Found: 10
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Optimal investment with deferred capital gains taxes.
- Published in:
- Mathematical Methods of Operations Research, 2010, v. 71, n. 1, p. 181, doi. 10.1007/s00186-009-0291-8
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- Article
Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach.
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- Mathematics of Operations Research, 2010, v. 35, n. 3, p. 559, doi. 10.1287/moor.1100.0459
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- Article
Lifetime investment and consumption with recursive preferences and small transaction costs.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 3, p. 1135, doi. 10.1111/mafi.12245
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- Article
Small-cost asymptotics for long-term growth rates in incomplete markets.
- Published in:
- Mathematical Finance, 2018, v. 28, n. 2, p. 668, doi. 10.1111/mafi.12152
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- Article
OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK.
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- Mathematical Finance, 2013, v. 23, n. 4, p. 687, doi. 10.1111/j.1467-9965.2012.00528.x
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- Article
Optimal expected utility risk measures.
- Published in:
- Statistics & Risk Modeling, 2018, v. 35, n. 1/2, p. 73, doi. 10.1515/strm-2017-0027
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- Article
THE AFFINE RATIONAL POTENTIAL MODEL.
- Published in:
- International Journal of Theoretical & Applied Finance, 2021, v. 24, n. 6n7, p. 1, doi. 10.1142/S021902492150031X
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- Article
THE MULTI-CURVE POTENTIAL MODEL.
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- International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 7, p. -1, doi. 10.1142/S0219024915500491
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- Publication type:
- Article
LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 1, p. -1, doi. 10.1142/S0219024915500041
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- Article
A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH LOGARITHMIC PREFERENCES.
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- International Journal of Theoretical & Applied Finance, 2013, v. 16, n. 6, p. -1, doi. 10.1142/S0219024913500350
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- Article