@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} } @misc{SassWestphalWunderlich, author = {Sass, J{\"o}rn and Westphal, Dorothee and Wunderlich, Ralf}, title = {Diffusion Approximations for Expert Opinions in a Financial Market with Gaussian Drift}, series = {arXiv.org}, journal = {arXiv.org}, pages = {42}, language = {en} } @misc{RedekerWunderlich, author = {Redeker, Imke and Wunderlich, Ralf}, title = {Credit risk with asymmetric information and a switching default threshold}, series = {arXiv}, journal = {arXiv}, pages = {20}, 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, Stochastic Models}, series = {Stochastic Models}, volume = {36}, journal = {Stochastic Models}, number = {4}, issn = {1532-6349}, doi = {10.1080/15326349.2020.1758567}, pages = {519 -- 547}, language = {en} } @misc{MastroeniWunderlich, author = {Mastroeni, Loretta and Wunderlich, Ralf}, title = {Introduction to Special Issue on Energy Finance}, series = {Decisions in Economics and Finance}, volume = {44}, journal = {Decisions in Economics and Finance}, number = {2}, issn = {1129-6569}, doi = {10.1007/s10203-021-00367-2}, pages = {1015 -- 1020}, language = {en} } @misc{SassWestphalWunderlich, author = {Sass, J{\"o}rn and Westphal, Dorothee and Wunderlich, Ralf}, title = {Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift}, series = {Journal of Applied Probability}, volume = {58}, journal = {Journal of Applied Probability}, number = {1}, issn = {1475-6072}, doi = {10.1017/jpr.2020.82}, pages = {197 -- 216}, language = {en} } @misc{TakamWunderlichMenoukeuPamen, author = {Takam, Paul Honor{\´e} and Wunderlich, Ralf and Menoukeu Pamen, Olivier}, title = {Short-Term Behavior of a Geothermal Energy Storage: Modeling and Theoretical Results}, series = {arXiv.org}, journal = {arXiv.org}, pages = {1 -- 25}, language = {en} } @misc{TakamWunderlichMenoukeuPamen, author = {Takam, Paul Honor{\´e} and Wunderlich, Ralf and Menoukeu Pamen, Olivier}, title = {Short-Term Behavior of a Geothermal Energy Storage: Numerical Applications}, series = {arXiv.org}, journal = {arXiv.org}, pages = {1 -- 28}, language = {en} } @misc{SassWestphalWunderlich, author = {Sass, J{\"o}rn and Westphal, Dorothee and Wunderlich, Ralf}, title = {Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift}, series = {Stochastic Models}, volume = {39}, journal = {Stochastic Models}, issn = {1532-4214}, doi = {10.1080/15326349.2022.2100423}, pages = {323 -- 362}, language = {en} } @misc{TakamWunderlich, author = {Takam, Paul Honor{\´e} and Wunderlich, Ralf}, title = {On the Input-Output Behavior of a Geothermal Energy Storage: Approximations by Model Order Reduction}, series = {arXiv}, journal = {arXiv}, doi = {10.48550/arXiv.2209.14761}, pages = {1 -- 42}, language = {en} } @misc{GabihKondakjiWunderlich, author = {Gabih, Abdelali and Kondakji, Hakam and Wunderlich, Ralf}, title = {Well Posedness of Utility Maximization Problems Under Partial Information in a Market with Gaussian Drift}, series = {arXiv}, journal = {arXiv}, doi = {10.48550/arXiv.2205.08614}, pages = {1 -- 17}, language = {en} } @misc{TakamWunderlichMenoukeuPamen, author = {Takam, Paul Honor{\´e} and Wunderlich, Ralf and Menoukeu Pamen, Olivier}, title = {Modeling and simulation of the input-output behavior of a geothermal energy storage}, series = {Mathematical Methods in the Applied Sciences}, volume = {47}, journal = {Mathematical Methods in the Applied Sciences}, number = {1}, issn = {0170-4214}, doi = {10.1002/mma.9661}, pages = {371 -- 396}, language = {en} }