Erhan Cinlare

Finance · 2003

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Erhan Cinlare trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Xun Yu Zhou

Papers from Erhan Cinlare's perspective

Ordered by how strongly the researchers Erhan Cinlare trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  2. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
  3. Pricing Via Utility Maximization and Entropy
  4. Modeling and Valuation of Credit Risk
  5. Controlled Markov processes and viscosity solutions
  6. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
  7. Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (SIAM Journal of Control and Optimization)
  8. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
  9. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  10. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation

Their papers