On a Non-Standard Stochastic Control Problem
On Admissible Strategies in Robust Utility Maximization
On Mean-Variance Analysis
On optimal investment for a behavioural investor in multiperiod incomplete market models
On the closure in the Emery topology of semimartingale wealth-process sets
On the Existence of Shadow Prices
On the game interpretation of a shadow price process in utility maximization problems under transaction costs
On the semimartingale property via bounded logarithmic utility
On the Stability of Utility Maximization Problems
On the structure of general mean-variance hedging strategies
On traveling wave solutions to the optimal investment problem with range constraints
On utility maximization under convex portfolio constraints
Optimal Constrained Investment in the Cramer-Lundberg model
Optimal consumption and investment for markets with random coefficients
Optimal consumption and investment with bounded downside risk for power utility functions
Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions
Optimal execution of Portfolio transactions with geometric price process
Optimal Investment and Premium Policies under Risk Shifting and Solvency Regulation
Optimal investment on finite horizon with random discrete order flow in illiquid markets
Optimal investment policy and dividend payment strategy in an insurance company