//-->
Regularized Decomposition Methods for Deterministic and Stochastic Convex Optimization and Application to Portfolio Selection with Direct Transaction and Market Impact Costs
Guigues, Vincent, (2017)
Risk-averse multistage stochastic programs with expected conditional risk measures
Khatami, Maryam, (2024)
Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty
Zhang, Weini, (2016)
Consumption and portfolio turnpike theorems in a continuous-time finance model
Jin, Xing, (1998)
The second fundamental theorem of asset pricing
Jarrow, Robert A., (1999)
The existence of equilibrium in a financial market with transaction costs
Jin, Xing, (1999)