Concepedia

Vathana Ly Vath

VL

8

Publications

390

Citations

8

H-Index

2006

Active since

Affiliations

Université d'Évry Val-d'Essonne(Current)

École Nationale Supérieure d’Informatique pour l’Industrie et l’Entreprise

Laboratoire de Mathématiques Blaise Pascal

Laboratoire de Probabilités et Modèles Aléatoires

Centre de Recherche en Économie et Statistique

Vathana Ly Vath is an author at Université d'Évry Val-d'Essonne specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsEngineeringAsset PricingOperations ResearchStochastic CalculusManagementFinancial EconomicsFinancial Engineering

Publications per year

2006–2021

8

Publications

8

A model of optimal portfolio selection under liquidity risk and price impact

Vathana Ly Vath, Mohamed Mnif, Huyên Pham · Finance and Stochastics · 2006 · 135 citations · Full text

Liquidity Risk, Economics, Portfolio Optimization +11

Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case

Vathana Ly Vath, Huyên Pham · SIAM Journal on Control and Optimization · 2007 · 105 citations

Diffusion Process Subject, Optimal Sequence, Investment Problem +14

Optimal Switching over Multiple Regimes

Huyên Pham, Vathana Ly Vath, Xunyu Zhou · SIAM Journal on Control and Optimization · 2009 · 59 citations

Mathematical Programming, Operations Research, Economics +13

A mixed singular/switching control problem for a dividend policy with reversible technology investment

Vathana Ly Vath, Huyên Pham, Stéphane Villeneuve · The Annals of Applied Probability · 2008 · 34 citations · Full text

Dividend Distribution, Economics, Computational Finance +14

An Optimal Dividend and Investment Control Problem under Debt Constraints

Etienne Chevalier, Vathana Ly Vath, Simone Scotti · SIAM Journal on Financial Mathematics · 2013 · 22 citations · Full text

Mathematical Programming, Economics, Portfolio Optimization +15

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