Thamayanthi Chellathurai
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Modeling lifetime expected credit losses on bank loans International Journal of Theoretical and Applied Finance | 2022-03-11 | Paper |
| Probability density of recovery rate given default of a firm's debt and its constituent tranches International Journal of Theoretical and Applied Finance | 2017-07-26 | Paper |
| Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory Journal of Economic Dynamics and Control | 2009-07-01 | Paper |
| Markowitz principles for multi-period portfolio selection problems with moments of any order Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2008-03-31 | Paper |
| Dynamic portfolio selection with nonlinear transaction costs Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2007-11-21 | Paper |
| Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2003-04-09 | Paper |
Research outcomes over time
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