An Optimal Investment/Consumption Model with Borrowing. - Wendell H. Fleming; Thaleia Zariphopoulou (Math. Oper. Res., 1991)

Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences. - George M. Constantinides; Thaleia Zariphopoulou (Finance Stochastics, 1999)

Turnpike behavior of long-term investments. - Chi-Fu Huang; Thaleia Zariphopoulou (Finance Stochastics, 1999)

Optimal investment and consumption models with non-linear stock dynamics. - Thaleia Zariphopoulou (Math. Methods Oper. Res., 1999)

A solution approach to valuation with unhedgeable risks. - Thaleia Zariphopoulou (Finance Stochastics, 2001)

Optimal Environmental Management in the Presence of Irreversibilities. - José A. Scheinkman; Thaleia Zariphopoulou (J. Econ. Theory, 2001)

Pricing early exercise contracts in incomplete markets. - Adam M. Oberman; Thaleia Zariphopoulou (Comput. Manag. Sci., 2003)

An example of indifference prices under exponential preferences. - Marek Musiela; Thaleia Zariphopoulou (Finance Stochastics, 2004)

A valuation algorithm for indifference prices in incomplete markets. - Marek Musiela; Thaleia Zariphopoulou (Finance Stochastics, 2004)

Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random. - Ronnie Sircar; Thaleia Zariphopoulou (SIAM J. Control. Optim., 2004)

Portfolio Choice under Space-Time Monotone Performance Criteria. - Marek Musiela; Thaleia Zariphopoulou (SIAM J. Financial Math., 2010)

Maturity-Independent Risk Measures. - Thaleia Zariphopoulou; Gordan Zitkovic (SIAM J. Financial Math., 2010)

An Approximation Scheme for Solution to the Optimal Investment Problem in Incomplete Markets. - Sergey Nadtochiy; Thaleia Zariphopoulou (SIAM J. Financial Math., 2013)

Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations. - Mykhaylo Shkolnikov; Ronnie Sircar; Thaleia Zariphopoulou (SIAM J. Financial Math., 2016)

Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE. - Gechun Liang; Thaleia Zariphopoulou (SIAM J. Financial Math., 2017)

Exploration versus exploitation in reinforcement learning: a stochastic control approach. - Haoran Wang; Thaleia Zariphopoulou; Xunyu Zhou (CoRR, 2018)

Dynamically consistent investment under model uncertainty: the robust forward criteria. - Sigrid Källblad; Jan Oblój; Thaleia Zariphopoulou (Finance Stochastics, 2018)

An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior. - Wing Fung Chong; Ying Hu; Gechun Liang; Thaleia Zariphopoulou (Finance Stochastics, 2019)

Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints. - Sergey Nadtochiy; Thaleia Zariphopoulou (SIAM J. Financial Math., 2019)

Reinforcement Learning in Continuous Time and Space: A Stochastic Control Approach. - Haoran Wang; Thaleia Zariphopoulou; Xun Yu Zhou (J. Mach. Learn. Res., 2020)

Predictable Forward Performance Processes: The Binomial Case. - Bahman Angoshtari; Thaleia Zariphopoulou; Xun Yu Zhou (SIAM J. Control. Optim., 2020)

An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians. - Shuo Huang; Gechun Liang; Thaleia Zariphopoulou (SIAM J. Control. Optim., 2020)

Personalized Robo-Advising: Enhancing Investment Through Client Interaction. - Agostino Capponi; Sveinn Ólafsson; Thaleia Zariphopoulou (Manag. Sci., 2022)

Competition in Fund Management and Forward Relative Performance Criteria. - Michail Anthropelos; Tianran Geng; Thaleia Zariphopoulou (SIAM J. Financial Math., 2022)

Entropy Regularization for Mean Field Games with Learning. - Xin Guo 001; Renyuan Xu; Thaleia Zariphopoulou (Math. Oper. Res., 2022)