Píši a publikuji

2012

Optimal investment with high-watermark performance fee

K Janeček, M Sîrbu - SIAM Journal on Control and Optimization, 2012

počet citací k 1/2019: 20

2010

Futures trading with transaction costs

K Janeček, SE Shreve - Illinois Journal of Mathematics, 2010 - projecteuclid.org

počet citací k 1/2019: 21

2004

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

K Janecek - International Journal of Finance, 2004 - Citeseer

počet citací k 1/2019: 31

2004

Asymptotic Analysis for Optimal Investment and Consumption with Transaction Costs

K Janeček, SE Shreve - Finance and Stochastics, 2004 - Springer

počet citací k 1/2019: 145