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Choulli T
Publications in Math-Net.Ru
Log-optimal portfolio without NFLVR: existence, complete characterization, and duality
Teor. Veroyatnost. i Primenen.
,
67
:2 (2022),
289–308
Structure conditions under progressively added information
Teor. Veroyatnost. i Primenen.
,
65
:3 (2020),
538–582
Explicit description of HARA forward utilities and their optimal portfolios
Teor. Veroyatnost. i Primenen.
,
61
:1 (2016),
69–113
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Steklov Math. Inst. of RAS
, 2026