| Ambiguity in portfolio selection G Pflug, D Wozabal Quantitative Finance 7 (4), 435-442, 2007 | 344 | 2007 |
| The 1/N investment strategy is optimal under high model ambiguity GC Pflug, A Pichler, D Wozabal Journal of Banking & Finance 36 (2), 410-417, 2012 | 266 | 2012 |
| Optimizing trading decisions for hydro storage systems using approximate dual dynamic programming N Löhndorf, D Wozabal, S Minner Operations Research 61 (4), 810-823, 2013 | 202 | 2013 |
| A framework for optimization under ambiguity D Wozabal Annals of Operations Research 193 (1), 21-47, 2012 | 131 | 2012 |
| The effect of intermittent renewables on the electricity price variance D Wozabal, C Graf, D Hirschmann OR spectrum 38, 687-709, 2016 | 126 | 2016 |
| Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity D Wozabal, G Rameseder European Journal of Operational Research 280 (2), 639-655, 2020 | 124 | 2020 |
| Measuring competitiveness of the EPEX spot market for electricity C Graf, D Wozabal Energy Policy 62, 948-958, 2013 | 96* | 2013 |
| Robustifying convex risk measures for linear portfolios: A nonparametric approach D Wozabal Operations Research 62 (6), 1302-1315, 2014 | 84 | 2014 |
| Gas storage valuation in incomplete markets N Löhndorf, D Wozabal European Journal of Operational Research 288 (1), 318-330, 2021 | 58* | 2021 |
| An equilibrium pricing model for wind power futures G Gersema, D Wozabal Energy Economics 65, 64-74, 2017 | 55 | 2017 |
| A difference of convex formulation of value-at-risk constrained optimization D Wozabal, R Hochreiter, GC Pflug Optimization 59 (3), 377-400, 2010 | 43 | 2010 |
| How do contract parameters influence the economics of vehicle-to-grid? G Broneske, D Wozabal Manufacturing & Service Operations Management 19 (1), 150-164, 2017 | 37 | 2017 |
| A coupled Markov chain approach to credit risk modeling D Wozabal, R Hochreiter Journal of Economic Dynamics and Control 36 (3), 403-415, 2012 | 37 | 2012 |
| The value of coordination in multimarket bidding of grid energy storage N Löhndorf, D Wozabal Operations research 71 (1), 1-22, 2023 | 35 | 2023 |
| Value-at-risk optimization using the difference of convex algorithm D Wozabal OR spectrum 34 (4), 861-883, 2012 | 35 | 2012 |
| Multi-stage stochastic electricity portfolio optimization in liberalized energy markets R Hochreiter, GC Pflug, D Wozabal System Modeling and Optimization: Proceedings of the 22nd IFIP TC7 …, 2006 | 32 | 2006 |
| Risk-optimized pooling of intermittent renewable energy sources G Gersema, D Wozabal Journal of banking & finance 95, 217-230, 2018 | 31 | 2018 |
| Renewable auctions: Bidding for real options D Matthäus, S Schwenen, D Wozabal European Journal of Operational Research 291 (3), 1091-1105, 2021 | 25 | 2021 |
| Envelope theorems for multistage linear stochastic optimization G Terça, D Wozabal Operations Research 69 (5), 1608-1629, 2021 | 14 | 2021 |
| Large-scale computational finance applications on the open grid service environment R Hochreiter, C Wiesinger, D Wozabal European Grid Conference, 891-899, 2005 | 14 | 2005 |
Nils LöhndorfUniversity of LuxembourgVerified email at loehndorf.com
