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Affine long term yield curves : an application of the Ramsey rule with progressive utility
El Karoui, Nicole; Hillairet, Caroline; Mrad, Mohamed - In: Journal of financial engineering 1 (2014) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10010508124
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Portfolio optimization with insider's initial information and counterparty risk
Hillairet, Caroline; Jiao, Ying - In: Finance and stochastics 19 (2015) 1, pp. 109-134
Persistent link: https://www.econbiz.de/10011417122
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Portfolio optimization with different information flow
Hillairet, Caroline; Jiao, Ying - 2017
Persistent link: https://www.econbiz.de/10011607049
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Consistent utility of investment and consumption : a forward/backward SPDE viewpoint
El Karoui, Nicole; Hillairet, Caroline; Mrad, Mohamed - 2017
Persistent link: https://www.econbiz.de/10012200208
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Trading against disorderly liquidation of a large position under asymmetric information and market impact
Hillairet, Caroline; Hyndman, Cody; Jiao, Ying; Wang, Renjie - 2017
Persistent link: https://www.econbiz.de/10012200243
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Propagation of cyber incidents in an insurance portfolio : counting processes combined with compartmental epidemiological models
Hillairet, Caroline; Lopez, Olivier - In: Scandinavian actuarial journal 2021 (2021) 8, pp. 671-694
Persistent link: https://www.econbiz.de/10012653667
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Ramsey rule with forward/backward utility for long-term yield curves modeling
El Karoui, Nicole; Hillairet, Caroline; Mrad, Mohamed - In: Decisions in economics and finance : a journal of … 45 (2022) 1, pp. 375-414
Persistent link: https://www.econbiz.de/10013380575