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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper / Alfred P. Sloan School of Management, Massachusetts Institute of Technology : WP"
~person:"Zariphopoulou-Souganidis, Thaleia"
~type_genre:"Aufsatz in Zeitschrift"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / Alfred P. Sloan School of Management, Massachusetts Institute of Technology : WP
Finance and stochastics
3
Annals of economics and finance
1
Australian economic papers
1
International journal of theoretical and applied finance
1
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1
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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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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
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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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