The following pages link to Bahman Angoshtari (Q343997):
Displayed 8 items.
- Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
- Optimal trading of a basket of futures contracts (Q2191860) (← links)
- Optimal dynamic basis trading (Q2334405) (← links)
- Optimal investment to minimize the probability of drawdown (Q2833710) (← links)
- Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates (Q4971973) (← links)
- Optimal Investment and Consumption under a Habit-Formation Constraint (Q5071493) (← links)
- Predictable forward performance processes in complete markets (Q6090952) (← links)
- Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case (Q6159082) (← links)