TY - GEN A1 - Frey, Rüdiger A1 - Gabih, Abdelali A1 - Wunderlich, Ralf T1 - Portfolio optimization under partial information with expert opinions T2 - International Journal of Theoretical and Applied Finance Y1 - 2012 U6 - https://doi.org/10.1142/S0219024911006486 VL - 15 IS - 1 SP - 1250009-1 EP - 1250009-17 ER - TY - GEN A1 - Frey, Rüdiger A1 - Wunderlich, Ralf T1 - Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions T2 - ArXiv.org Y1 - 2013 UR - http://arxiv.org/pdf/1303.2513v2.pdf ER - TY - GEN A1 - Frey, Rüdiger A1 - Gabih, Abdelali A1 - Wunderlich, Ralf T1 - Portfolio Optimization under Partial Information with Expert Opinions: a Dynamic Programming Approach T2 - Communications on Stochastic Analysis Y1 - 2014 SN - 0973-9599 VL - 8 IS - 1 SP - 49 EP - 79 ER - TY - GEN A1 - Gabih, Abdelali A1 - Kondakji, Hakam A1 - Sass, Jörn A1 - Wunderlich, Ralf T1 - Expert Opinions and Logarithmic Utility Maximization in a Market with Gaussian Drift T2 - Communications on Stochastic Analysis Y1 - 2014 SN - 0973-9599 VL - 8 IS - 1 SP - 27 EP - 47 ER - TY - GEN A1 - Höfers, Imke A1 - Wunderlich, Ralf T1 - Portfolio optimization under dynamic risk constraints T2 - arXiv.org Y1 - 2016 UR - http://arxiv.org/pdf/1602.00570v1.pdf ER - TY - GEN A1 - Sass, Jörn A1 - Westphal, Dorothee A1 - Wunderlich, Ralf T1 - Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift T2 - ArXiv.org Y1 - 2016 UR - https://arxiv.org/abs/1601.08155 ER - TY - GEN A1 - Shardin, Anton A1 - Wunderlich, Ralf T1 - Partially Observable Stochastic Optimal Control Problems for an Energy Storage T2 - Stochastics : an International Journal of Probability and Stochastic Processes Y1 - 2017 UR - http://www.tandfonline.com/doi/pdf/10.1080/17442508.2016.1166506 UR - http://www.b-tu.de/fg-wirtschaftsmathematik/publikationen/refereed-journals SN - 1744-2516 VL - 89 IS - 1 SP - 280 EP - 310 ER - TY - GEN A1 - Redeker, Imke A1 - Wunderlich, Ralf T1 - Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading T2 - Statistics & Risk Modeling Y1 - 2018 U6 - https://doi.org/10.1515/strm-2017-0001 SN - 2196-7040 SN - 2193-1402 VL - 35 IS - 1-2 SP - 1 EP - 21 ER - TY - GEN A1 - Sass, Jörn A1 - Westphal, Dorothee A1 - Wunderlich, Ralf T1 - Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift T2 - International Journal of Theoretical and Applied Finance Y1 - 2017 U6 - https://doi.org/10.1142/S0219024917500224 SN - 0219-0249 SN - 1793-6322 VL - 20 IS - 4 SP - 1750022 ER - TY - GEN A1 - Gabih, Abdelali A1 - Kondakji, Hakam A1 - Wunderlich, Ralf T1 - Asymptotic Filter Behavior for High-Frequency Expert Opinions in a Market with Gaussian Drift T2 - arXiv.org Y1 - 2018 UR - https://arxiv.org/abs/1812.03453 ER -