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20192026
most citedPredictable Forward Performance Processes: Infrequent Evaluation and Applications to Human-Machine Interactions

1 citations · 1 across the 4 of their papers we have counts for

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q-fin.MF2026

Optimal Investment to Reach a Financial Goal: A Stochastic Control Framework

Gechun Liang, Moris S. Strub, Yuwei Wang +1

We develop a framework for an investor who trades until she either reaches a financial goal or an exogenous deadline arrives. Analogous to utility functions over wealth, we measure…