Skip to content
Dynamic Corporate Transformation

Publications and bibliography

DCT

Related research by the author

  • Liquidity Illusion: The General Equilibrium Theory of Private Capital Valuation — From McKean-Vlasov Dynamics to Investment Practice

    SSRN Electronic Journal, 2026

  • Liquidity Illusion and the Term Structure of Private Capital: A Rigorous Stochastic Control Framework

    SSRN Electronic Journal, 2026

  • General Equilibrium Liquidity-Adjusted Valuation (GELAV): A Structural Asset Pricing Framework

    SSRN Electronic Journal, 2026

  • General Equilibrium Liquidity-Adjusted Valuation: A Continuous-Time Framework for Endogenous Liquidity Pricing

    SSRN Electronic Journal, 2026

  • Rough McKean-Vlasov Models with Endogenous General Equilibrium Clearing: Implications for Private Market Valuation

    SSRN Electronic Journal, 2026

  • General Equilibrium Endogenous Liquidity Premia in Multi-Asset Private Markets: Self-Exciting Shocks, Heterogeneous Institutional Investors, and Static-Premium Valuation Error

    SSRN Electronic Journal, 2026

  • Dynamic Liquidity-Based Balance Sheets: A State-Contingent Framework for Mark-to-Market Economic Equity, Enterprise Valuation, EVA, and Optimal Capital Structure

    SSRN Electronic Journal, 2026

  • Mathematical Theory of Capital

    SSRN Working Paper Series, 2026

  • Mathematical Finance of Alternative Assets

    SSRN Working Paper Series, 2026

Bibliography · 92 works cited on the Map

  1. Absil, Mahony & Sepulchre (2008), Optimization Algorithms on Matrix Manifolds
  2. Aliprantis & Border (2006), Infinite Dimensional Analysis
  3. Arrow, Chenery, Minhas & Solow (1961), Capital–Labor Substitution
  4. Artzner, Delbaen, Eber & Heath (1999), Coherent Measures of Risk
  5. Ashby (1956), An Introduction to Cybernetics
  6. Aubin (1991), Viability Theory
  7. Aubin & Frankowska (1990), Set-Valued Analysis
  8. Aubin, Bayen & Saint-Pierre (2011), Viability Theory: New Directions
  9. Bain & Crisan (2009), Fundamentals of Stochastic Filtering
  10. Baldwin & Clark (2000), Design Rules
  11. Banach (1922)
  12. Bellman (1957), Dynamic Programming
  13. Ben-Tal & Nemirovski (2001), Lectures on Modern Convex Optimization
  14. Ben-Tal, El Ghaoui & Nemirovski (2009), Robust Optimization
  15. Berge (1963), Topological Spaces
  16. Berman & Plemmons (1994), Nonnegative Matrices in the Mathematical Sciences
  17. Bertsekas (1999), Nonlinear Programming
  18. Bertsekas (2012), Dynamic Programming and Optimal Control
  19. Bertsekas (2019), Reinforcement Learning and Optimal Control
  20. Bertsekas & Shreve (1978), Stochastic Optimal Control: The Discrete-Time Case
  21. Boyd & Vandenberghe (2004), Convex Optimization
  22. Boyd, El Ghaoui, Feron & Balakrishnan (1994), Linear Matrix Inequalities in System and Control Theory
  23. Cesari (1983), Optimization — Theory and Applications
  24. Clarke (1983), Optimization and Nonsmooth Analysis
  25. Conejo et al. (2006), Decomposition Techniques in Mathematical Programming
  26. Cont & Tankov (2004), Financial Modelling with Jump Processes
  27. Conway (1990), A Course in Functional Analysis
  28. Dacorogna (2008), Direct Methods in the Calculus of Variations
  29. Dixit & Pindyck (1994), Investment under Uncertainty
  30. Filippov (1988), Differential Equations with Discontinuous Righthand Sides
  31. Fleming & Soner (2006), Controlled Markov Processes and Viscosity Solutions
  32. Folland (1999), Real Analysis
  33. Hansen & Sargent (2008), Robustness
  34. Hansen & Sargent (2013), Recursive Models of Dynamic Linear Economies
  35. Harary (1969), Graph Theory
  36. Hartman (2002), Ordinary Differential Equations
  37. Holmström & Milgrom (1991), Multitask Principal–Agent Analyses
  38. Horn & Johnson (2013), Matrix Analysis
  39. Isidori (1995), Nonlinear Control Systems
  40. Kalman (1960), A New Approach to Linear Filtering and Prediction Problems
  41. Kalman (1963), Mathematical Description of Linear Dynamical Systems
  42. Kaplan & Norton (1996), The Balanced Scorecard
  43. Karatzas & Shreve (1991), Brownian Motion and Stochastic Calculus
  44. Kemeny & Snell (1976), Finite Markov Chains
  45. Khalil (2002), Nonlinear Systems
  46. Knight (1921), Risk, Uncertainty and Profit
  47. Kuratowski & Ryll-Nardzewski (1965), A general theorem on selectors
  48. Kushner & Dupuis (2001), Numerical Methods for Stochastic Control Problems
  49. Lasdon (1970), Optimization Theory for Large Systems
  50. Lee (2013), Introduction to Smooth Manifolds
  51. Leontief (1986), Input–Output Economics
  52. Longstaff & Schwartz (2001), Valuing American options by simulation
  53. Luenberger (1969), Optimization by Vector Space Methods
  54. Luenberger (1979), Introduction to Dynamic Systems
  55. Mayne et al. (2000), Constrained model predictive control: stability and optimality
  56. Merton (1990), Continuous-Time Finance
  57. Mesarović, Macko & Takahara (1970), Theory of Hierarchical, Multilevel Systems
  58. Miettinen (1999), Nonlinear Multiobjective Optimization
  59. Milgrom & Segal (2002), Envelope theorems for arbitrary choice sets
  60. Mohajerin Esfahani & Kuhn (2018), Data-driven DRO using the Wasserstein metric
  61. Munkres (2000), Topology
  62. Nemhauser & Wolsey (1988), Integer and Combinatorial Optimization
  63. Øksendal & Sulem (2019), Applied Stochastic Control of Jump Diffusions
  64. Parrilo (2003), Semidefinite programming relaxations for semialgebraic problems
  65. Pontryagin et al. (1962), The Mathematical Theory of Optimal Processes
  66. Porter (1980), Competitive Strategy
  67. Powell (2011), Approximate Dynamic Programming
  68. Protter (2005), Stochastic Integration and Differential Equations
  69. Puterman (1994), Markov Decision Processes
  70. Rawlings, Mayne & Diehl (2017), Model Predictive Control
  71. Rockafellar (1970), Convex Analysis
  72. Rockafellar & Uryasev (2000), Optimization of Conditional Value-at-Risk
  73. Rockafellar & Wets (1998), Variational Analysis
  74. Rudin (1976), Principles of Mathematical Analysis
  75. Rumelt (1991), How Much Does Industry Matter?
  76. Särkkä (2013), Bayesian Filtering and Smoothing
  77. Seierstad & Sydsæter (1987), Optimal Control Theory with Economic Applications
  78. Shapiro, Dentcheva & Ruszczyński (2021), Lectures on Stochastic Programming
  79. Simon (1962), The Architecture of Complexity
  80. Simon & Ando (1961), Aggregation of Variables in Dynamic Systems
  81. Sontag (1998), Mathematical Control Theory
  82. Stokey & Lucas (1989), Recursive Methods in Economic Dynamics
  83. Sutton & Barto (2018), Reinforcement Learning
  84. Teece, Pisano & Shuen (1997), Dynamic Capabilities and Strategic Management
  85. Topkis (1998), Supermodularity and Complementarity
  86. Trefethen & Embree (2005), Spectra and Pseudospectra
  87. Villani (2009), Optimal Transport: Old and New
  88. von Bertalanffy (1968), General System Theory
  89. Warga (1972), Optimal Control of Differential and Functional Equations
  90. Williams (1991), Probability with Martingales
  91. Yong & Zhou (1999), Stochastic Controls: Hamiltonian Systems and HJB Equations
  92. Zeigler, Praehofer & Kim (2000), Theory of Modeling and Simulation