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Leonid Dolinskyi
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Transaction Costs
Utility Maximization
Least Squares
Top Venues
SIAM J. Financial Math.
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Publications
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Erhan Bayraktar
,
Christoph Czichowsky
,
Leonid Dolinskyi
,
Yan Dolinsky
Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios.
SIAM J. Financial Math.
12 (4) (2021)