| Optimal life-cycle consumption and investment decisions under age-dependent risk preferences | 2020/07/30 | English | 8 |
| Foreign exchange markets with Last Look | 2018/06/09 | English | 8 |
| Local risk-minimization under the benchmark approach | 2014/02/20 | English | 8 |
| Continuity of utility maximization under weak convergence | 2020/07/08 | English | 8 |
| Robust consumption-investment problems with random market coefficients | 2012/04/28 | English | 8 |
| An asset return model capturing stylized facts | 2011/08/31 | English | 8 |
| A forward–backward SDE approach to affine models | 2009/06/16 | English | 8 |
| Remarks on existence and uniqueness of Cournot–Nash equilibria in the non-potential case | 2014/09/01 | English | 7 |
| Governmental incentives for green bonds investment | 2022/05/16 | English | 7 |
| Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization | 2020/10/10 | English | 7 |
| Additive habit formation: consumption in incomplete markets with random endowments | 2011/07/23 | English | 7 |
| Asset price bubbles, market liquidity, and systemic risk | 2019/09/03 | English | 7 |
| Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles | 2018/07/25 | English | 7 |
| Exchanges and measures of risks | 2011/12/01 | English | 7 |
| How safe are central counterparties in credit default swap markets? | 2020/03/09 | English | 7 |
| Systemic credit freezes in financial lending networks | 2020/07/01 | English | 7 |
| A simple trinomial lattice approach for the skew-extended CIR models | 2017/06/27 | English | 7 |
| Indifference pricing for CRRA utilities | 2013/05/19 | English | 7 |
| A tractable LIBOR model with default risk | 2012/10/19 | English | 7 |
| Hedging for the long run | 2012/04/22 | English | 7 |
| Increasing risk aversion and life-cycle investing | 2018/09/18 | English | 6 |
| Strongly consistent multivariate conditional risk measures | 2018/01/11 | English | 6 |
| Liquidity risk and optimal dividend/investment strategies | 2016/05/19 | English | 6 |
| Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets | 2020/01/01 | English | 6 |
| Price formation and optimal trading in intraday electricity markets | 2021/09/23 | English | 6 |
| Liquidation with self-exciting price impact | 2015/07/04 | English | 6 |
| Risk measures on the space of infinite sequences | 2010/02/13 | English | 6 |
| Informational inefficiency in financial markets | 2012/06/01 | English | 6 |
| Leverage management | 2010/08/05 | English | 6 |
| Dynamic conic hedging for competitiveness | 2016/03/10 | English | 6 |