| Predictable forward performance processes: The binomial case B Angoshtari, T Zariphopoulou, XY Zhou SIAM Journal on Control and Optimization 58 (1), 327-347, 2020 | 26 | 2020 |
| Optimal investment to minimize the probability of drawdown B Angoshtari, E Bayraktar, VR Young Stochastics 88 (6), 946-958, 2016 | 25 | 2016 |
| Minimizing the probability of lifetime drawdown under constant consumption B Angoshtari, E Bayraktar, VR Young Insurance: Mathematics and Economics 69, 210-223, 2016 | 25 | 2016 |
| Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates B Angoshtari, E Bayraktar, VR Young SIAM Journal on Financial Mathematics 10 (2), 547-577, 2019 | 22 | 2019 |
| Optimal Investment and Consumption under a Habit-Formation Constraint B Angoshtari, E Bayraktar, VR Young SIAM Journal on Financial Mathematics 13 (1), 321-352, 2022 | 17 | 2022 |
| Minimizing the expected lifetime spent in drawdown under proportional consumption B Angoshtari, E Bayraktar, VR Young Finance Research Letters 15, 106-114, 2015 | 14 | 2015 |
| Optimal dynamic basis trading B Angoshtari, T Leung Annals of Finance 15 (3), 307-335, 2019 | 13 | 2019 |
| On the Market-Neutrality of Optimal Pairs-Trading Strategies B Angoshtari arXiv preprint arXiv:1608.08268, 2016 | 8 | 2016 |
| Stochastic modeling and methods for portfolio management in cointegrated markets B Angoshtari University of Oxford, 2014 | 8 | 2014 |
| Predictable forward performance processes in complete markets B Angoshtari Probability, Uncertainty and Quantitative Risk, 2023 8 (2), 141-176, 2023 | 7 | 2023 |
| Optimal trading of a basket of futures contracts B Angoshtari, T Leung Annals of Finance, 1-28, 2020 | 7 | 2020 |
| Optimal Consumption under a Habit-Formation Constraint: the Deterministic Case B Angoshtari, E Bayraktar, VR Young SIAM Journal on Financial Mathematics 14 (2), 557-597, 2023 | 2 | 2023 |
| On utility of wealth maximization B Angoshtari University of Twente, 2009 | 1 | 2009 |
| Rank-Dependent Predictable Forward Performance Processes B Angoshtari, S Duan arXiv preprint arXiv:2403.16228, 2024 | | 2024 |
| Optimal Insurance to Minimize the Probability of Ruin: Inverse Survival Function Formulation B Angoshtari, VR Young arXiv preprint arXiv:2012.03798, 2020 | | 2020 |
Virginia R. YoungDepartment of Mathematics, University of MichiganVerified email at umich.edu
