Thaleia Zariphopoulou

Author

The University of Texas at Austin ORCID

Also Known As

T. ZARIPHOPOULOU, T. Zariphopoulou, THALEIA ZARIPHOPOULOU, Thaleia Zariphopoulou, Zariphopoulou, Thaleia

143

Publications

4.4K

Citations

H-Index

Concepts

All Affiliations

The University of Texas at Austin University of Oxford University of Wisconsin–Madison Columbia University Princeton University

About

Thaleia Zariphopoulou is an author at The University of Texas at Austin specializing in finance, business, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	24	34	3K
2	Economics	22	28	2.3K
3	Management	12	12	692
4	Engineering	11	13	914
5	Computer Science	3	3	77

Thaleia Zariphopoulou

Publications

3.7K

Citations

H-Index

Page 1

	Year	Citations
European Option Pricing with Transaction Costs Mark H. Davis, Vassilios Gerassimos Panas, Thaleia Zariphopoulou SIAM Journal on Control and Optimization EngineeringEuropean Option PricingForeign Exchange OptionFinancial MathematicsComputational Finance	1993	487
A solution approach to valuation with unhedgeable risks Thaleia Zariphopoulou Finance and Stochastics Solution ApproachEconomicsComputational FinanceRisk ManagementDerivative Pricing	2001	337
An example of indifference prices under exponential preferences Marek Musiela, Thaleia Zariphopoulou Finance and Stochastics EconomicsChoice ModelConsumer ChoiceIndifference Curve AnalysisAsset Pricing	2004	282
Hedging in incomplete markets with HARA utility Darrell Duffie, Wendell H. Fleming, H. Meté Soner, Journal of Economic Dynamics and Control	1997	255
Consumption-Investment Models with Constraints Thaleia Zariphopoulou SIAM Journal on Control and Optimization Dynamic Economic ModelEconomicsPortfolio OptimizationFinancial EconomicsAsset Pricing	1994	144
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences George M. Constantinides, Thaleia Zariphopoulou Finance and Stochastics Proportional Transaction CostsEconomicsAsset PricingMarket EquilibriumPrice Formation	1999	129
Portfolio choice under dynamic investment performance criteria Marek Musiela, Thaleia Zariphopoulou Quantitative Finance EconomicsFinancial EconomicsAsset PricingFast Diffusion TypePortfolio Selection	2009	117
Mean field and <i>n</i>‐agent games for optimal investment under relative performance criteria Daniel Lacker, Thaleia Zariphopoulou Mathematical Finance Game TheoryAsset AllocationStochastic GameManagementEconomic Analysis	2019	111
An Optimal Investment/Consumption Model with Borrowing Wendell H. Fleming, Thaleia Zariphopoulou Mathematics of Operations Research Dynamic Economic ModelEconomicsComputational FinanceAsset PricingSingle Agent	1991	110
Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters Thaleia Zariphopoulou SIAM Journal on Control and Optimization Mathematical ProgrammingDynamic Economic ModelEconomicsPortfolio OptimizationAsset Pricing	1992	98

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