Optimal Investment Strategy to Minimize Occupation Time
Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach
Optimal Investment with an Unbounded Random Endowment and Utility-Based Pricing
Optimal investment with bounded VaR for power utility functions
Optimal investment with inside information and parameter uncertainty
Optimal investment with intermediate consumption and random endowment
Optimal Life Insurance Purchase, Consumption and Investment on a financial market with multi-dimensional diffusive terms
Optimal Liquidation Strategies Regularize Portfolio Selection
Optimal mean-variance investment strategy under value-at-risk constraints
Optimal Portfolio Choice for a Behavioural Investor in Continuous-Time Markets
Optimal Portfolio-Consumption with Habit Formation and Partial Observations: The Fully Explicit Solutions Approach
Optimal portfolios in commodity futures markets
Optimal solution of investment problems via linear parabolic equations generated by Kalman filter
Optimal stopping of expected profit and cost yields in an investment under uncertainty
Optimal Trading with Linear Costs
Outperformance Portfolio Optimization via the Equivalence of Pure and Randomized Hypothesis Testing