Robust utility maximization for diffusion market model with misspecified coefficients
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
The Bellman equation for power utility maximization with semimartingales
The Capital Asset Pricing Model as a corollary of the Black-Scholes model
The dual optimizer for the growth-optimal portfolio under transaction costs
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets
The Nature of Alpha