Mario Sikic

Identifiers

• name variant Mario Sikic 0.60 · backfill

Papers (5)

1. Robust martingale selection problem and its connections to the no-arbitrage theory q-fin.MF · 2018 · author #2
2. Nonconcave Robust Optimization with Discrete Strategies under Knightian Uncertainty math.OC · 2017 · author #2
3. Robust Utility Maximization in Discrete-Time Markets with Friction q-fin.MF · 2016 · author #2
4. Financial market models in discrete time beyond the concave case q-fin.MF · 2015 · author #1
5. Diversification, protection of liability holders and regulatory arbitrage q-fin.RM · 2015 · author #3

Mentions

• 1502.03252 #3 · backfill · confidence 0.70 Mario Sikic

Frequent Coauthors

• Ariel Neufeld 2 shared papers
• Cosimo Munari 1 shared papers
• Matteo Burzoni 1 shared papers
• Pablo Koch-Medina 1 shared papers