Justin Plückebaum

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 1

Top Topics

Transaction Costs

Portfolio Selection

Multistage Stochastic

Top Venues

SIAM J. Financial Math.

Publications

Cosimo Munari, Justin Plückebaum, Stefan Weber
Robust Portfolio Selection under Recovery Average Value at Risk. SIAM J. Financial Math. 15 (1) (2024)