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1
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
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2
Optimal investments for risk- and ambiguity-averse preferences : a duality approach
Schied, Alexander
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003410640
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3
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander
;
Schöneborn, Torsten
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10003939504
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4
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
Saved in:
5
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
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6
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
Saved in:
7
Optimal portfolio liquidation in target zone models and catalytic superprocesses
Neuman, Eyal
;
Schied, Alexander
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011471483
Saved in:
8
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
Saved in:
9
Convex measures of risk and trading constraints
Föllmer, Hans
;
Schied, Alexander
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 429-447
Persistent link: https://www.econbiz.de/10001702779
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10
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
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