Sigrid Källblad

Topics in Portfolio Choice: Qualitative Properties, Time Consistency and Investment Under Model Uncertainty

Sigrid Källblad, 2013 .

Time-Consistent Investment Under Model Uncertainty: The Robust Forward Criteria

Thaleia Zariphopoulou, Jan Obłój, Sigrid Källblad, 2013, 1311.3529.

A dynamic programming approach to distribution-constrained optimal stopping

Sigrid Källblad, 2022, The Annals of Applied Probability.

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

Sigrid Källblad, 2013, Finance Stochastics.

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

Sigrid Källblad, 2016 .

Dynamically consistent investment under model uncertainty: the robust forward criteria

Thaleia Zariphopoulou, Jan Oblój, Sigrid Källblad, 2018, Finance Stochastics.

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

Sigrid Källblad, Alexander M. G. Cox, A. Cox, 2015, SIAM J. Control. Optim..

A Dynamic Programming Principle for Distribution-Constrained Optimal Stopping

Sigrid Källblad, 2017 .