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Relaxed utility maximization in complete markets
Biagini, Sara; Guasoni, Paolo - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 703-722
Persistent link: https://www.econbiz.de/10009311613
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Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.; Rindisbacher, Marcel - In: Mathematical finance : an international journal of … 15 (2005) 4, pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
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Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B. - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
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The incentives of hedge fund fees and high-water marks
Guasoni, Paolo; Obłoj, Jan - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 269-295
Persistent link: https://www.econbiz.de/10011577142
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Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo; Muhle-Karbe, Johannes - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
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Dynamic trading volume
Guasoni, Paolo; Weber, Marko - In: Mathematical finance : an international journal of … 27 (2017) 2, pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
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Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo; Muhle-Karbe, Johannes; Xing, Hao - In: Mathematical finance : an international journal of … 27 (2017) 1, pp. 3-37
Persistent link: https://www.econbiz.de/10011739438