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Pure self-financing trading strategies under transaction costs JOURNAL ARTICLE published January 2006 in Statistics & Decisions |
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Necessary conditions for the existence of utility maximizing strategies under transaction costs JOURNAL ARTICLE published February 2004 in Statistics & Decisions |
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Optimal Trading Using Black-Scholes Equation with Transaction Costs JOURNAL ARTICLE published 28 April 2022 in African Journal of Mathematics and Statistics Studies |
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Almost Surely Optimal Portfolios Under Proportional Transaction Costs BOOK CHAPTER published 2016 in Springer Proceedings in Mathematics & Statistics |
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A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin JOURNAL ARTICLE published March 2024 in Statistics & Probability Letters Research funded by Natural Sciences and Engineering Research Council of Canada (RGPIN-2019-06538) |
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Optimal expected utility risk measures JOURNAL ARTICLE published 1 January 2018 in Statistics & Risk Modeling |
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On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes JOURNAL ARTICLE published 1 May 2014 in Brazilian Journal of Probability and Statistics |
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Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness BOOK CHAPTER published September 2020 in Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning |
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RANDOMIZED SEARCH STRATEGIES FOR FINDING OPTIMAL OR NEAR OPTIMAL BLOCK AND ROW‐COLUMN DESIGNS JOURNAL ARTICLE published September 1993 in Australian Journal of Statistics |
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Small area estimation of mean price of habitation transaction using time-series and cross-sectional area-level models JOURNAL ARTICLE published April 2010 in Journal of Applied Statistics |
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Singular stochastic control in optimal investment and hedging in the presence of transaction costs BOOK CHAPTER published 2003 in Institute of Mathematical Statistics Lecture Notes - Monograph Series |
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Optimal strategies for a class of sequential control problems with precedence relations JOURNAL ARTICLE published 1 August 2007 in The Annals of Statistics |
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On the Use of a Cumulative Distribution as a Utility Function in Educational or Employment Selection JOURNAL ARTICLE published March 1982 in Journal of Educational Statistics |
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Price systems for markets with transaction costs and control problems for some finance problems BOOK CHAPTER published 2006 in Institute of Mathematical Statistics Lecture Notes - Monograph Series |
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Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection JOURNAL ARTICLE published December 2010 in Computational Statistics & Data Analysis |
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Optimal Binning Strategies Under Squared Error Loss in Selective Assembly with a Tolerance Constraint JOURNAL ARTICLE published 10 February 2010 in Communications in Statistics - Theory and Methods |
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Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation? JOURNAL ARTICLE published 2010 in Discussiones Mathematicae Probability and Statistics |
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Empirical Bayes Confidence Intervals for Means of Natural Exponential Family‐Quadratic Variance Function Distributions with Application to Small Area Estimation JOURNAL ARTICLE published September 2008 in Scandinavian Journal of Statistics |
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A Comparison of Strategies for Estimating Conditional DIF JOURNAL ARTICLE published December 2010 in Journal of Educational and Behavioral Statistics |
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Bayesian estimation of MTTF for exponential distribution: A Bessel function life testing model JOURNAL ARTICLE published 22 November 2010 in Model Assisted Statistics and Applications |