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~subject:"Portfolio selection"
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Portfolio selection
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Zariphopoulou-Souganidis, Thaleia
19
Kōnstantinidēs, Giōrgos
7
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5
Czerwonko, Michal
4
Perrakis, Stylianos
4
Musiela, Marek
3
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2
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2
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2
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2
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2
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2
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1
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Optimal investment and consumption models with non-linear stock dynamics
Zariphopoulou-Souganidis, Thaleia
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10001428783
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2
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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3
Capital market equilibrium with transaction costs
Kōnstantinidēs, Giōrgos
- In:
Journal of political economy
94
(
1986
)
4
,
pp. 842-862
Persistent link: https://www.econbiz.de/10001012534
Saved in:
4
Optimal investment-consumption models with constraints
Zariphopoulou-Souganidis, Thaleia
-
1989
Persistent link: https://www.econbiz.de/10000803308
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5
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
Saved in:
6
Turnpike behavior of long-term investments
Huang, Chi-fu
;
Zariphopoulou, Thaleia
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 15-34
Persistent link: https://www.econbiz.de/10001367438
Saved in:
7
Optimal investment with undiversifiable income risk
Duffie, Darrell
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
Saved in:
8
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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9
A wealth-dependent investment opportunity set : its effect on optimal consumption and portfolio decisions
Choi, Sungsub
;
Koo, Hyeng-keun
;
Shim, Gyoocheol
; …
- In:
Annals of economics and finance
4
(
2003
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10001930292
Saved in:
10
An example of indifference prices under exponential preferences
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 229-239
Persistent link: https://www.econbiz.de/10002012576
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