Concepedia

David Wozabal

DW

22

Publications

1.4K

Citations

17

H-Index

2007

Active since

Affiliations

Technical University of Munich(Current)

Vienna University of Economics and Business

University of Vienna

University of Luxembourg

David Wozabal is an author at Technical University of Munich specializing in business, economics, and engineering.

Top concepts

BusinessEconomicsEngineeringFinanceMarket DesignEconomic AnalysisOperations ResearchMathematical ProgrammingManagementAsset Pricing

Publications per year

2007–2023

22

Publications

22

Ambiguity in portfolio selection

Georg Ch. Pflug, David Wozabal · Quantitative Finance · 2007 · 260 citations

The 1/N investment strategy is optimal under high model ambiguity

Georg Ch. Pflug, Alois Pichler, David Wozabal · Journal of Banking & Finance · 2011 · 215 citations

Economics, Financial Economics, Asset Pricing +9

Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming

Nils Löhndorf, David Wozabal, Stefan Minner · Operations Research · 2013 · 140 citations · Full text

Mathematical Programming, Power Market, Storage Systems +13

Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity

David Wozabal, Gunther Rameseder · European Journal of Operational Research · 2019 · 122 citations

Power Market, Economics, Intraday Market +10

A framework for optimization under ambiguity

David Wozabal · Annals of Operations Research · 2010 · 113 citations

Mathematical Programming, Engineering, Uncertainty Quantification +4

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