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Constantinides, George M.
24
Zariphopoulou, Thaleia
15
Perrakis, Stylianos
5
Donaldson, John B.
4
Mehra, Rajnish
4
Brav, Alon
3
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3
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3
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2
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2
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2
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2
Stulz, René
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2
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CARSTEN JACKWERTH, JENS
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CZERWONKO, MICHAL
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4
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2
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ARTICLES - Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
Constantinides, George M.
;
Zariphopoulou, Thaleia
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 331-346
Persistent link: https://www.econbiz.de/10008216987
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2
Transaction costs and the pricing of financial assets
Constantinides, George M.
- In:
Multinational finance journal : MF ; quarterly …
1
(
1997
)
2
,
pp. 93-99
Persistent link: https://www.econbiz.de/10009879193
Saved in:
3
Optimal investment and consumption models with non-linear stock dynamics
Zariphopoulou, Thaleia
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10006626463
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4
Computation of distorted probabilities for diffusion processes via stochastic control methods
Young, Virginia R.
;
Zariphopoulou, Thaleia
- In:
Insurance / Mathematics & economics
27
(
2000
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10006906965
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5
Hedging in incomplete markets with HARA utility
Duffie, Darrell
;
Fleming, Wendell
;
Mete Soner, H.
; …
- In:
Journal of economic dynamics & control
21
(
1997
)
4-5
,
pp. 753-782
Persistent link: https://www.econbiz.de/10006792640
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6
DYNAMIC ASSET ALLOCATION AND CONSUMPTION CHOICE IN INCOMPLETE MARKETS link rid="fn1">*
Stoikov, Sasha F.
;
Zariphopoulou, Thaleia
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 414-454
Persistent link: https://www.econbiz.de/10006423472
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7
A valuation algorithm for indifference prices in incomplete markets
Musiela, Marek
;
Zariphopoulou, Thaleia
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10008214760
Saved in:
8
An example of indifference prices under exponential preferences
Musiela, Marek
;
Zariphopoulou, Thaleia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 229-240
Persistent link: https://www.econbiz.de/10008214885
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9
A solution approach to valuation with unhedgeable risks
Zariphopoulou, Thaleia
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10008217236
Saved in:
10
On Level Curves of Value Functions in Optimization Models of Expected Utility
Tiu, Cristian-Ioan
;
Zariphopoulou, Thaleia
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 323
Persistent link: https://www.econbiz.de/10008217824
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