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Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc; Zariphopoulou-Souganidis, Thaleia - 1994
Persistent link: https://www.econbiz.de/10000960307
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On level curves of value functions in optimization models of expected utility
Tiu, Cristian; Zariphopoulou-Souganidis, Thaleia - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 323-338
Persistent link: https://www.econbiz.de/10002177822
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An example of indifference prices under exponential preferences
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: Finance and stochastics 8 (2004) 2, pp. 229-239
Persistent link: https://www.econbiz.de/10002012576
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A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia - In: Finance and stochastics 5 (2001) 1, pp. 61-82
Persistent link: https://www.econbiz.de/10001553048
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Optimal investment with undiversifiable income risk
Duffie, Darrell - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
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Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid; Obłój, Jan; … - In: Finance and stochastics 22 (2018) 4, pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
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Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre; Sircar, Kaushik Ronnie; … - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 704-745
Persistent link: https://www.econbiz.de/10011764969