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Ioannis Karatzas
Columbia University New York - New York / United States
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 911259
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Ioannis Karatzas's MOST POPULAR ARTICLES
1-)
Brownian motion and stochastic calculusI Karatzas, I Karatzas, S Shreve, SE ShreveSpringer Science & Business Media, 1991158951991
2-)
Methods of mathematical financeI Karatzas, SE Shreve, I Karatzas, SE ShreveSpringer 39, xvi+ 407, 199837201998
3-)
Optimal portfolio and consumption decisions for a “small investor” on a finite horizonI Karatzas, JP Lehoczky, SE ShreveSIAM journal on control and optimization 25 (6), 1557-1586, 198714321987
4-)
Martingale and duality methods for utility maximization in an incomplete marketI Karatzas, JP Lehoczky, SE Shreve, GL XuSIAM Journal on Control and optimization 29 (3), 702-730, 19919891991
5-)
Convex duality in constrained portfolio optimizationJ Cvitanić, I KaratzasThe Annals of Applied Probability, 767-818, 19928981992
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