| Publication | Date of Publication | Type |
|---|
| The tangential \(k\)-Cauchy-Fueter operator on right-type groups and its Bochner-Martinelli type formula | 2023-04-24 | Paper |
| Hybrid strategy in multiperiod mean-variance framework | 2023-03-06 | Paper |
| Survey on multi-period mean-variance portfolio selection model | 2022-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5072166 | 2022-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5072174 | 2022-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5070507 | 2022-04-12 | Paper |
| Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk | 2021-11-12 | Paper |
| The Yamabe operator and invariants on octonionic contact manifolds and convex cocompact subgroups of \(F_{4(-20)}\) | 2021-08-23 | Paper |
| The Penrose transform and the exactness of the tangential \(k\)-Cauchy-Fueter complex on the Heisenberg group | 2021-06-04 | Paper |
| The tangential \(k\)-Cauchy-Fueter complexes and Hartogs' phenomenon over the right quaternionic Heisenberg group | 2020-04-01 | Paper |
| The tangential \(k\)-Cauchy-Fueter operator and \(k\)-CF functions over the Heisenberg group | 2020-02-24 | Paper |
| Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise | 2019-07-18 | Paper |
| Alleviating time inconsistent behaviors via a competition scheme | 2019-05-02 | Paper |
| Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection | 2019-03-12 | Paper |
| Discrete-time behavioral portfolio selection under cumulative prospect theory | 2018-08-13 | Paper |
| Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion | 2018-08-10 | Paper |
| Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework | 2018-08-09 | Paper |
| Two-stage no-wait hybrid flowshop scheduling with inter-stage flexibility | 2018-02-21 | Paper |
| The Szegö kernel for k-CF functions on the quaternionic Heisenberg group | 2017-12-08 | Paper |
| Better than pre-committed optimal mean-variance policy in a jump diffusion market | 2017-10-09 | Paper |
| Behavioral Portfolio Optimization with Social Reference Point | 2017-09-12 | Paper |
| Multiperiod Mean-CVaR Portfolio Selection | 2017-09-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2993890 | 2016-08-10 | Paper |
| On conformal qc geometry, spherical qc manifolds and convex cocompact subgroups of \(\mathrm{Sp}{(n+1,1)}\) | 2016-05-12 | Paper |
| Dynamic Trading with Reference Point Adaptation and Loss Aversion | 2016-01-22 | Paper |
| Fuzzy Implications: Classification and a New Class | 2014-06-25 | Paper |
| The role a fuzzy implication plays in a multi-criteria decision algorithm | 2013-08-22 | Paper |
| Implications in Fuzzy Logic: Properties and a New Class | 2011-05-06 | Paper |
| On a New Class of Implications in Fuzzy Logic | 2010-10-27 | Paper |
| On dependencies and independencies of fuzzy implication axioms | 2010-05-07 | Paper |
| Typical behavior of mixed \(L^{\mathbf q}\)-dimensions | 2010-02-05 | Paper |
| Fuzzy adjunctions and fuzzy morphological operations based on implications | 2009-12-07 | Paper |
| On the first place antitonicity in QL-implications | 2009-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3637749 | 2009-07-14 | Paper |
| On the characterizations of fuzzy implications satisfying \(I(x,y)=I(x,I(x,y))\) | 2007-07-25 | Paper |
