Sigrid Källblad

According to our database, Sigrid Källblad authored at least 4 papers between 2017 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

Black's Inverse Investment Problem and Forward Criteria with Consumption.

Sigrid Källblad

SIAM J. Financial Math., 2020

2018

Dynamically consistent investment under model uncertainty: the robust forward criteria.

Sigrid Källblad, Jan Oblój, Thaleia Zariphopoulou

Finance Stochastics, 2018

2017

Model-Independent Bounds for Asian Options: A Dynamic Programming Approach.

Alexander M. G. Cox, Sigrid Källblad

SIAM J. Control. Optim., 2017

Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals.

Sigrid Källblad

Finance Stochastics, 2017