Dariusz Zawisza

Dariusz Zawisza

Jagiellonian University - Kraków / Poland
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5178615
Uniwersytet Jagiellonian
person_outline Dariusz Zawisza's MOST POPULAR ARTICLES
1-) Continuous-time portfolio choice under monotone mean-variance preferences—stochastic factor caseJ Trybuła, D ZawiszaMathematics of Operations Research 44 (3), 966-987, 2019172019
2-) Robust portfolio selection under exponential preferencesD ZawiszaApplicationes Mathematicae 37 (2), 215-230, 2010142010
3-) Robust consumption-investment problem on infinite horizonD ZawiszaApplied Mathematics & Optimization 72, 469-491, 2015132015
4-) Target achieving portfolio under model misspecification: quadratic optimization frameworkD ZawiszaApplicationes Mathematicae 39 (4), 425-443, 2012122012
5-) Existence results for Isaacs equations with local conditions and related semilinear Cauchy problemsD ZawiszaAnnales Polonici Mathematici 121 (2), 175-196, 201832018