Bahman Angoshtari

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal consumption under loss-averse multiplicative habit formation preferences SIAM Journal on Financial Mathematics	2026-09-01	Paper
Rank-dependent predictable forward performance processes Probability, Uncertainty and Quantitative Risk	2024-08-13	Paper
Predictable forward performance processes in complete markets Probability, Uncertainty and Quantitative Risk	2023-11-21	Paper
Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case SIAM Journal on Financial Mathematics	2023-06-01	Paper
Optimal investment and consumption under a habit-formation constraint SIAM Journal on Financial Mathematics	2022-04-21	Paper
Optimal trading of a basket of futures contracts Annals of Finance	2020-06-26	Paper
Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates SIAM Journal on Financial Mathematics	2019-11-22	Paper
Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates SIAM Journal on Financial Mathematics	2019-11-22	Paper
Optimal dynamic basis trading Annals of Finance	2019-11-07	Paper
Optimal investment to minimize the probability of drawdown Stochastics	2016-11-25	Paper
Minimizing the probability of lifetime drawdown under constant consumption Insurance Mathematics & Economics	2016-11-21	Paper

Research outcomes over time

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