| Portfolio optimization under partial information with expert opinions R Frey, A Gabih, R Wunderlich International Journal of Theoretical and Applied Finance 15 (01), 1250009, 2012 | 67 | 2012 |
| Dynamic portfolio optimization with bounded shortfall risks A Gabih, W Grecksch, R Wunderlich Stochastic analysis and applications 23 (3), 579-594, 2005 | 63 | 2005 |
| Utility maximization under bounded expected loss A Gabih, J Sass, R Wunderlich Stochastic Models 25 (3), 375-407, 2009 | 41 | 2009 |
| Random eigenvalue problems for bending vibrations of beams S Mehlhose, J Vom Scheidt, R Wunderlich ZAMM‐Journal of Applied Mathematics and Mechanics/Zeitschrift für Angewandte …, 1999 | 37 | 1999 |
| Portfolio optimization under partial information with expert opinions: A dynamic programming approach R Frey, A Gabih, R Wunderlich arXiv preprint arXiv:1303.2513, 2013 | 32 | 2013 |
| Partially observable stochastic optimal control problems for an energy storage AA Shardin, R Wunderlich Stochastics 89 (1), 280-310, 2017 | 29 | 2017 |
| Expert opinions and logarithmic utility maximization in a market with Gaussian drift A Gabih, H Kondakji, J Sass, R Wunderlich arXiv preprint arXiv:1402.6313, 2014 | 28 | 2014 |
| Optimal portfolio policies under bounded expected loss and partial information J Sass, R Wunderlich Mathematical Methods of Operations Research 72, 25-61, 2010 | 25 | 2010 |
| Expert opinions and logarithmic utility maximization for multivariate stock returns with Gaussian drift J Sass, D Westphal, R Wunderlich International Journal of Theoretical and Applied Finance 20 (04), 1750022, 2017 | 21 | 2017 |
| Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift J Sass, D Westphal, R Wunderlich Journal of Applied Probability 58 (1), 197-216, 2021 | 16 | 2021 |
| Optimal portfolios with bounded shortfall risks A Gabih, R Wunderlich Fakultät für Mathematik-Professur Stochastik, 21, 2004 | 16 | 2004 |
| Asymptotic expansions of integral functionals of weakly correlated random processes J vom Scheidt, HJ Starkloff, R Wunderlich Zeitschrift für Analysis und ihre Anwendungen 19 (1), 255-268, 2000 | 14 | 2000 |
| Dynamic shortfall constraints for optimal portfolios D Akume, B Luderer, R Wunderlich Surveys in Mathematics and its Applications 5, 135-149, 2010 | 13 | 2010 |
| Entropic risk constraints for utility maximization B Rudloff, J Sass, R Wunderlich Festschrift in celebration of prof. Dr. Wilfried Grecksch’s 60th birthday …, 2008 | 13 | 2008 |
| Random road surfaces and vehicle vibration J Vom Scheidt, R Wunderlich, B Fellenberg Progress in industrial mathematics at ECMI 98, 352-359, 1999 | 13 | 1999 |
| Optimal portfolio strategies benchmarking the stock market A Gabih, W Grecksch, M Richter, R Wunderlich Mathematical Methods of Operations Research 64, 211-225, 2006 | 12 | 2006 |
| Systems of random differential equations and model reduction R Wunderlich | 11 | 1999 |
| Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading I Redeker, R Wunderlich Statistics & Risk Modeling 35 (1-2), 1-21, 2018 | 10 | 2018 |
| Fast explicit diffiusion for long-time integration of parabolic problems M Bähr, M Breuß, R Wunderlich AIP Conference Proceedings 1863 (1), 2017 | 10 | 2017 |
| Utility maximization with bounded shortfall risks in an HMM for the stock returns A Gabih, J Sass, R Wunderlich Proceedings of the Second Brazilian Conference on Statistical Modelling in …, 2005 | 10 | 2005 |
