Concepedia

Sigrid Källblad

SK

Statistics

Publications

5

Citations

106

H-Index

5

Active since

2013

Affiliations

The University of Texas at Austin(Current)

École Polytechnique

Sigrid Källblad is an author at The University of Texas at Austin specializing in engineering, variational inequalities, and probability theory.

Top concepts

FinanceBusinessEconomicsStatisticsEngineeringProbabilityEconometricsAsset PricingEconomic AnalysisFinancial Modeling

Publications per year

2013–2020

5

Publications

5

Optimal Skorokhod embedding given full marginals and Azéma–Yor peacocks

Sigrid Källblad, Xiaolu Tan, Nizar Touzi · The Annals of Applied Probability · 2017 · 39 citations

Engineering, Optimal Transport, Stochastic Optimization +11

Dynamically consistent investment under model uncertainty: the robust forward criteria

Sigrid Källblad, Jan Obłój, Thaleia Zariphopoulou · Finance and Stochastics · 2018 · 30 citations · Full text

Black's Inverse Investment Problem and Forward Criteria with Consumption

Sigrid Källblad · SIAM Journal on Financial Mathematics · 2020 · 15 citations

Active Subscription, Applied Econometrics, Dynamic Economics +19

Qualitative Analysis of Optimal Investment Strategies in Log-Normal Markets

Sigrid Källblad, Thaleia Zariphopoulou · SSRN Electronic Journal · 2013 · 12 citations · Full text

Time-Consistent Investment Under Model Uncertainty: The Robust Forward Criteria

Sigrid Källblad, Thaleia Zariphopoulou · SSRN Electronic Journal · 2013 · 10 citations · Full text

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