative Finance
Economics
Econometrics
Finance
Portfolio Optimization With Ambiguous Correlation and Stochastic Volatilities
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
Portfolio Inertia Under Ambiguity
Mathematical Social Sciences
Sociology
Psychology
Probability
Uncertainty
Statistics
Political Science
Social Sciences
A SimILS-Based Methodology for a Portfolio Optimization Problem With Stochastic Returns
Lecture Notes in Business Information Processing
Control
Systems Engineering
Information Systems
Business
International Management
Simulation
Management
Management Information Systems
Modeling
Portfolio Size in Stochastic Portfolio Networks Using Digital Portfolio Theory
Journal of Mathematical Finance
Learning, Ambiguity and Life-Cycle Portfolio Allocation
Review of Economic Dynamics
Economics
Econometrics
Cover's Universal Portfolio, Stochastic Portfolio Theory, and the Numéraire Portfolio
Mathematical Finance
Finance
Applied Mathematics
Economics
Econometrics
Accounting
Social Sciences
A Framework for Optimization Under Ambiguity
Annals of Operations Research
Management Science
Decision Sciences
Operations Research