Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information. - Sühan Altay; Katia Colaneri; Zehra Eksi (SIAM J. Financial Math., 2019)

Optimal convergence trading with unobservable pricing errors. - Sühan Altay; Katia Colaneri; Zehra Eksi (Ann. Oper. Res., 2021)