Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption

von Mostovyi, Oleksii
Veröffentlicht in Finance and stochastics (2015)

Optimal investment with intermediate consumption and random endowment

von Mostovyi, Oleksii
Veröffentlicht in Mathematical finance (2017)

Sensitivity analysis of the utility maximisation problem with respect to model perturbations

von Mostovyi, Oleksii
Veröffentlicht in Finance and stochastics (2019)

An expansion in the model space in the context of utility maximization

von Larsen, Kasper
Veröffentlicht in Finance and stochastics (2018)

On maximum speedup ratio of restart algorithm portfolios

von Mostovyi, Oleksii
Veröffentlicht in Institute for Operations Research and the Management Sciences INFORMS journal on computing (2013)