FM12 - MS23-1 - Dynamic Trading Volume Presentation: Paolo Guasoni, Boston University, USA, 28 min 25 sec
FM12 - MS23-2 - An Explicit Example of a Shadow Price Process with Stochastic Investment Opportunity Set (PDF) Link: View PDF Handout
FM12 - MS23-3 - Long-run Investment under Drawdown Constraints: optimal portfolios and numéraire property Presentation: Jan Obloj, Oxford University, United Kingdom, 26 min 36 sec