Angoshtari, Bahman
- Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints\n on Dividend Rates
2018/06/19 by Bahman Angoshtari, Angoshtari, Bahman, Erhan Bayraktar +3 · 3 citations
Economics, Econometrics and Finance · Health Professions · Social Sciences · #91G10 #91G50 #93E20 #FOS: Economics and business #FOS: Mathematics #Global Health Care Issues #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Optimal Consumption under a Habit-Formation Constraint: the Deterministic Case
2020/12/03 by Bahman Angoshtari, Erhan Bayraktar, Angoshtari, Bahman +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Energy · #4902 #9101 #91G10 #Decision-Making and Behavioral Economics #Economic theories and models #Energy, Environment, and Transportation Policies #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM)