33 citations · 133 across the 21 of their papers we have counts for
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q-fin.PM2009
Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model
Wael Bahsoun, Igor V. Evstigneev, Michael I. Taksar
The aim of this work is to extend the capital growth theory developed by Kelly, Breiman, Cover and others to asset market models with transaction costs. We define a natural general…
math.DS2009
SRB Measures For Certain Markov Processes
Wael Bahsoun, Pawel Gora
We study Markov processes generated by iterated function systems (IFS). The constituent maps of the IFS are monotonic transformations of the interval. We first obtain an upper boun…
math.DS2009
Quasi-Invariant measures, escape rates and the effect of the hole
Wael Bahsoun, Christopher Bose
Let be a piecewise expanding interval map and be an abstract perturbation of into an interval map with a hole. Given a number , , we compute an upper-…