| Bayesian disorder problems on filtered probability spaces MV Zhitlukhin, AN Shiryaev Theory of Probability & Its Applications 57 (3), 497-511, 2013 | 48* | 2013 |
| Bounds for expected maxima of Gaussian processes and their discrete approximations K Borovkov, Y Mishura, A Novikov, M Zhitlukhin Stochastics 89 (1), 21-37, 2017 | 39 | 2017 |
| When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model AN Shiryaev, MV Zhitlukhin, WT Ziemba Journal of Portfolio Management 40 (2), 54, 2014 | 38 | 2014 |
| Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013 AN Shiryaev, MV Zhitlukhin, WT Ziemba Quantitative Finance 15 (9), 1449-1469, 2015 | 34 | 2015 |
| Optimal stopping problems for a Brownian motion with disorder on a segment MV Zhitlukhin, AN Shiryaev Theory of Probability & Its Applications 58 (1), 164-171, 2014 | 34* | 2014 |
| A Bayesian sequential testing problem of three hypotheses for Brownian motion MV Zhitlukhin, A Shiryaev Statistics & Risk Modeling 28 (3), 227-249, 2011 | 26 | 2011 |
| Stock market crashes: predictable and unpredictable and what to do about them WT Ziemba, M Zhitlukhin, S Lleo World Scientific, 2017 | 24 | 2017 |
| On Chernoff's Hypotheses Testing Problem for the Drift of a Brownian Motion MV Zhitlukhin, AA Muravlev Theory of Probability & Its Applications 57 (4), 708-717, 2013 | 16 | 2013 |
| Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk IV Evstigneev, MV Zhitlukhin Stochastics 85 (4), 652-666, 2013 | 11 | 2013 |
| Survival investment strategies in a continuous-time market model with competition M Zhitlukhin International Journal of Theoretical and Applied Finance 24 (01), 2150001, 2021 | 10 | 2021 |
| New and refined bounds for expected maxima of fractional Brownian motion K Borovkov, Y Mishura, A Novikov, M Zhitlukhin Statistics & Probability Letters 137, 142-147, 2018 | 10 | 2018 |
| A maximal inequality for skew Brownian motion MV Zhitlukhin Statistics & Decisions 27 (3), 261-280, 2009 | 10 | 2009 |
| A continuous-time asset market game with short-lived assets M Zhitlukhin Finance and Stochastics 26 (3), 587-630, 2022 | 9 | 2022 |
| Relative growth optimal strategies in an asset market game Y Drokin, M Zhitlukhin Annals of Finance 16 (4), 529-546, 2020 | 9 | 2020 |
| The optimal decision rule in the Kiefer–Weiss problem for a Brownian motion MV Zhitlukhin, AA Muravlev, AN Shiryaev Russian Mathematical Surveys 68 (2), 389, 2013 | 9 | 2013 |
| Von Neumann–Gale dynamics and capital growth in financial markets with frictions E Babaei, IV Evstigneev, KR Schenk-Hoppé, M Zhitlukhin Mathematics and Financial Economics 14, 283-305, 2020 | 7 | 2020 |
| Диаграммы Юнга и их предельная форма А Буфетов, М Житлухин, Н Козин Litres, 2022 | 6 | 2022 |
| Exit strategies in bubble-like markets using a changepoint model MV Zhitlukhin, WT Ziemba Quantitative Finance Letters 4 (1), 47-52, 2016 | 6 | 2016 |
| Capital growth and survival strategies in a market with endogenous prices M Zhitlukhin SIAM Journal on Financial Mathematics 14 (3), 812-837, 2023 | 5 | 2023 |
| Asymptotic minimization of expected time to reach a large wealth level in an asset market game M Zhitlukhin Stochastics 95 (1), 67-78, 2023 | 5 | 2023 |
Albert ShiryaevSenior researcher, Steklov mathematical instituteVerified email at mi.ras.ru
