Olena Bahchedjioglou (Kharytonova)

• Master of Mechanical and Mathematical Faculty of Taras Shevchenko National University of Kyiv, Department of Probability Theory, Statistics and Actuarial Mathematics
  
• Master's degree from the University of Ulm in Finance
  

• Duality theory, minimax equality, functional of utility function maximization
  

Conferences

• 15ème Colloque Bachelier en Mathématiques Financières et Calcul Stochastique, Metabief, France (2023)
  Title of the talk: Properties of utility maximization functionals for non-concave utility function in complete market model
• XX International Scientific – Practical Conference“Shevchenkivska Vesna – 2022”, Kyiv, Ukraine (2022)
  Title of the talk: Bahchedjioglou O. Characterization of minimax identity with robust non-concave utility functions for constrained case of random endowments
• Міжнародна наукова конференція "Актуальні проблеми стохастичного аналіз", Ташкент (2021)
  Title of the talk: Characterization of minimax identity for robust non-concave utility functions
• XIX Міжнародної науково-практичної конференції «Шевченківська весна – 2021», Київ, Україна (2021)
  Title of the talk: Minimax identity for robust non-concave utility functions
• International conference Modern Stochastics: Theory and Applications V , Kyiv, Ukraine (2021)
  Title of the talk: Optimal investments for the standard utility maximization problem with non-concave utility in complete market model

Publications

Articles

2022
• Bahchedjioglou O., Shevchenko G. "Optimal investments for the standard maximization problem with non-concave utility function in complete market model". Math Meth Oper Res, Vol.95, Iss.5 pp. 163 - 181, - 2022
• Bahchedjioglou O., Shevchenko G. "Minimax identity with robust utility functional for a nonconcave utility". Modern Stochastics: Theory and Applications, pp. 1 - 17, - 2022
2021
• Бахчеджиоглу О.О. "Duality theory for concavi_cation of utility functions in incomplete market model". Вісник Київського Національного Університету імені Тараса Шевченка, pp. 10 - 17, - 2021
2019
• Харитонова О.О. "Теорія дуальності для не увігнутих функцій за умов невизначеності моделі". Вісник Київського Національного Університету імені Тараса Шевченка, pp. 50 - 56, - 2019