2016

Belak, Christoph, Christensen, Sören and Menkens, Olaf (2016) Worst-case portfolio optimization in a market with bubbles. International Journal of Theoretical and Applied Finance, 19 (2). p. 1650009. ISSN 1793-6322

2015

Belak, Christoph, Menkens, Olaf and Sass, Jorn (2015) Worst-case portfolio optimization with proportional transaction costs. Stochastics An International Journal of Probability and Stochastic Processes, 87 (4). pp. 623-663. ISSN 1744-2516

Belak, Christoph, Menkens, Olaf and Sass, Jorn (2015) On the uniqueness of unbounded viscosity solutions arising in an optimal terminal wealth problem with transaction costs. SIAM Journal on Control and Optimization (SICON), 53 (5). pp. 2878-2897. ISSN 0363-0129

2014

Belak, Christoph, Christensen, Sören and Menkens, Olaf (2014) Worst-case optimal investment with a random number of crashes. Statistics and Probability Letters, 90 . pp. 140-148. ISSN 0167-7152