Nadtochiy, Sergey; Zariphopoulou, Thaleia Optimal contract for a fund manager with capital injections and endogenous trading constraints. (English) Zbl 1430.91087 SIAM J. Financ. Math. 10, No. 3, 698-722 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 91B41 91G80 60H15 PDF BibTeX XML Cite \textit{S. Nadtochiy} and \textit{T. Zariphopoulou}, SIAM J. Financ. Math. 10, No. 3, 698--722 (2019; Zbl 1430.91087) Full Text: DOI Link
Nadtochiy, Sergey; Zariphopoulou, Thaleia A class of homothetic forward investment performance processes with non-zero volatility. (English) Zbl 1418.91483 Kabanov, Yuri (ed.) et al., Inspired by finance. The Musiela Festschrift. Cham: Springer. 475-504 (2014). MSC: 91G10 60H30 PDF BibTeX XML Cite \textit{S. Nadtochiy} and \textit{T. Zariphopoulou}, in: Inspired by finance. The Musiela Festschrift. Cham: Springer. 475--504 (2014; Zbl 1418.91483) Full Text: DOI
Nadtochiy, Sergey; Zariphopoulou, Thaleia An approximation scheme for solution to the optimal investment problem in incomplete markets. (English) Zbl 1282.91307 SIAM J. Financ. Math. 4, 494-538 (2013). Reviewer: Yuri Kifer (Jerusalem) MSC: 91G10 91G80 49L25 93E20 PDF BibTeX XML Cite \textit{S. Nadtochiy} and \textit{T. Zariphopoulou}, SIAM J. Financ. Math. 4, 494--538 (2013; Zbl 1282.91307) Full Text: DOI