Marc Wittlinger

On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints

U. Rieder, Marc Wittlinger, 2014, Advances in Applied Probability.

Terminal wealth problems in illiquid markets under a drawdown constraint

Marc Wittlinger, 2012 .

Optimal relaxed portfolio strategies for growth rate maximization problems with transaction costs

Marc Wittlinger, S. Christensen, 2012, 1209.0305.