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Bahman Angoshtari · Study

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Bahman Angoshtari

5 works· latest 2022· 3 institutionscluster: provisionalORCID 0000-0003-1415-4062

h-index5

i105

Citations122

Works here5

16

19

22

Most cited in this library

Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates2019 · 29 citations
Minimizing the probability of lifetime drawdown under constant consumption2016 · 28 citations
Predictable Forward Performance Processes: The Binomial Case2016 · 25 citations
Optimal investment to minimize the probability of drawdown2016 · 25 citations
Optimal Investment and Consumption under a Habit-Formation Constraint2022 · 15 citations

Works

5 shown

Optimal Investment and Consumption under a Habit-Formation Constraint

SIAM Journal on Financial Mathematics·2022·3 authors·Open access

15citations

Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates

SIAM Journal on Financial Mathematics·2019·3 authors

29citations

Minimizing the probability of lifetime drawdown under constant consumption

Insurance Mathematics and Economics·2016·3 authors·Open access

28citations

Optimal investment to minimize the probability of drawdown

Stochastics·2016·3 authors

25citations

Predictable Forward Performance Processes: The Binomial Case

SIAM Journal on Control and Optimization·2016·3 authors·Open access

25citations