- Investment strategies in the long run with proportional transaction costs and a HARA utility function2009 | Faculty of Mathematics and Physics
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices2015 | Faculty of Mathematics and Physics
- Evaluation of Interval Strategies for Futures and Stock Trading with Proportional Transaction Costs2010 | Faculty of Mathematics and Physics
- Robust filtering and portfolio management2009 | Faculty of Mathematics and Physics
- Futures trading with transaction costs2009 | Faculty of Mathematics and Physics
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients2022 | Faculty of Mathematics and Physics
- Almost optimal investment strategies for small transaction costs and independent assets2010 | Faculty of Mathematics and Physics