Sigrid Källblad

Dynamically consistent investment under model uncertainty: the robust forward criteria

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

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

Sigrid Källblad, 2017, Finance Stochastics.

Black's Inverse Investment Problem and Forward Criteria with Consumption

Sigrid Källblad, 2020, SIAM J. Financial Math..

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

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

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

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