Bahman Angoshtari

Available identifiers

zbMath Open angoshtari.bahmanMaRDI QIDQ343997

List of research outcomes

Publication	Date of Publication	Type
Predictable forward performance processes in complete markets	2023-11-21	Paper
Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case	2023-06-01	Paper
Optimal Investment and Consumption under a Habit-Formation Constraint	2022-04-21	Paper
Optimal trading of a basket of futures contracts	2020-06-26	Paper
Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates	2019-11-22	Paper
Optimal dynamic basis trading	2019-11-07	Paper
Optimal investment to minimize the probability of drawdown	2016-11-25	Paper
Minimizing the probability of lifetime drawdown under constant consumption	2016-11-21	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Bahman Angoshtari