Bahman Angoshtari

Available identifiers

zbMath Open angoshtari.bahmanMaRDI QIDQ343997

List of research outcomes

Publication	Date of Publication	Type
Rank-dependent predictable forward performance processes	2024-08-13	Paper
Predictable forward performance processes in complete markets	2023-11-21	Paper
Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case	2023-06-01	Paper
Optimal investment and consumption under a habit-formation constraint	2022-04-21	Paper
Optimal trading of a basket of futures contracts	2020-06-26	Paper
Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates	2019-11-22	Paper
Optimal dynamic basis trading	2019-11-07	Paper
Optimal investment to minimize the probability of drawdown	2016-11-25	Paper
Minimizing the probability of lifetime drawdown under constant consumption	2016-11-21	Paper

Research outcomes over time

This page was built for person: Bahman Angoshtari