Asymptotic analysis for optimal investment and consumption with transaction costs. - Karel Janecek; Steven E. Shreve (Finance Stochastics, 2004)

Optimal Investment with High-watermark Performance Fee. - Karel Janecek; Mihai Sîrbu (SIAM J. Control. Optim., 2012)

Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model. - Karel Janecek; Zheng Li; Mihai Sîrbu (SIAM J. Financial Math., 2020)