Research output per year
Research output per year
Research output
- 4 Article
Search results
-
2023
A new coherent multivariate average-value-at-risk
Uğurlu, K., 2023, In: Optimization. 72, 2, p. 493-519 27 p.Research output: Contribution to journal › Article › peer-review
9 Citations (Scopus) -
2022
Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis
Uğurlu, K. & Brzeczek, T., 2022, (Accepted/In press) In: Central European Journal of Operations Research.Research output: Contribution to journal › Article › peer-review
Open Access4 Citations (Scopus) -
Refinements of Kusuoka representations on L ∞
Uğurlu, K., 2022, In: Optimization. 71, 11, p. 3351-3362 12 p.Research output: Contribution to journal › Article › peer-review
7 Citations (Scopus) -
2021
Robust utility maximization of terminal wealth with drift and volatility uncertainty
Uğurlu, K., 2021, In: Optimization. 70, 10, p. 2081-2102 22 p.Research output: Contribution to journal › Article › peer-review
7 Citations (Scopus)