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Updated ABY2022 SIFIN paper (academicpages#8).
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bahmanang committed Apr 3, 2022
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8\. [_"Optimal Investment and Consumption under a Habit-Formation Constraint,"_](https://arxiv.org/abs/2102.03414) with Erhan Bayraktar and Virginia Young, to appear in _SIAM Journal on Financial Mathematics_.
8\. [_"Optimal Investment and Consumption under a Habit-Formation Constraint,"_](https://arxiv.org/abs/2102.03414) with Erhan Bayraktar and Virginia Young, _SIAM Journal on Financial Mathematics_, 13(1):321--352, 2022.

7\. [_"Optimal Trading of a Basket of Futures Contracts,"_](http://arxiv.org/abs/1910.04943) with Tim Leung, _Annals of Finance_, 16(2):253–280, 2020.

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