Thangaraj Draviam

Available identifiers

zbMath Open draviam.thangarajMaRDI QIDQ995502

List of research outcomes

Publication	Date of Publication	Type
Dynamic liquidation under market impact	2011-04-29	Paper
Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory	2009-07-01	Paper
Markowitz principles for multi-period portfolio selection problems with moments of any order	2008-03-31	Paper
Dynamic portfolio selection with nonlinear transaction costs	2007-11-21	Paper
Pricing exotic options under regime switching	2007-09-03	Paper
Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems	2003-04-09	Paper

Research outcomes over time

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