Nicole Bäuerle - Publications, H-index & Citations

Nicole Bäuerle

University of Stuttgart

26H指数

160论文数

2.7K被引数

收录论文 8

发表时间

Relative portfolio optimization via a value at risk based constraint 基于风险价值约束的相对投资组合优化

DECISIONS IN ECONOMICS AND FINANCE

IF0

2025-09-01

OAAI

Baeuerle, Nicole; Goll, Tamara

Mean-Variance optimization in discrete-time decision processes with general utility function☆离散时间决策过程中具有一般效用函数的均值-方差优化☆

AUTOMATICA

IF5.9

2025-04-01

PREAI

Baeuerle, Nicole; Jaskiewicz, Anna; Nowak, Andrzej S.

Time-Consistency in the Mean-Variance Problem: A New Perspective 均值-方差问题中的时间一致性: 一个新的视角

IEEE TRANSACTIONS ON AUTOMATIC CONTROL

IF7

2025-01-01

OAAI

Bauerle, Nicole; Jaskiewicz, Anna

To bucket or not to bucket? Analyzing the performance and interpretability of hybrid hydrological models with dynamic parameterization

HYDROLOGY AND EARTH SYSTEM SCIENCES

IF5.8

2024-06-27

OAAI

Espinoza, Eduardo Acuna; Loritz, Ralf; Chaves, Manuel Alvarez; Baeuerle, Nicole; Ehret, Uwe

Optimal investment in ambiguous financial markets with learning

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2024-05-01

OAAI

Baeuerle, Nicole; Mahayni, Antje

Markov decision processes with recursive risk measures

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2022-02-01

OAAI

Baeuerle, Nicole; Glauner, Alexander

Risk-sensitive dividend problems

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2015-04-01

OAAI

Baeuerle, Nicole; Jaskiewicz, Anna

Portfolio optimization with Markov-modulated stock prices and interest rates

IEEE TRANSACTIONS ON AUTOMATIC CONTROL

IF7

2004-03-01

OAAI

Bäuerle, N; Rieder, U

研究方向