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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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A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia - In: Finance and stochastics 5 (2001) 1, pp. 61-82
Persistent link: https://www.econbiz.de/10001553048
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Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc - In: Journal of economic theory 77 (1997) 2, pp. 402-431
Persistent link: https://www.econbiz.de/10001233282
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Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc; Zariphopoulou-Souganidis, Thaleia - 1994
Persistent link: https://www.econbiz.de/10000960307
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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
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Special issue dedicated to the 2011 Humboldt-Princeton workshop on mathematical finance
Horst, Ulrich; Sircar, Kaushik Ronnie - In: Mathematics and financial economics 7 (2013) 2, pp. 129-130
Persistent link: https://www.econbiz.de/10009736874
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Portfolio optimization
Ilhan, Aytac; Jonsson, Mattias; Sircar, Kaushik Ronnie - In: Indifference pricing : theory and applications, (pp. 183-210). 2009
Persistent link: https://www.econbiz.de/10003807585
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Optimal liquidation problems and HJB equations with singular terminal condition
Graewe, Paulwin - 2017
Persistent link: https://www.econbiz.de/10012613268