5 citations · 7 across the 2 of their papers we have counts for
2 papers
q-fin.GN2013★ 5 cited
Explicit Description of HARA Forward Utilities and Their Optimal Portfolios
Tahir Choulli, Junfeng Ma
This paper deals with forward performances of HARA type. Precisely, for a market model in which stock price processes are modeled by a locally bounded -dimensional semimartingal…
q-fin.GN2012★ 2 cited
How Non-Arbitrage, Viability and Numéraire Portfolio are Related
Tahir Choulli, Jun Deng, Junfeng Ma
This paper proposes two approaches that quantify the exact relationship among the viability, the absence of arbitrage, and/or the existence of the numéraire portfolio under minimal…