Oxford-Man Professor of Quantitative Finance
Ordinary Student at Christ Church College
Oxford-Man Institute of Quantitative Finance
Mathematical Institute
Christ Church College
Advances in Portfolio Theory and Investment Management
Oxford-Man Institute of Quantitative Finance
May 12-14, 2011
A class of homothetic forward investment performance
processes with non-zero volatility
Forward indifference valuation of American options
Initial investment choice and optimal future allocations under
time-monotone performance criteria
Stochastic partial differential equations and portfolio choice
