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Portfolio choice under transitory price impact
Isaenko, Sergei - In: Journal of economic dynamics & control 34 (2010) 11, pp. 2375-2390
Persistent link: https://www.econbiz.de/10008705597
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The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences
Isaenko, Sergei - In: The quarterly review of economics and finance : journal … 48 (2008) 3, pp. 457-481
Persistent link: https://www.econbiz.de/10008082829
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Optimal Dynamic Trading Strategies with Risk Limits
Cuoco, Domenico; He, Hua; Isaenko, Sergei - In: Operations research : the journal of the Operations … 56 (2008) 2, pp. 358-368
Persistent link: https://www.econbiz.de/10007997071
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The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences
Isaenko, Sergei - In: The quarterly review of economics and finance : journal … 48 (2008) 3, pp. 457-482
Persistent link: https://www.econbiz.de/10008897248