Thangaraj Draviam - Concepedia

Author

Thangaraj Draviam

Also Known As

Draviam Thangaraj, Thangaraj Draviam

Publications

198

Citations

H-Index

Concepts

All Affiliations

Thangaraj Draviam is an author at University of Waterloo specializing in business, asset pricing, and portfolio selection.

#	Concept	H-Index	Publications	Citations
1	Business	5	5	192
2	Management	3	3	46
3	Finance	3	3	46
4	Engineering	1	1	13
5	Economics	1	1	10

Thangaraj Draviam

Publications

192

Citations

H-Index

Page 1

	Year	Citations
Pricing exotic options under regime switching Phelim Boyle, Thangaraj Draviam Insurance Mathematics and Economics Option PricingAsset PricingDerivative PricingBusinessExotic Options	2006	133
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 Mathematical ProgrammingPortfolio OptimizationAsset PricingPortfolio SelectionDynamic Portfolio Selection	2006	26
Volatility estimation from observed option prices Phelim P. Boyle, Thangaraj Draviam Decisions in Economics and Finance Volatility ModelingOption PricingMultivariate Stochastic VolatilityAsset PricingEngineering	2000	13
Dynamic portfolio selection with nonlinear transaction costs Thamayanthi Chellathurai, Thangaraj Draviam Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences Mathematical ProgrammingPortfolio ChoiceNonlinear Transaction CostsFinancial MathematicsComputational Finance	2005	10
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 Mathematical ProgrammingAsset AllocationPortfolio ManagementMarkowitz Mean–variance PrinciplesPortfolio Choice	2002	10

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