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Mathias Pohl
Mathias Pohl
Verified email at univie.ac.at - Homepage
Title
Cited by
Cited by
Year
A review on ambiguity in stochastic portfolio optimization
GC Pflug, M Pohl
Set-Valued and Variational Analysis 26, 733-757, 2018
452018
Robust risk aggregation with neural networks
S Eckstein, M Kupper, M Pohl
Mathematical finance 30 (4), 1229-1272, 2020
352020
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
242017
Theoretical and empirical analysis of trading activity
M Pohl, A Ristig, W Schachermayer, L Tangpi
Mathematical Programming 181, 405-434, 2020
72020
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Articles 1–4