Sona Kilianova

Identifiers

• name variant Sona Kilianova 0.60 · backfill

Papers (3)

1. Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi Bellman equation q-fin.PM · 2019 · author #1
2. Expected Utility Maximization and Conditional Value-at-Risk Deviation-based Sharpe Ratio in Dynamic Stochastic Portfolio Optimization q-fin.PM · 2018 · author #1
3. Transformation Method for Solving Hamilton-Jacobi-Bellman Equation for Constrained Dynamic Stochastic Optimal Allocation Problem q-fin.PM · 2013 · author #1

Mentions

• 1307.3672 #1 · backfill · confidence 0.70 Sona Kilianova

Frequent Coauthors

• Daniel Sevcovic 3 shared papers