| Publication | Date of Publication | Type |
|---|
| Optimal capital growth with convex shortfall penalties | 2021-07-16 | Paper |
| A boundary-point LP solution method and its application to dense linear programs | 2020-10-20 | Paper |
| Problems in Portfolio Theory and the Fundamentals of Financial Decision Making | 2019-04-16 | Paper |
| Stock Market Crashes | 2019-04-16 | Paper |
| Using the Kelly Criterion for Investing | 2019-01-25 | Paper |
| Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013 | 2018-09-19 | Paper |
| Currency returns, market regimes and behavioral biases | 2014-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5416129 | 2014-05-19 | Paper |
| An endogenous volatility approach to pricing and hedging call options with transaction costs | 2014-02-20 | Paper |
| Stock market crashes in 2007–2009: were we able to predict them? | 2014-01-24 | Paper |
| Mean-variance versus expected utility in dynamic investment analysis | 2011-06-22 | Paper |
| Growth–Security Models and Stochastic Dominance | 2011-05-31 | Paper |
| The Innovest Austrian Pension Fund Financial Planning Model InnoALM | 2009-08-13 | Paper |
| Use of stochastic and mathematical programming in portfolio theory and practice | 2009-06-25 | Paper |
| Capital growth with security | 2008-10-24 | Paper |
| Intertemporal surplus management | 2008-10-24 | Paper |
| The duality of option investment strategies for hedge funds | 2008-03-12 | Paper |
| Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control | 2007-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5425210 | 2007-11-09 | Paper |
| Time to wealth goals in capital accumulation | 2006-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3372248 | 2006-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3372261 | 2006-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3372280 | 2006-02-20 | Paper |
| A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome | 2004-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4428688 | 2003-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4782133 | 2003-04-24 | Paper |
| Formulation of the Russell-Yasuda Kasai Financial Planning Model | 2002-02-07 | Paper |
| Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model | 2002-02-07 | Paper |
| A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation | 2001-10-10 | Paper |
| Efficiency concepts in capital accumulation models | 2000-02-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251845 | 1999-06-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251881 | 1999-06-17 | Paper |
| Growth versus security tradeoffs in dynamic investment analysis | 1999-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251839 | 1998-01-01 | Paper |
| Implementing bounds-based approximations in convex-concave two-stage stochastic programming | 1997-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4302591 | 1995-11-09 | Paper |
| Bounds for Two-Stage Stochastic Programs with Fixed Recourse | 1994-08-21 | Paper |
| Univariate and multivariate measures of risk aversion and risk premiums | 1994-01-26 | Paper |
| Growth Versus Security in Dynamic Investment Analysis | 1993-04-01 | Paper |
| Tight Bounds for Stochastic Convex Programs | 1993-01-17 | Paper |
| Growth-security profiles in capital accumulation under risk | 1992-06-25 | Paper |
| Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3703539 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3735386 | 1986-01-01 | Paper |
| A tight upper bound for the expectation of a convex function of a multivariate random variable | 1986-01-01 | Paper |
| Generalized concavity of a function in portfolio theory | 1985-01-01 | Paper |
| Three person Baccarat | 1983-01-01 | Paper |
| Bounds on the value of information in uncertain decision problems II | 1983-01-01 | Paper |
| Comparison of Alternative Utility Functions in Portfolio Selection Problems | 1983-01-01 | Paper |
| Short Term Financial Planning under Uncertainty | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3318467 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3328295 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4749549 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3892078 | 1980-01-01 | Paper |
| The Demand for a Risky Asset | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3910261 | 1980-01-01 | Paper |
| Two-Period Stochastic Programs with Simple Recourse | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4120218 | 1976-01-01 | Paper |
| Bounds on the value of information in uncertain decision problems | 1975-01-01 | Paper |
| Calculation of Investment Portfolios with Risk Free Borrowing and Lending | 1974-01-01 | Paper |
| Transforming Stochastic Dynamic Programming Problems into Nonlinear Programs | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5685866 | 1971-01-01 | Paper |
| Computational Algorithms for Convex Stochastic Programs with Simple Recourse | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5623482 | 1970-01-01 | Paper |
