| Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis | 2015/11/02 | English | 32 |
| An analysis of the Keen model for credit expansion, asset price bubbles and financial fragility | 2012/04/03 | English | 32 |
| The geometry of relative arbitrage | 2015/11/12 | English | 32 |
| Conic coconuts: the pricing of contingent capital notes using conic finance | 2011/02/16 | English | 31 |
| Shock elasticities and impulse responses | 2014/09/01 | English | 31 |
| Bid and ask prices as non-linear continuous time G-expectations based on distortions | 2014/04/22 | English | 31 |
| Drawdown: from practice to theory and back again | 2016/09/28 | English | 29 |
| Continuity properties of law-invariant (quasi-)convex risk functions on L ∞ | 2010/03/27 | English | 29 |
| Structured products equilibria in conic two price markets | 2012/02/24 | English | 26 |
| Optimal mean–variance selling strategies | 2015/10/12 | English | 26 |
| Many-player games of optimal consumption and investment under relative performance criteria | 2020/01/02 | English | 26 |
| Convex compactness and its applications | 2010/02/26 | English | 25 |
| Investment under ambiguity with the best and worst in mind | 2011/02/09 | English | 24 |
| Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures | 2014/11/22 | English | 22 |
| Optimal posting price of limit orders: learning by trading | 2013/03/23 | English | 22 |
| Optimal compensation with adverse selection and dynamic actions | 2007/03/16 | English | 21 |
| On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets | 2017/06/20 | English | 21 |
| Positive alphas and a generalized multiple-factor asset pricing model | 2015/07/02 | English | 20 |
| Evolutionary finance and dynamic games | 2011/10/01 | English | 20 |
| Asymptotic arbitrage and large deviations | 2008/05/21 | English | 20 |
| Lebesgue property for convex risk measures on Orlicz spaces | 2012/01/24 | English | 19 |
| Optimal portfolios of a small investor in a limit order market: a shadow price approach | 2010/04/27 | English | 19 |
| The lifetime of a financial bubble | 2016/03/30 | English | 19 |
| Dual representation of superhedging costs in illiquid markets | 2011/12/01 | English | 19 |
| Optimal incentive contracts under relative income concerns | 2010/11/24 | English | 19 |
| Optimal investment with inside information and parameter uncertainty | 2010/03/26 | English | 19 |
| Optimal investment in a defaultable bond | 2008/05/21 | English | 18 |
| Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option | 2018/08/16 | English | 18 |
| Liquidity-adjusted risk measures | 2012/10/31 | English | 17 |
| The opportunity process for optimal consumption and investment with power utility | 2010/06/17 | English | 17 |