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Publication DateArticle TitleAuthor(s)
Jun-2012Vast Portfolio Selection With Gross-Exposure ConstraintsFan, Jianqing; Zhang, Jingjin; Yu, Ke
Jul-2016Sharp nonasymptotic bounds on the norm of random matrices with independent entriesBandeira, Afonso S; van Handel, Ramon
-The Borell–Ehrhard gamevan Handel, Ramon
1-Jan-2016Hedging under an expected loss constraint with small transaction costsBouchard, B; Moreau, L; Soner, H Mete
1-Jan-2015Asymptotics for fixed transaction costsAltarovici, A; Muhle-Karbe, J; Soner, H Mete
Jan-2012Variance estimation using refitted cross-validation in ultrahigh dimensional regressionFan, Jianqing; Guo, Shaojun; Hao, Ning
1-Jan-2016Facelifting in utility maximizationLarsen, K; Soner, H Mete; Žitković, G
1-Jan-2017Optimal consumption and investment with fixed and proportional transaction costsAltarovici, A; Reppen, M; Soner, H Mete
30-Jul-2015Martingale optimal transport in the Skorokhod spaceDolinsky, Y; Soner, H Mete
Nov-2014Conditional ergodicity in infinite dimensionTong, Xin Thomson; van Handel, Ramon