Explicit Solution of a General Consumption/Investment Problem. - Ioannis Karatzas; John P. Lehoczky; Suresh P. Sethi; Steven E. Shreve (Math. Oper. Res., 1986)

Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model. - Ioannis Karatzas; John P. Lehoczky; Steven E. Shreve (Math. Oper. Res., 1990)

Construction of Stationary Markov Equilibria in a Strategic Market Game. - Ioannis Karatzas; Martin Shubik; William D. Sudderth (Math. Oper. Res., 1994)

Irreversible investment and industry equilibrium. - Fridrik M. Baldursson; Ioannis Karatzas (Finance Stochastics, 1996)

Hedging American contingent claims with constrained portfolios. - Ioannis Karatzas; S. G. Kou (Finance Stochastics, 1998)

On dynamic measures of risk. - Jaksa Cvitanic; Ioannis Karatzas (Finance Stochastics, 1999)

Utility Maximization with Discretionary Stopping. - Ioannis Karatzas; Hui Wang 003 (SIAM J. Control. Optim., 2000)

Non-addictive habits: optimal consumption-portfolio policies. - Jérôme Detemple; Ioannis Karatzas (J. Econ. Theory, 2003)

Diversity and relative arbitrage in equity markets. - Robert Fernholz; Ioannis Karatzas; Constantinos Kardaras (Finance Stochastics, 2005)

Adaptive Poisson disorder problem - Erhan Bayraktar; Savas Dayanik; Ioannis Karatzas (CoRR, 2006)

Some Stochastic Control Problems in Mathematical Finance. - Ioannis Karatzas (ACC, 2007)

The numéraire portfolio in semimartingale financial models. - Ioannis Karatzas; Constantinos Kardaras (Finance Stochastics, 2007)

Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs. - Nikolaos Englezos; Ioannis Karatzas (SIAM J. Control. Optim., 2009)

Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations. - Athanasios N. Yannacopoulos; Nikolaos E. Frangos; Ioannis Karatzas (SIAM J. Math. Anal., 2011)

Trading strategies generated by Lyapunov functions. - Ioannis Karatzas; Johannes Ruf (Finance Stochastics, 2017)

Trajectorial dissipation and gradient flow for the relative entropy in Markov chains. - Ioannis Karatzas; Jan Maas; Walter Schachermayer (Commun. Inf. Syst., 2021)