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Social Innovator

Academic
publications

Asymptotic Analysis for Optimal Investment and Consumption with Transaction Costs

Number of citations: 160 / 2003

What is a realistic aversion to risk for real-world individual investors?∗

Number of citations: 43 / 2004

Optimal investment with high-watermark
performance fee

Number of citations: 29 / 2010

Matching Algorithms of International Exchanges

Number of citations: 13 / 2007

Optimal investment with high-watermark fee in a multi-dimensional

jump-diffusion model

Number of citations: 3 / 2019

Mathematical Algorithm for Understanding Numbers and Their Operations Integrated Into the Cornerstone of Learning in a Pelmanism Game: Mathesso

Number of citations: 2 / 2022

The low risk free rate is not too low∗

D21 – Janeček method

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