The numeraire portfolio for unbounded semimartingales. - Dirk Becherer (Finance Stochastics, 2001)

A monetary value for initial information in portfolio optimization. - Jürgen Amendinger; Dirk Becherer; Martin Schweizer (Finance Stochastics, 2003)

Optimal Allocation of a Futures Portfolio Utilizing Numerical Market Phase Detection. - Lars Putzig; Dirk Becherer; Illia Horenko (SIAM J. Financial Math., 2010)

Hedging under generalized good-deal bounds and model uncertainty. - Dirk Becherer; Klebert Kentia (Math. Methods Oper. Res., 2017)

Optimal liquidation under stochastic liquidity. - Dirk Becherer; Todor Bilarev; Peter Frentrup (Finance Stochastics, 2018)