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Mario Šikić

Observed names: MARIO SIKIC, MARIO ŠIKIĆ, Mario Sikic, Mario Šikic, Sikic, Mario, Šikić, Mario
OpenAlex ID: A5008997511
Nonstandard Errors
2024 · ALBERT J. MENKVELD, ANNA DREBER, et al. · The Journal of Finance · 105
Simulating demand response and energy storage in energy distribution systems
2010 · Peter Ahcin, Mario Sikic · International Conference on Power System Technology (POWERCON) · 62
Robust Utility Maximization in Discrete-Time Markets with Friction
2018 · Neufeld, Ariel, Sikic, Mario · Zurich Open Repository and Archive (University of Zurich) · 24
Forecasting high‐frequency excess stock returns via data analytics and machine learning
2021 · Erdinc Akyildirim, Duc Khuong Nguyen, et al. · European Financial Management · 19
Diversification, protection of liability holders and regulatory arbitrage
2017 · Koch-Medina, Pablo; https://orcid.org/0000-0002-1599-5181, Munari, Cosimo; https://orcid.org/0000-0002-3457-9917, et al. · Zurich Open Repository and Archive (University of Zurich) · 15
Pick to place trajectories in human arm training environment
2009 · Jaka Ziherl, Janez Podobnik, et al. · Technology and Health Care · 13
Non-Standard Errors
2021 · Albert J. Menkveld, Anna Dreber, et al. · SSRN Electronic Journal · 10
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Markov decision processes under model uncertainty
2023 · Ariel Neufeld, Julian Sester, et al. · Mathematical Finance · 8
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Nonconcave robust optimization with discrete strategies under Knightian uncertainty
2019 · Ariel Neufeld, Mario Šikić · Mathematical Methods of Operations Research · 8
Dynamic Mean–variance Optimization Problems With Deterministic Information
2018 · MARTIN SCHWEIZER, DANIJEL ZIVOI, et al. · International Journal of Theoretical and Applied Finance · 7
Robust martingale selection problem and its connections to the no‐arbitrage theory
2019 · Matteo Burzoni, Mario Šikić · Mathematical Finance · 5
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Revisiting optimal investment strategies of value-maximizing insurance firms
2021 · Pablo Koch-Medina, Santiago Moreno-Bromberg, et al. · Insurance Mathematics and Economics · 4
Diversification, protection of liability holders and regulatory arbitrage
2016 · Pablo Koch-Medina, Cosimo Munari, et al. · Mathematics and Financial Economics · 3
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A simple characterization of tightness for convex solid sets of positive random variables
2018 · Pablo Koch-Medina, Cosimo Munari, et al. · Positivity · 2
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Financial market models in discrete time beyond the concave case
2015 · Sikic, Mario · RePEc: Research Papers in Economics · 2
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Markov Decision Processes under Model Uncertainty
2022 · Neufeld, Ariel, Sester, Julian, et al. · RePEc: Research Papers in Economics · 1
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Robust Utility Maximization in Discrete-Time Markets with Friction
2018 · Ariel Neufeld, Mario Šikić · SIAM Journal on Control and Optimization · 1
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Market-Consistent Valuation and Financial Management of an Insurance Firm
2018 · Pablo Koch-Medina, Santiago Moreno-Bromberg, et al. · SSRN Electronic Journal · 1
Nonconcave Robust Optimization under Knightian Uncertainty
2017 · Neufeld, Ariel, Šikić, Mario · Repository for Publications and Research Data (ETH Zurich) · 1
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Implementing Systematic Risk Premia, Factor-Based Strategies, and Sector Rotation with ETFs
2025 · Nino Antulov-Fantulin, Petter N. Kolm, et al. · SSRN Electronic Journal
Nonconcave Robust Optimization with Discrete Strategies under Knightian Uncertainty
2017 · Neufeld, Ariel, Sikic, Mario · RePEc: Research Papers in Economics
PDF
Dynamic Mean-Variance Optimisation Problems with Deterministic Information
2017 · Martin Schweizer, Danijel Zivoi, et al. · SSRN Electronic Journal
Long term planning of heating systems and building renovation in a city
2011 · Peter Ahcin, Mario Sikic · International Conference on Environment and Electrical Engineering
Works count: 25
Citation count: 291
H-index: 8
I10-index: 7
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