Sigrid Källblad

Publication Activity (10 Years)

Years Active: 2017-2020
Publications (10 Years): 4

Top Topics

Portfolio Optimization

Investment Decisions

Utility Function

Top Venues

Finance Stochastics

SIAM J. Financial Math.

SIAM J. Control. Optim.

Publications

Sigrid Källblad
Black's Inverse Investment Problem and Forward Criteria with Consumption. SIAM J. Financial Math. 11 (2) (2020)
Sigrid Källblad, Jan Oblój, Thaleia Zariphopoulou
Dynamically consistent investment under model uncertainty: the robust forward criteria. Finance Stochastics 22 (4) (2018)
Sigrid Källblad
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals. Finance Stochastics 21 (2) (2017)
Alexander M. G. Cox, Sigrid Källblad
Model-Independent Bounds for Asian Options: A Dynamic Programming Approach. SIAM J. Control. Optim. 55 (6) (2017)