Concepedia

Thamayanthi Chellathurai

TC

Statistics

Publications

3

Citations

46

H-Index

3

Active since

2002

Affiliations

University of Waterloo(Current)

Thamayanthi Chellathurai is an author at University of Waterloo specializing in asset pricing, portfolio selection, and management.

Top concepts

FinanceBusinessManagementAsset PricingPortfolio SelectionPortfolio OptimizationMathematical ProgrammingFinancial EconomicsPortfolio ManagementQuantitative Finance

Publications per year

2002–2006

3

Publications

3

Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory

Thamayanthi Chellathurai, Thangaraj Draviam · Journal of Economic Dynamics and Control · 2006 · 26 citations

Mathematical Programming, Portfolio Optimization, Asset Pricing +10

Dynamic portfolio selection with nonlinear transaction costs

Thamayanthi Chellathurai, Thangaraj Draviam · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2005 · 10 citations

Mathematical Programming, Portfolio Choice, Nonlinear Transaction Costs +20

Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems

Thangaraj Draviam, Thamayanthi Chellathurai · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2002 · 10 citations

Mathematical Programming, Asset Allocation, Portfolio Management +17

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