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isPartOf:"Journal of economic dynamics & control"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematics and financial economics"
~person:"Bayraktar, Erhan"
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Bayraktar, Erhan
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Journal of economic dynamics & control
Insurance / Mathematics & economics
Mathematics and financial economics
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Optimal investment with random endowments and transaction costs : duality theory and shadow prices
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 253-286
Persistent link: https://www.econbiz.de/10012055802
Saved in:
2
Optimal reinsurance and investment with unobservable claim size and intensity
Liang, Zhibin
;
Bayraktar, Erhan
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 156-166
Persistent link: https://www.econbiz.de/10010366184
Saved in:
3
Minimizing the lifetime shortfall or shortfall at death
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 447-458
Persistent link: https://www.econbiz.de/10009517619
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