Oleksii Mostovyi
Associate Professor/Mathematics
oleksii.mostovyi@uconn.edu
Storrs Mansfield
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Scholarly Contributions
5 Scholarly Contributions
Asymptotic Analysis of the Expected Utility Maximization Problem with Respect to Perturbations of the Numeraire
Research Type: Journal Article
On Merton's problem with completely monotonic preferences
Research Type: Journal Article
On the analyticity of the value function in optimal investment
Research Type: Journal Article
Optimal investment and consumption with labor income in incomplete markets
Research Type: Journal Article
Stability of the Indirect Utility Process
Research Type: Journal Article