Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty I Baltas, L Dopierala, K Kolodziejczyk, M Szczepański, GW Weber, ... European Journal of Operational Research 298 (3), 1162-1174, 2022 | 38 | 2022 |
Robust portfolio decisions for financial institutions I Baltas, AN Yannacopoulos Journal of Dynamics and Games, 2018 | 31 | 2018 |
Optimal investment and reinsurance policies in insurance markets under the effect of inside information ID Baltas, NE Frangos, AN Yannacopoulos Applied Stochastic Models in Business and Industry 28 (6), 506-528, 2012 | 29 | 2012 |
Robust control of parabolic stochastic partial differential equations under model uncertainty I Baltas, A Xepapadeas, AN Yannacopoulos European Journal of Control 46, 1-13, 2019 | 26 | 2019 |
Portfolio management in a stochastic factor model under the existence of private information I Baltas, AN Yannacopoulos IMA Journal of Management Mathematics, 2017 | 24 | 2017 |
Uncertainty and Inside Information ID Baltas, AN Yannacopoulos Journal of Dynamics and Games 3 (1), 1-24, 2016 | 20 | 2016 |
Optimal investment in a general stochastic factor framework under model uncertainty I Baltas Journal of Dynamics and Games, 2023 | | 2023 |
Optimal pension fund management under risk and uncertainty: the case study of Poland I Baltas, M Szczepański, L Dopierala, K Kolodziejczyk, GW Weber, ... Modeling, Dynamics, Optimization and Bioeconomics IV: DGS VI JOLATE, Madrid …, 2021 | | 2021 |