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Managing inventory with proportional transaction costs
Gallien, Florent
;
Kassibrakis, Serge
;
Malamud, Semyon
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 121-138
Persistent link: https://www.econbiz.de/10012239986
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2
Nonmyopic optimal portfolios in viable markets
Cvitanić, Jakša
;
Malamud, Semyon
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 71-108
Persistent link: https://www.econbiz.de/10010235416
Saved in:
3
Indifference pricing for CRRA utilities
Malamud, Semyon
;
Trubowitz, Eugene
;
Wüthrich, Mario V.
- In:
Mathematics and financial economics
7
(
2013
)
3
,
pp. 247-280
Persistent link: https://www.econbiz.de/10009754856
Saved in:
4
The structure of optimal consumption streams in general incomplete markets
Malamud, Semyon
;
Trubowitz, Eugene
- In:
Mathematics and financial economics
1
(
2007
)
2
,
pp. 129-161
Persistent link: https://www.econbiz.de/10003591561
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