The following pages link to Thamayanthi Chellathurai (Q1027356):
Displayed 6 items.
- Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
- Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems (Q4804021) (← links)
- MODELING LIFETIME EXPECTED CREDIT LOSSES ON BANK LOANS (Q5061495) (← links)
- PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES (Q5281719) (← links)
- Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
- Markowitz principles for multi-period portfolio selection problems with moments of any order (Q5454654) (← links)