A review on ambiguity in stochastic portfolio optimization GC Pflug, M Pohl Set-Valued and Variational Analysis 26, 733-757, 2018 | 51 | 2018 |
Robust risk aggregation with neural networks S Eckstein, M Kupper, M Pohl Mathematical finance 30 (4), 1229-1272, 2020 | 35 | 2020 |
The amazing power of dimensional analysis: Quantifying market impact M Pohl, A Ristig, W Schachermayer, L Tangpi Market Microstructure and Liquidity 3 (03n04), 1850004, 2017 | 26 | 2017 |
Theoretical and empirical analysis of trading activity M Pohl, A Ristig, W Schachermayer, L Tangpi Mathematical Programming 181, 405-434, 2020 | 7 | 2020 |