| Investment and consumption without commitment | 2008/07/01 | English | 176 |
| Control of McKean–Vlasov dynamics versus mean field games | 2012/10/02 | English | 125 |
| Valuing the option to invest in an incomplete market | 2007/09/29 | English | 120 |
| Static portfolio choice under Cumulative Prospect Theory | 2009/11/14 | English | 102 |
| Dealing with the inventory risk: a solution to the market making problem | 2012/09/04 | English | 98 |
| Mean field game of controls and an application to trade crowding | 2017/12/07 | English | 95 |
| The golden rule when preferences are time inconsistent | 2010/11/11 | English | 90 |
| Incorporating order-flow into optimal execution | 2016/02/18 | English | 81 |
| Set-valued risk measures for conical market models | 2011/06/01 | English | 69 |
| Representation results for law invariant time consistent functions | 2009/09/01 | English | 64 |
| The robust Merton problem of an ambiguity averse investor | 2016/03/26 | English | 56 |
| Hedging with temporary price impact | 2016/10/06 | English | 56 |
| Utility maximization with a given pricing measure when the utility is not necessarily concave | 2013/02/07 | English | 54 |
| A multiple-curve HJM model of interbank risk | 2012/06/01 | English | 51 |
| Optimal mean-variance portfolio selection | 2016/06/20 | English | 51 |
| A financial market with interacting investors: does an equilibrium exist? | 2011/02/26 | English | 46 |
| Electricity price modeling and asset valuation: a multi-fuel structural approach | 2012/12/07 | English | 46 |
| Optimal risk sharing under distorted probabilities | 2009/06/16 | English | 43 |
| Multi-stock portfolio optimization under prospect theory | 2012/06/21 | English | 40 |
| Optimal stopping under ambiguity in continuous time | 2012/07/03 | English | 39 |
| Dual characterization of properties of risk measures on Orlicz hearts | 2008/07/01 | English | 39 |
| Set-valued average value at risk and its computation | 2013/01/23 | English | 38 |
| The consumption-based determinants of the term structure of discount rates | 2007/06/14 | English | 37 |
| The equity risk premium and the riskfree rate in an economy with borrowing constraints | 2007/03/27 | English | 35 |
| An optimal trading problem in intraday electricity markets | 2015/07/04 | English | 35 |
| Measuring risk with multiple eligible assets | 2014/06/30 | English | 34 |
| Oligopoly games under asymmetric costs and an application to energy production | 2012/05/24 | English | 34 |
| Recursiveness of indifference prices and translation-invariant preferences | 2009/08/18 | English | 34 |
| A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean | 2020/10/23 | English | 33 |
| Taylor series approximations to expected utility and optimal portfolio choice | 2011/09/01 | English | 33 |