Narrow search
Showing 1 - 9 of 9
Cover Image
A model of optimal portfolio selection under liquidity risk and price impact
Vath, Vathana Ly; Mnif, Mohamed; Pham, Huyên - In: Finance and stochastics 11 (2007) 1, pp. 51-90
Persistent link: https://www.econbiz.de/10003410636
Cover Image
A note on the existence of the power investor's optimizer
Larsen, Kasper - In: Finance and stochastics 15 (2011) 1, pp. 183-190
Persistent link: https://www.econbiz.de/10008824128
Cover Image
Optimal consumption policies in illiquid markets
Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; … - In: Finance and stochastics 15 (2011) 1, pp. 85-115
Persistent link: https://www.econbiz.de/10008824131
Cover Image
Facelifting in utility maximization
Larsen, Kasper; Soner, Halil Mete; Žitković, Gordan - In: Finance and stochastics 20 (2016) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Cover Image
Wealth-path dependent utility maximization in incomplete markets
Bouchard, Bruno; Pham, Huyên - In: Finance and stochastics 8 (2004) 4, pp. 579-603
Persistent link: https://www.econbiz.de/10002261514
Cover Image
A large deviations approach to optimal long term investment
Pham, Huyên - In: Finance and stochastics 7 (2003) 2, pp. 169-195
Persistent link: https://www.econbiz.de/10001762732
Cover Image
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François; Pham, Huyên - 1997
Persistent link: https://www.econbiz.de/10000980276
Cover Image
Dynamic programming and mean-variance hedging
Laurent, Jean Paul; Pham, Huyên - In: Finance and stochastics 3 (1999) 1, pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
Cover Image
An expansion in the model space in the context of utility maximization
Larsen, Kasper; Mostovyi, Oleksii; Žitković, Gordan - In: Finance and stochastics 22 (2018) 2, pp. 297-326
Persistent link: https://www.econbiz.de/10011945713