Magali Kervarec
Author
Alternate name Magali Kervarec
Institution Laboratoire de Mathématiques d'Orsay
Past institution Laboratoire de Mathématiques d'Orsay
H-index: 5
I10-index: 4
Works count: 9
Citations count: 165
Optimal Investment under Model Uncertainty in Nondominated Models
2013 · Laurent Denis, Magali Kervarec · SIAM Journal on Control and Optimization
Risk measuring under model uncertainty
2012 · Jocelyne Bion–Nadal, Magali Kervarec · The Annals of Applied Probability
Utility functions and optimal investment in non-dominated models
2007 · Laurent Denis, Magali Kervarec · HAL (Le Centre pour la Communication Scientifique Directe)