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1
Risk sensitive asset allocation
Bielecki, Tomasz R.
;
Pliska, Stanley R.
;
Sherris, Michael
- In:
Journal of economic dynamics & control
24
(
2000
)
8
,
pp. 1145-1177
Persistent link: https://www.econbiz.de/10001474593
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2
Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.
;
Pliska, Stanley R.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001486618
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3
Dynamic coherent acceptability indices and their applications to finance
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Zhang, Zhao
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 411-441
Persistent link: https://www.econbiz.de/10010484294
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4
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
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5
Risk filtering and risk-averse control of Markovian systems subject to model uncertainty
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Ruszczyński, …
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
2
,
pp. 231-268
Persistent link: https://www.econbiz.de/10014423851
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6
Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette
;
El Karoui, Nicole
; …
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1100-1113
Persistent link: https://www.econbiz.de/10003783826
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