Thamayanthi Chellathurai

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Person:1027356

Available identifiers

zbMath Open chellathurai.thamayanthiMaRDI QIDQ1027356

List of research outcomes





PublicationDate of PublicationType
MODELING LIFETIME EXPECTED CREDIT LOSSES ON BANK LOANS2022-03-11Paper
PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES2017-07-26Paper
Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory2009-07-01Paper
Markowitz principles for multi-period portfolio selection problems with moments of any order2008-03-31Paper
Dynamic portfolio selection with nonlinear transaction costs2007-11-21Paper
Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems2003-04-09Paper

Research outcomes over time

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