Follow
Ioannis Baltas
Title
Cited by
Cited by
Year
Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
I Baltas, L Dopierala, K Kolodziejczyk, M Szczepański, GW Weber, ...
European Journal of Operational Research 298 (3), 1162-1174, 2022
382022
Robust portfolio decisions for financial institutions
I Baltas, AN Yannacopoulos
Journal of Dynamics and Games, 2018
312018
Optimal investment and reinsurance policies in insurance markets under the effect of inside information
ID Baltas, NE Frangos, AN Yannacopoulos
Applied Stochastic Models in Business and Industry 28 (6), 506-528, 2012
292012
Robust control of parabolic stochastic partial differential equations under model uncertainty
I Baltas, A Xepapadeas, AN Yannacopoulos
European Journal of Control 46, 1-13, 2019
262019
Portfolio management in a stochastic factor model under the existence of private information
I Baltas, AN Yannacopoulos
IMA Journal of Management Mathematics, 2017
242017
Uncertainty and Inside Information
ID Baltas, AN Yannacopoulos
Journal of Dynamics and Games 3 (1), 1-24, 2016
202016
Optimal investment in a general stochastic factor framework under model uncertainty
I Baltas
Journal of Dynamics and Games, 2023
2023
Optimal pension fund management under risk and uncertainty: the case study of Poland
I Baltas, M Szczepański, L Dopierala, K Kolodziejczyk, GW Weber, ...
Modeling, Dynamics, Optimization and Bioeconomics IV: DGS VI JOLATE, Madrid …, 2021
2021
The system can't perform the operation now. Try again later.
Articles 1–8