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Optimal investment-consumption models with constraints
Zariphopoulou-Souganidis, Thaleia
-
1989
Persistent link: https://www.econbiz.de/10000803308
Saved in:
2
Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc
;
Zariphopoulou-Souganidis, Thaleia
-
1994
Persistent link: https://www.econbiz.de/10000960307
Saved in:
3
The single period binomial model
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Indifference pricing : theory and applications
,
(pp. 3-43)
.
2009
Persistent link: https://www.econbiz.de/10003807577
Saved in:
4
Initial investment choice and optimal future allocations under time-monotone performance criteria
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10008908393
Saved in:
5
Dynamic asset allocation and consumption choice in incomplete markets
Stoikov, Sasha F.
;
Zariphopoulou-Souganidis, Thaleia
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 414-454
Persistent link: https://www.econbiz.de/10003237011
Saved in:
6
On the optimal wealth process in a log-normal market : applications to risk management
Monin, Philip
;
Zariphopoulou-Souganidis, Thaleia
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010508086
Saved in:
7
Stochastic partial differential equations and portfolio choice
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 195-216)
.
2010
Persistent link: https://www.econbiz.de/10008749273
Saved in:
8
Investment performance measurement under asymptotically linear local risk tolerance
Zariphopoulou-Souganidis, Thaleia
;
Zhou, T.
-
2009
Persistent link: https://www.econbiz.de/10003826961
Saved in:
9
Viscosity solutions and numerical schemes for investment/consumption models with transaction costs
Tourin, Agnès
;
Zariphopoulou-Souganidis, Thaleia
- In:
Numerical methods in finance
,
(pp. 245-269)
.
2008
Persistent link: https://www.econbiz.de/10003723951
Saved in:
10
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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