Decomposability and time consistency of risk averse multistage programsA. Shapiro, Kerem Uğurlu2016Operations Research Letters16 citations Open accessSemantic ScholarSave
Controlled Markov Decision Processes with AVaR criteria for unbounded costsKerem Uğurlu2017Journal of Computational and Applied Mathematics15 citations Open accessSemantic ScholarSave
A new coherent multivariate average-value-at-riskKerem Uğurlu2021Optimization13 citationsSemantic ScholarSave
Robust utility maximization of terminal wealth with drift and volatility uncertaintyKerem Uğurlu2020Optimization11 citationsSemantic ScholarSave
Robust optimal control using conditional risk mappings in infinite horizonKerem Uğurlu2018Journal of Computational and Applied Mathematics11 citations Open accessSemantic ScholarSave
Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisisKerem Uğurlu, T. Brzęczek2022Central European Journal of Operations Research10 citations Open accessSemantic ScholarSave
Refinements of Kusuoka representations on L ∞Kerem Uğurlu2022Optimization10 citationsSemantic ScholarSave
Dynamic optimal contract under parameter uncertainty with risk averse agent and principalKerem Uğurlu20187 citations Open accessSemantic ScholarSave
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Terminal wealth maximization under drift uncertaintyKerem Uğurlu2024Optimization5 citationsSemantic ScholarSave
Controlled Markov Chains with AVaR Criteria for Unbounded CostsKerem Uğurlu20153 citationsSemantic ScholarSave
Lower partial moments for skew elliptical distributionsGulnaz Shaidolda, Kerem Uğurlu2025Journal of Industrial and Management Optimization1 citations Open accessSemantic ScholarSave
Robust Merton Problem with Time Varying Nondominated PriorsKerem Uğurlu, Tuesday20181 citationsSemantic ScholarSave
On the Coherent Risk Measure Representations in the Discrete Probability SpacesKerem Uğurlu20141 citationsSemantic ScholarSave
Portfolio Optimization with Drift UncertaintyKerem Uğurlu, Thursday20200 citationsSemantic ScholarSave
Robust Utility Maximization with Drift and Volatility UncertaintyKerem Uğurlu20190 citationsSemantic ScholarSave
2 Model Dynamics and Investor ’ s Value Function 2 . 1 Framework for Model Uncertainty and Model DynamicsKerem Uğurlu, Thursday20190 citationsSemantic ScholarSave
Finite State Approximations for Robust Markov Decision ProcessesKerem Uğurlu, Tuesday20190 citationsSemantic ScholarSave
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Portfolio Optimization with Nondominated Priors and Unbounded ParametersKerem Uğurlu20180 citationsSemantic ScholarSave
Merton Problem with Parameter Uncertainty in a Jump Diffusion FrameworkTriet Pham, Kerem Uğurlu, May20180 citationsSemantic ScholarSave
Dynamic Programming Equations for MDPs with AVaR Criteria for Unbounded CostsKerem Uğurlu20150 citationsSemantic ScholarSave
Continuity of cost functional and optimal feedback controls for the stochastic Navier Stokes equation in 2DKerem Uğurlu20150 citations Open accessSemantic ScholarSave
Existence of Timewise Optimal Feedback Controls for the Stochastic Navier Stokes Equation in 2DKerem Uğurlu20150 citationsSemantic ScholarSave
A benchmark study of clustering based record linkage methodsKerem Uğurlu20090 citationsSemantic ScholarSave
