Bahman Angoshtari

Identifiers

No identifiers captured yet.

Papers (7)

1. Optimal Dynamic Basis Trading q-fin.PM · 2018 · author #1
2. Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates q-fin.MF · 2018 · author #1
3. Predictable Forward Performance Processes: The Binomial Case q-fin.MF · 2016 · author #1
4. On the Market-Neutrality of Optimal Pairs-Trading Strategies q-fin.PM · 2016 · author #1
5. Minimizing the Expected Lifetime Spent in Drawdown under Proportional Consumption q-fin.PM · 2015 · author #1
6. Minimizing the Probability of Lifetime Drawdown under Constant Consumption q-fin.PM · 2015 · author #1
7. Optimal Investment to Minimize the Probability of Drawdown q-fin.MF · 2015 · author #1

Mentions

No mention provenance yet.

Frequent Coauthors

• Erhan Bayraktar 4 shared papers
• Virginia R. Young 4 shared papers
• Thaleia Zariphopoulou 1 shared papers
• Tim Leung 1 shared papers
• Xun Yu Zhou 1 shared papers