Optimal mean-variance investment strategy under value-at-risk constraints
Optimal partial hedging in a discrete-time market as a knapsack problem
Optimal Portfolio Choice for a Behavioural Investor in Continuous-Time Markets
Optimal Portfolio Liquidation with Limit Orders
Optimal Portfolio-Consumption with Habit Formation and Partial Observations: The Fully Explicit Solutions Approach
Optimal portfolios in commodity futures markets
Optimal posting distance of limit orders: a stochastic algorithm approach
Optimal quantization for the pricing of swing options
Optimal Redeeming Strategy of Stock Loans
Optimal Reversible Annuities to Minimize the Probability of Lifetime Ruin
Optimal solution of investment problems via linear parabolic equations generated by Kalman filter
Optimal split of orders across liquidity pools: a stochastic algorithm approach
Optimal stopping of expected profit and cost yields in an investment under uncertainty
Optimal systems of subalgebras for a nonlinear Black-Scholes equation
Optimal Time to Sell a Stock in Black-Scholes Model: Comment on "Thou shall buy and hold", by A. Shiryaev, Z. Xu and X.Y. Zhou
Optimal Timing to Purchase Options
Optimal trade execution and price manipulation in order books with time-varying liquidity
Optimal Trade Execution in Illiquid Markets
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method
Optimal Trading with Linear Costs