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20112026
most citedOptimal investment with intermediate consumption under no unbounded profit with bounded risk

32 citations · 44 across the 14 of their papers we have counts for

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q-fin.MF2026

High-Order Expansions of the Optimizer Map via Bell Polynomials

Oleksii Mostovyi, Thaleia Zariphopoulou

Completely monotonic inverse marginal (CMIM) utilities, introduced in [MSZ24], constitute a tractable class of preferences that includes many of the most important utility function…