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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
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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
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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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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