Saddlepoint methods in portfolio theory

Second Order Risk

Selling a stock at the ultimate maximum

Shadow price in the power utility case

Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs

Sparse and stable Markowitz portfolios

Stability of exponential utility maximization with respect to market perturbations

Stability of the utility maximization problem with random endowment in incomplete markets

Stability of utility-maximization in incomplete markets

State-dependent utility maximization in Lévy markets

Statistically Optimal Strategy Analysis of a Competing Portfolio Market with a Polyvariant Profit Function

Stock loans in incomplete markets

Stock Market Trading Via Stochastic Network Optimization

Suitability of using technical indicators as potential strategies within intelligent trading systems