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Publications (49)
Narrative-based robust stochastic optimization
Journal of Economic Behaviour and Organization
Near-optimal asset allocation in financial markets with trading constraints
European Journal of Operational Research
The Recovery Potential for underfunded Pension Plans
DP 08/2022-028
Quantifying ambiguity bounds via time-consistent sets of indistinguishable models
Systems & Control Letters, 149, 104877
What does a term structure model imply about very long-term discount rates?
Journal of Empirical Finance, 62, 202-219.
Rabin’s calibration theorem revisited
DP 11/2021-047