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 |
|---|---|---|
| Open Markets and Hybrid Jacobi Processes (available as arXiv preprint) | N/A | Paper |
| Ergodic robust maximisation of asymptotic growth with stochastic factor processes Finance and Stochastics | 2026-09-25 | Paper |
| Tackling nonlinear price impact with linear strategies Mathematical Finance | 2025-04-02 | Paper |
| Open markets and hybrid Jacobi processes The Annals of Applied Probability | 2024-08-22 | Paper |
| Generalized Rank Dirichlet distributions Statistics & Probability Letters | 2024-02-12 | Paper |
| Robust asymptotic growth in stochastic portfolio theory under long‐only constraints Mathematical Finance | 2023-09-28 | Paper |
| Ergodic robust maximization of asymptotic growth under stochastic volatility | 2022-11-28 | Paper |
| On A Class Of Rank-Based Continuous Semimartingales | 2021-04-09 | Paper |
| Toeplitz operators with discontinuous symbols on the sphere Springer Proceedings in Mathematics & Statistics | 2017-07-13 | Paper |
Research outcomes over time
This page was built for person: David Itkin
