The Opportunity Process for Optimal Consumption and Investment with Power Utility
The premium of dynamic trading
The structure of optimal portfolio strategies for continuous time markets
Trading Model with Pair Pattern Strategies
Transaction Costs, Trading Volume, and the Liquidity Premium
Transaction fees and optimal rebalancing in the growth-optimal portfolio
Using Financial Ratios to Identify Romanian Distressed Companies
Using MOEAs To Outperform Stock Benchmarks In The Presence of Typical Investment Constraints
Utility maximization in models with conditionally independent increments
Utility Maximization of an Indivisible Market with Transaction Costs
Utility Maximization with Addictive Consumption Habit Formation in Incomplete Semimartingale Markets
Utility theory front to back - inferring utility from agents' choices
Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection
Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators