Daniel Bartl

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20152023

most citedAll Adapted Topologies are Equal

55 citations · 199 across the 14 of their papers we have counts for

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Showing 2016Show all

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math.PR2016

Conditional nonlinear expectations

Daniel Bartl

Let $Ω$ be a Polish space with Borel $σ$ -field $F$ and countably generated sub $σ$ -field $G \subset F$ . Denote by $L (F)$ the set of…

q-fin.PM2016★ 48 cited

Exponential utility maximization under model uncertainty for unbounded endowments

Daniel Bartl

We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of nond…