| Shortfall aversion P Guasoni, G Huberman, D Ren Mathematical Finance 30 (3), 869-920, 2020 | 33 | 2020 |
| On the upper bound of the number of modes of a multivariate normal mixture S Ray, D Ren Journal of Multivariate Analysis 108, 41-52, 2012 | 28 | 2012 |
| Theorems on boundedness of solutions to stochastic delay differential equations Y Raffoul, D Ren Electronic Journal of Differential Equations 2016 (194), 2016 | 11 | 2016 |
| Optimal asset allocation with stochastic interest rates in regime-switching models C Ye, RH Liu, D Ren International Journal of Theoretical and Applied Finance 21 (05), 1850032, 2018 | 2 | 2018 |
| Portfolio Optimization Using Regime-Switching Stochastic Interest Rate and Stochastic Volatility Models RH Liu, D Ren Modeling, stochastic control, Optimization, and Applications, 407-425, 2019 | 1 | 2019 |
| Optimal stopping for the last exit time D Ren Bulletin of the Australian Mathematical Society 99 (1), 148-160, 2019 | | 2019 |
| An Optimal Consumption-Investment Problem on a Finite Horizon D Ren 2019 Proceedings of the Conference on Control and its Applications, 52-59, 2019 | | 2019 |
| INVESTMENT AND CONSUMPTION IN REGIME-SWITCHING MODELS WITH PROPORTIONAL TRANSACTION COSTS AND LOG UTILITY. J Liu, R Liu, D Ren Mathematical Control & Related Fields 7 (3), 2017 | | 2017 |
| Shortfall Aversion G Huberman, P Guasoni, D Ren CEPR Discussion Papers, 2014 | | 2014 |
| DP10064 Shortfall Aversion P Guasoni, G Huberman, D Ren | | 2014 |
Paolo GuasoniDublin City University and Università di BolognaVerified email at dcu.ie