Daniel Bartl

23 papers and 191 indexed citations i.

Daniel Bartl has authored 23 papers that have received a total of 191 indexed citations. This includes 16 papers in Finance, 13 papers in Management Science and Operations Research and 7 papers in Statistics and Probability. The topics of these papers are Stochastic processes and financial applications (15 papers), Risk and Portfolio Optimization (13 papers) and Markov Chains and Monte Carlo Methods (5 papers). Daniel Bartl is often cited by papers focused on Stochastic processes and financial applications (15 papers), Risk and Portfolio Optimization (13 papers) and Markov Chains and Monte Carlo Methods (5 papers) and collaborates with scholars based in Austria, Germany and United States. Daniel Bartl's co-authors include Michael Kupper, Ludovic Tangpi, Julio Backhoff‐Veraguas, Ariel Neufeld and Mathias Beiglböck and has published in prestigious journals such as Journal of Mathematical Analysis and Applications, Advances in Mathematics and SIAM Journal on Control and Optimization