Akademické publikace

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

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

Počet citací k 11/2020: 1

Optimal investment with high-watermark performance fee

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

počet citací k 11/2020: 28

Futures trading with transaction costs

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

počet citací k 11/2020: 23

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

K Janecek - International Journal of Finance, 2004 - Citeseer

počet citací k 11/2020: 38

Asymptotic Analysis for Optimal Investment and Consumption with Transaction Costs

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

počet citací k 11/2020: 158