UT Austin - Portugal Lectures on Portfolio Choice

Hedging, Arbitrage, and Optimality with Superlinear Frictions

Performance Maximization of Managed Funds

Dynamic Trading Volume

Shortfall Aversion

Portfolios and Risk Premia for the Long Run

Abstract, Classic, and Explicit Turnpikes

The Incentives of Hedge Fund Fees and High-Water Marks

Transaction Costs Made Tractable

Spending and Investment for Shortfall-Averse Endowments

Relaxed Utility Maximization in Complete Markets

Fundamental Theorem of Asset Pricing

The Limits of Leverage

Nonlinear Price Impact and Portfolio Choice

Leveraged ETFs Performance Evaluation

Who Should Sell Stocks?