Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals. - Sigrid Källblad (Finance Stochastics, 2017)

Model-Independent Bounds for Asian Options: A Dynamic Programming Approach. - Alexander M. G. Cox; Sigrid Källblad (SIAM J. Control. Optim., 2017)

Dynamically consistent investment under model uncertainty: the robust forward criteria. - Sigrid Källblad; Jan Oblój; Thaleia Zariphopoulou (Finance Stochastics, 2018)

Black's Inverse Investment Problem and Forward Criteria with Consumption. - Sigrid Källblad (SIAM J. Financial Math., 2020)