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ORCIDIoannis Karatzas
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2020 – today
- 2021
[j14]Ioannis Karatzas, Jan Maas, Walter Schachermayer:
Trajectorial dissipation and gradient flow for the relative entropy in Markov chains. Commun. Inf. Syst. 21(4): 481-536 (2021)
2010 – 2019
- 2017
- [j13]Ioannis Karatzas, Johannes Ruf:
Trading strategies generated by Lyapunov functions. Finance Stochastics 21(3): 753-787 (2017) - 2011
- [j12]Athanasios N. Yannacopoulos
, Nikolaos E. Frangos, Ioannis Karatzas:
Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations. SIAM J. Math. Anal. 43(1): 68-113 (2011)
2000 – 2009
- 2009
- [j11]Nikolaos Englezos, Ioannis Karatzas:
Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs. SIAM J. Control. Optim. 48(2): 481-520 (2009) - 2007
- [j10]Ioannis Karatzas, Constantinos Kardaras:
The numéraire portfolio in semimartingale financial models. Finance Stochastics 11(4): 447-493 (2007) - [c1]Ioannis Karatzas:
Some Stochastic Control Problems in Mathematical Finance. ACC 2007: 1-2 - 2006
- [i1]Erhan Bayraktar, Savas Dayanik, Ioannis Karatzas:
Adaptive Poisson disorder problem. CoRR abs/math/0610184 (2006) - 2005
- [j9]Robert Fernholz, Ioannis Karatzas, Constantinos Kardaras:
Diversity and relative arbitrage in equity markets. Finance Stochastics 9(1): 1-27 (2005) - 2003
- [j8]Jérôme Detemple, Ioannis Karatzas:
Non-addictive habits: optimal consumption-portfolio policies. J. Econ. Theory 113(2): 265-285 (2003) - 2000
- [j7]Ioannis Karatzas, Hui Wang:
Utility Maximization with Discretionary Stopping. SIAM J. Control. Optim. 39(1): 306-329 (2000)
1990 – 1999
- 1999
- [j6]Jaksa Cvitanic, Ioannis Karatzas:
On dynamic measures of risk. Finance Stochastics 3(4): 451-482 (1999) - 1998
- [j5]Ioannis Karatzas, S. G. Kou:
Hedging American contingent claims with constrained portfolios. Finance Stochastics 2(3): 215-258 (1998) - 1996
- [j4]Fridrik M. Baldursson, Ioannis Karatzas:
Irreversible investment and industry equilibrium. Finance Stochastics 1(1): 69-89 (1996) - 1994
- [j3]Ioannis Karatzas, Martin Shubik, William D. Sudderth:
Construction of Stationary Markov Equilibria in a Strategic Market Game. Math. Oper. Res. 19(4): 975-1006 (1994) - 1990
- [j2]Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve:
Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model. Math. Oper. Res. 15(1): 80-128 (1990)
1980 – 1989
- 1986
- [j1]Ioannis Karatzas, John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve:
Explicit Solution of a General Consumption/Investment Problem. Math. Oper. Res. 11(2): 261-294 (1986)
Coauthor Index
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