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researcher

Nicole Bauerle

4 papers hereh-index 589 citations11 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.OC2
  • q-fin.PM1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20172026
most citedOptimal investment under partial information and robust VaR-type constraint

4 citations · 7 across the 4 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

q-fin.RM2022★ 4 cited

Optimal investment under partial information and robust VaR-type constraint

Nicole Bäuerle, An Chen

This paper extends the utility maximization literature by combining partial information and (robust) regulatory constraints. Partial information is characterized by the fact that t…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.