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Karatzas, Ioannis's
Scholarly Papers
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Total Downloads
1,205 |
Total
Citations
27 |
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1.
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On Dynamic Measures of Risk
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Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences Karatzas, Ioannis Columbia University - Department of Statistics
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Posted:
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01 Sep 98
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Last Revised:
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30 Sep 99
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820
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Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences Karatzas, Ioannis Columbia University - Department of Statistics
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Cvitanic, Jaksa California Institute of Technology - Division of the Humanities and Social Sciences Karatzas, Ioannis Columbia University - Department of Statistics
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820
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2.
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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
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165
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Inflation, Equilibrium, Control, Interest Rate, Central Bank, Harmonic Fisher Equation
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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
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122
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Inflation, Strategic Market Game, Control, Interest Rate, Central Bank, Equilibrium
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Karatzas, Ioannis Columbia University - Department of Statistics Shubik, Martin Yale University - School of Management Sudderth, William D. University of Minnesota
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61
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Dynamic programming, Public goods, Bureaucracy, Taxation
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5.
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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
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18 Jun 09
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Last Revised:
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15 Jul 09
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31
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Inflation, Economic equilibrium and dynamics, Dynamic programming, Consumption
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6.
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Karatzas, Ioannis Columbia University - Department of Statistics Lehoczky, John P. Carnegie Mellon University Shreve, Steven E. affiliation not provided to SSRN
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6
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4
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7.
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Karatzas, Ioannis Columbia University - Department of Statistics Lehoczky, John P. Carnegie Mellon University Shreve, Steven E. Carnegie Mellon University - Department of Mathematical Sciences Sethi, Suresh University of Texas at Dallas - Naveen Jindal School of Management
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Mutual fund theorem,investment-consumption problem, consumption/portfolio problem, dynamic programming, stochastic control, bankruptcy,Brownian motion
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8.
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Karatzas, Ioannis Columbia University - Department of Statistics Kou, Steven G. Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
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9.
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Baldursson, Fridrik Mar Reykjavik University Karatzas, Ioannis Columbia University - Department of Statistics
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Records 1 -
9
of 9 matches
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