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Larsen, Kasper
Pham, Huyên
Soner, Halil Mete
Kabanov, Jurij M.
7
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5
Muhle-Karbe, Johannes
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Schachermayer, Walter
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Finance and stochastics
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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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
Saved in:
2
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:
3
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
Saved in:
4
Asymptotics for fixed transaction costs
Altarovici, Albert Michael
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 363-414
Persistent link: https://www.econbiz.de/10011418150
Saved in:
5
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
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
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:
8
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
Saved in:
9
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
Saved in:
10
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
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