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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Thangaraj Draviam