Oleksii Mostovyi

Publication Activity (10 Years)

Years Active: 2013-2021
Publications (10 Years): 5

Top Topics

Optimal Portfolio

Utility Maximization

Sufficient Conditions

Top Venues

Finance Stochastics

J. Appl. Probab.

SIAM J. Financial Math.

Publications

Oleksii Mostovyi
Stability of the Indirect Utility Process. SIAM J. Financial Math. 12 (2) (2021)
Oleksii Mostovyi
Optimal consumption of multiple goods in incomplete markets. J. Appl. Probab. 55 (3) (2018)
Kasper Larsen, Oleksii Mostovyi, Gordan Zitkovic
An expansion in the model space in the context of utility maximization. Finance Stochastics 22 (2) (2018)
Huy N. Chau, Andrea Cosso, Claudio Fontana, Oleksii Mostovyi
Optimal investment with intermediate consumption under no unbounded profit with bounded risk. J. Appl. Probab. 54 (3) (2017)
Oleksii Mostovyi
Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption. Finance Stochastics 19 (1) (2015)
Oleksii Mostovyi, Oleg A. Prokopyev, Oleg V. Shylo
On Maximum Speedup Ratio of Restart Algorithm Portfolios. INFORMS J. Comput. 25 (2) (2013)
Oleksii Mostovyi
On the stability the least squares Monte Carlo. Optim. Lett. 7 (2) (2013)