arXiv 2017-03-13 EN Extremal Behavior of Long-Term Investors with Power Utility Bäuerle, Nicole · Grether, Stefanie
arXiv 2016-03-19 EN Tukey's transformational ladder for portfolio management Ernst, Philip · Thompson, James · Miao, Yinsen
arXiv 2014-02-14 EN Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-time Gao, Jianjun · Zhou, Ke · Li, Duan · Cao, Xiren
arXiv 2014-01-08 EN Optimal consumption and portfolio choice with ambiguity Lin, Qian · Riedel, Frank
arXiv 2013-05-29 EN Optimal portfolios of a long-term investor with floor or drawdown constraints Cherny, Vladimir · Obloj, Jan
arXiv 2011-07-08 EN On optimal investment for a behavioural investor in multiperiod incomplete market models Carassus, Laurence · Rasonyi, Miklos
arXiv 2011-02-22 EN Portfolio Insurance under a risk-measure constraint De Franco, Carmine · Tankov, Peter
