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Karatzas, Ioannis


 SSRN Author Rank: 20,405 by Downloads
 

Columbia University - Department of Statistics


 Mail Code 4403
 2990 Broadway, Room 618
 New York, NY 10027
 United States
 212-854-3177 (Phone)
 212-663-2454 (Fax)
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. Karatzas, Ioannis's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,250
Total
Citations
27
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences
Karatzas, Ioannis
Columbia University - Department of Statistics
Posted:
01 Sep 98
Last Revised:
30 Sep 99
844
(14,570)
17

2.  
The Harmonic Fisher Equation and the Inflationary Bias of Real Uncertainty | Show Abstract | Download |
Cowles Foundation Discussion Paper No. 1424
Working Paper Series
Karatzas, Ioannis
Columbia University - Department of Statistics
Shubik, Martin
Yale University - School of Management
Sudderth, William D.
University of Minnesota
Geanakoplos, John
Yale University - Cowles Foundation
Posted:
10 Jun 03
169
(103,387)
5

3.  
Inflationary Bias in a Simple Stochastic Economy | Show Abstract | Download |
Cowles Foundation Discussion Paper No. 1333
Working Paper Series
Karatzas, Ioannis
Columbia University - Department of Statistics
Shubik, Martin
Yale University - School of Management
Sudderth, William D.
University of Minnesota
Geanakoplos, John
Yale University - Cowles Foundation
Posted:
07 Nov 01
126
(133,157)
1

4.  
Financial Control of a Competitive Economy without Randomness | Show Abstract | Download |
Cowles Foundation Discussion Paper No. 1681
Working Paper Series
Karatzas, Ioannis
Columbia University - Department of Statistics
Shubik, Martin
Yale University - School of Management
Sudderth, William D.
University of Minnesota
Posted:
30 Oct 08
62
(210,502)
 

5.  
Inflationary Equilibrium in a Stochastic Economy with Independent Agents | Show Abstract | Download |
Cowles Foundation Discussion Paper No. 1708
Working Paper Series
Geanakoplos, John
Yale University - Cowles Foundation
Karatzas, Ioannis
Columbia University - Department of Statistics
Shubik, Martin
Yale University - School of Management
Sudderth, William D.
University of Minnesota
Posted:
18 Jun 09
Last Revised:
15 Jul 09
33
(274,043)
 

6.  
Optimal Stopping for Dynamic Convex Risk Measures | Show Abstract | Download |
Illinois Journal of Mathematics, 54, 1025-1067, 2010
Accepted Paper Series
Bayraktar, Erhan
University of Michigan at Ann Arbor - Department of Mathematics
Karatzas, Ioannis
Columbia University - Department of Statistics
Yao, Song
University of Pittsburgh
Posted:
16 Feb 14
10
(362,263)
 

7.  
Equilibrium Models with Singular Asset Prices | Show Abstract | Download |
Mathematical Finance, Vol. 1, Issue 3, pp. 11-29, July 1991
Accepted Paper Series
Karatzas, Ioannis
Columbia University - Department of Statistics
Lehoczky, John P.
Carnegie Mellon University
Shreve, Steven E.
affiliation not provided to SSRN
Posted:
18 Apr 08
6
(378,608)
4

8.  
Explicit Solution of a General Consumption/Investment Problem | Show Abstract |
Mathematics of Operations Research, Vol. 11, No. 2, pp. 261-294, May 1986
Accepted Paper Series
Karatzas, Ioannis
Columbia University - Department of Statistics
Lehoczky, John P.
Carnegie Mellon University
Sethi, Suresh
University of Texas at Dallas - Naveen Jindal School of Management
Shreve, Steven E.
Carnegie Mellon University - Department of Mathematical Sciences
Posted:
22 Jan 08
Last Revised:
30 Mar 14
 

9.  
Hedging American Contingent Claims with Constrained Portfolios | Show Abstract |
Finance and Stochastics, Vol. 2, No. 3 (1998)
Accepted Paper Series
Karatzas, Ioannis
Columbia University - Department of Statistics
Kou, Steven
Risk Management Institute, NUS
Posted:
09 Jun 98
 

10.  
Irreversible Investment and Industry Equilibrium | Show Abstract |
FINANCE AND STOCHASTICS, Vol. I, No. 1, 1997
Accepted Paper Series
Baldursson, Fridrik Mar
Reykjavik University
Karatzas, Ioannis
Columbia University - Department of Statistics
Posted:
16 Oct 96
 


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