| Optimal portfolio choice under a liability constraint LS Zaremba, WH Smoleński Annals of Operations Research 97 (1), 131-141, 2000 | 128 | 2000 |
| New formulas for immunizing durations G Rządkowski, LS Zaremba Journal of Derivatives 8 (2), 28-36, 2000 | 25 | 2000 |
| Existence of value in generalized pursuit-evasion games LS Zaremba SIAM journal on control and optimization 22 (6), 894-901, 1984 | 15 | 1984 |
| Construction of a k-immunization strategy with the highest convexity L Zaremba Control and Cybernetics 27 (1), 135-144, 1998 | 13 | 1998 |
| Existence of value in differential games with fixed time duration LS Zaremba Journal of Optimization Theory and Applications 38, 581-598, 1982 | 12 | 1982 |
| Existence of value in differential games with terminal cost function LS Zaremba Journal of Optimization Theory and Applications 39, 89-104, 1983 | 11 | 1983 |
| Does Macaulay duration provide the most cost-effective immunization method–A theoretical approach L Zaremba Foundations of Management 9 (1), 99-110, 2017 | 10 | 2017 |
| Determination of continuous shifts in the term structure of interest rates against which a bond portfolio is immunized LS Zaremba, G Rządkowski Control and Cybernetics 45 (4), 525-537, 2016 | 8 | 2016 |
| How to find a bond portfolio with the highest convexity in a class of fixed duration portfolios LS Zaremba, W Smoleński Bulletin of the Polish Academy of Sciences, Technical Sciences 48, 279-286, 2000 | 8 | 2000 |
| Existence of value in a differential game LS Zaremba Systems & Control Letters 1 (6), 399-403, 1982 | 8 | 1982 |
| On the existence of value in the Varaiya-Lin sense in differential games of pursuit and evasion LS Zaremba Journal of Optimization Theory and Applications 29 (1), 135-145, 1979 | 8 | 1979 |
| Shifts of the term structure of interest rates against which a given portfolio is preimmunized G Rzadkowski, LS Zaremba Control and Cybernetics 39 (3), 857-865, 2010 | 7 | 2010 |
| Differential games reducible to optimal control problems LS Zaremba Proceedings of the 28th IEEE Conference on Decision and Control,, 2449-2450, 1989 | 7 | 1989 |
| Existence theorems for games of survival LS Zaremba Journal of Optimization Theory and Applications 48, 341-346, 1986 | 7 | 1986 |
| Existence of a value in games governed by generalized differential equations LS Zaremba Systems & control letters 4 (4), 237-241, 1984 | 6 | 1984 |
| Existence of value in pursuit-evasion games with restricted phase coordinates LS Zaremba Journal of Optimization Theory and Applications 30, 451-470, 1980 | 6 | 1980 |
| Optimality principles of dynamic programming in differential games LS Zaremba Journal of mathematical analysis and applications 138 (1), 43-51, 1989 | 5 | 1989 |
| Inżynieria finansowa na rynkach zupełnych LS Zaremba Kwartalnik Naukowy Uczelni Vistula, 101-115, 2015 | 4 | 2015 |
| Remarks on differential games of survival LS Zaremba Control-Theory Adv. Technology 1, 155-163, 1985 | 4 | 1985 |
| Replication of financial instruments which compensate lower share prices L Zaremba Studia Ekonomiczne, 502-511, 2016 | 3 | 2016 |
Grzegorz RządkowskiWarsaw University of TechnologyVerified email at wz.pw.edu.pl
