Working Papers
 Optimal Consumption of Multiple Goods in Incomplete Markets
submitted. [arXiv]
 Sensitivity Analysis of the Utility Maximization Problem with Respect to Model Perturbations
with M. Sirbu, submitted. [arXiv]
 Optimal Consumption from Investment and Labor Income in a
Unifying Framework of Admissibility
with M. Sirbu, preprint.
Published/Accepted

An Expansion in the Model Space in the Context of Utility Maximization
with K. Larsen and G. Zitkovic, accepted in Finance and Stochastics (2017). [arXiv]
 Optimal Investment with Intermediate Consumption under No Unbounded Profit with Bounded Risk
with H. Chau, A. Cosso, and C. Fontana, Journal of Applied Probability (2017), Vol. 54(3), pp. 710719. [arXiv]
 Utility Maximization in a Large Market
Mathematical Finance (2016), published online. [arXiv]
 Optimal
Investment with Intermediate Consumption and Random Endowment
Mathematical Finance (2017), Vol. 27(1), pp. 96114.
[arXiv]
 Necessary and Sufficient Conditions in the Problem of Optimal
Investment with Intermediate Consumption
Finance and Stochastics (2015), Vol. 19(1), pp. 135159.
[arXiv]
 On the Stability of the Least Squares Monte Carlo
Optimization Letters (2013), Vol. 7(2), pp. 259265. [arXiv]
 On Maximum Speedup Ratio of Restart Algorithms Portfolios
with O. Prokopyev and O. Shylo, INFORMS Journal on Computing (2013) Vol. 25(2), pp. 222229.
 Signal Processing under Active Monitoring
Information Theories and Applications (2005) Vol. 12, pp. 4956.
