@misc{FreyGabihWunderlich, author = {Frey, R{\"u}diger and Gabih, Abdelali and Wunderlich, Ralf}, title = {Portfolio optimization under partial information with expert opinions}, series = {International Journal of Theoretical and Applied Finance}, volume = {15}, journal = {International Journal of Theoretical and Applied Finance}, number = {1}, doi = {10.1142/S0219024911006486}, pages = {1250009-1 -- 1250009-17}, language = {en} } @misc{FreyWunderlich, author = {Frey, R{\"u}diger and Wunderlich, Ralf}, title = {Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions}, series = {ArXiv.org}, journal = {ArXiv.org}, pages = {31}, language = {en} } @misc{FreyGabihWunderlich, author = {Frey, R{\"u}diger and Gabih, Abdelali and Wunderlich, Ralf}, title = {Portfolio Optimization under Partial Information with Expert Opinions: a Dynamic Programming Approach}, series = {Communications on Stochastic Analysis}, volume = {8}, journal = {Communications on Stochastic Analysis}, number = {1}, issn = {0973-9599}, pages = {49 -- 79}, language = {en} } @misc{GabihKondakjiSassetal., author = {Gabih, Abdelali and Kondakji, Hakam and Sass, J{\"o}rn and Wunderlich, Ralf}, title = {Expert Opinions and Logarithmic Utility Maximization in a Market with Gaussian Drift}, series = {Communications on Stochastic Analysis}, volume = {8}, journal = {Communications on Stochastic Analysis}, number = {1}, issn = {0973-9599}, pages = {27 -- 47}, language = {en} } @misc{HoefersWunderlich, author = {H{\"o}fers, Imke and Wunderlich, Ralf}, title = {Portfolio optimization under dynamic risk constraints}, series = {arXiv.org}, journal = {arXiv.org}, pages = {28}, language = {en} } @misc{SassWestphalWunderlich, author = {Sass, J{\"o}rn and Westphal, Dorothee and Wunderlich, Ralf}, title = {Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift}, series = {ArXiv.org}, journal = {ArXiv.org}, pages = {30}, language = {en} } @misc{ShardinWunderlich, author = {Shardin, Anton and Wunderlich, Ralf}, title = {Partially Observable Stochastic Optimal Control Problems for an Energy Storage}, series = {Stochastics : an International Journal of Probability and Stochastic Processes}, volume = {89}, journal = {Stochastics : an International Journal of Probability and Stochastic Processes}, number = {1}, issn = {1744-2516}, pages = {280 -- 310}, language = {en} } @misc{RedekerWunderlich, author = {Redeker, Imke and Wunderlich, Ralf}, title = {Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading}, series = {Statistics \& Risk Modeling}, volume = {35}, journal = {Statistics \& Risk Modeling}, number = {1-2}, issn = {2196-7040}, doi = {10.1515/strm-2017-0001}, pages = {1 -- 21}, language = {en} } @misc{SassWestphalWunderlich, author = {Sass, J{\"o}rn and Westphal, Dorothee and Wunderlich, Ralf}, title = {Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift}, series = {International Journal of Theoretical and Applied Finance}, volume = {20}, journal = {International Journal of Theoretical and Applied Finance}, number = {4}, issn = {0219-0249}, doi = {10.1142/S0219024917500224}, pages = {1750022}, language = {en} } @misc{GabihKondakjiWunderlich, author = {Gabih, Abdelali and Kondakji, Hakam and Wunderlich, Ralf}, title = {Asymptotic Filter Behavior for High-Frequency Expert Opinions in a Market with Gaussian Drift}, series = {arXiv.org}, journal = {arXiv.org}, pages = {17}, language = {en} }