Dirk Becherer

According to our database, Dirk Becherer authored at least 5 papers between 2001 and 2018.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2018

Optimal liquidation under stochastic liquidity.

Dirk Becherer, Todor Bilarev, Peter Frentrup

Finance Stochastics, 2018

2017

Hedging under generalized good-deal bounds and model uncertainty.

Dirk Becherer, Klebert Kentia

Math. Methods Oper. Res., 2017

2010

Optimal Allocation of a Futures Portfolio Utilizing Numerical Market Phase Detection.

Lars Putzig, Dirk Becherer, Illia Horenko

SIAM J. Financial Math., 2010

2003

A monetary value for initial information in portfolio optimization.

Jürgen Amendinger, Dirk Becherer, Martin Schweizer

Finance Stochastics, 2003

2001

The numeraire portfolio for unbounded semimartingales.

Dirk Becherer

Finance Stochastics, 2001