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Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Kōnstantinidēs, Giōrgos; Zariphopoulou-Souganidis, … - In: Finance and stochastics 3 (1999) 3, pp. 345-369
Persistent link: https://www.econbiz.de/10001389116
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Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities
Kōnstantinidēs, Giōrgos; Zariphopoulou-Souganidis, … - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 331-346
Persistent link: https://www.econbiz.de/10001651163
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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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Personalized robo-advising : enhancing investment through client interaction
Capponi, Agostino; Ólafsson, Sveinn; … - In: Management science : journal of the Institute for … 68 (2022) 4, pp. 2485-2512
Persistent link: https://www.econbiz.de/10013368225