Concepedia

Nicole Bäuerle

NB

46

Publications

2.1K

Citations

26

H-Index

1996

Active since

Affiliations

Karlsruhe Institute of Technology(Current)

Universität Ulm

Leibniz University Hannover

Wrocław University of Science and Technology

Nicole Bäuerle is an author at Karlsruhe Institute of Technology specializing in engineering, business, and finance.

Top concepts

EngineeringFinanceBusinessProbabilityMathematical ProgrammingManagementOperations ResearchPortfolio OptimizationAsset PricingStochastic Processes

Publications per year

1996–2024

46

Publications

46

Benchmark and mean-variance problems for insurers

Nicole Bäuerle · Mathematical Methods of Operations Research · 2005 · 183 citations · Full text

Mathematical Programming, Portfolio Optimization, Engineering +8

More Risk-Sensitive Markov Decision Processes

Nicole Bäuerle, Ulrich Rieder · Mathematics of Operations Research · 2013 · 174 citations · Full text

Engineering, Game Theory, Ordinary Mdp +16

Stochastic orders and risk measures: Consistency and bounds

Nicole Bäuerle, Alfred Müller · Insurance Mathematics and Economics · 2005 · 143 citations · Full text

Engineering, Stochastic System, Risk Management +7

Portfolio Optimization With Markov-Modulated Stock Prices and Interest Rates

Nicole Bäuerle, Ulrich Rieder · IEEE Transactions on Automatic Control · 2004 · 141 citations · Full text

Mathematical Programming, Economics, Portfolio Optimization +14

Portfolio optimization with unobservable Markov-modulated drift process

Ulrich Rieder, Nicole Bäuerle · Journal of Applied Probability · 2005 · 125 citations · Full text

Portfolio Optimization Problems, Portfolio Optimization, Engineering +10

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