Dirk Becherer

Publication Activity (10 Years)

Years Active: 2001-2018
Publications (10 Years): 2

Top Topics

Locally Optimal

Exhaustive Search

Stochastic Dynamic Programming

Expected Utility

Top Venues

Finance Stochastics

Math. Methods Oper. Res.

Publications

Dirk Becherer, Todor Bilarev, Peter Frentrup
Optimal liquidation under stochastic liquidity. Finance Stochastics 22 (1) (2018)
Dirk Becherer, Klebert Kentia
Hedging under generalized good-deal bounds and model uncertainty. Math. Methods Oper. Res. 86 (1) (2017)
Lars Putzig, Dirk Becherer, Illia Horenko
Optimal Allocation of a Futures Portfolio Utilizing Numerical Market Phase Detection. SIAM J. Financial Math. 1 (1) (2010)
Jürgen Amendinger, Dirk Becherer, Martin Schweizer
A monetary value for initial information in portfolio optimization. Finance Stochastics 7 (1) (2003)
Dirk Becherer
The numeraire portfolio for unbounded semimartingales. Finance Stochastics 5 (3) (2001)