Dividend problem with Parisian delay for a spectrally negative Lévy risk process
Dual method for continuous-time Markowitz's Problems with nonlinear wealth equations
Dynamic Portfolio Optimization with a Defaultable Security and Regime Switching
Evaluating the performance of adapting trading strategies with different memory lengths
Existence of Shadow Prices in Finite Probability Spaces
Exponential utility with non-negative consumption
Fully Flexible Views: Theory and Practice
Global risk minimization in financial markets
Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model
Growth-optimal portfolios under transaction costs
Hedging of Game Options With the Presence of Transaction Costs
Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market
Horizon dependence of utility optimizers in incomplete models
Housing risk and return: Evidence from a housing asset-pricing model
How to quantify the influence of correlations on investment diversification
Illiquidity Effects in Optimal Consumption-Investment Problems
Investment and Consumption without Commitment
Investment Volatility: A Critique of Standard Beta Estimation and a Simple Way Forward
Investment/consumption problem in illiquid markets with regime-switching
Investments in Random Environments