Akademické publikace

2020

Optimal Investment with High-Watermark Fee in a Multidimensional Jump
Diffusion Model

K Janeček, Z Li, M Sîrbu - SIAM Journal financial math.

Počet citací: 3

2012

Optimal investment with high-watermark performance fee

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

počet citací: 28

2010

Futures trading with transaction costs

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

počet citací: 24

2004

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

K Janecek - International Journal of Finance, 2004 - Citeseer

počet citací: 41

2007

Matching algorithms of international exchanges

K Janeček, M Kabrhel

Počet citací: 11

2004

Asymptotic Analysis for Optimal Investment and Consumption with Transaction Costs

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

počet citací: 159