107 citations · 108 across the 2 of their papers we have counts for
2 papers
q-fin.PM2008★ 1 cited
Portfolio Optimization under Habit Formation
Roman Naryshkin, Matt Davison
The "standard" Merton formulation of optimal investment and consumption involves optimizing the integrated lifetime utility of consumption, suitably discounted, together with the d…
hep-th2006★ 107 cited
The shear viscosity of gauge theory plasma with chemical potentials
Paolo Benincasa, Alex Buchel, Roman Naryshkin
We consider strongly coupled gauge theory plasma with conserved global charges that allow for a dual gravitational description. We study the shear viscosity of the gauge theory pla…