Tahir Choulli

Finance · 2005–2006

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #9,772 of 10,518 by trust here, #7,920 by citations
• Economics and Econometrics — 6 citations into it; #21,913 of 23,481 by trust here, #22,774 by citations

Whom Tahir Choulli trusts overall

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

1. Peter Grandits
2. Marco Frittelli

Who trusts Tahir Choulli overall

1. Martin Schweizer
2. Vicky Henderson

Papers from Tahir Choulli's perspective

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

1. On the minimal entropy martingale measure
2. Optimal investment in incomplete markets when wealth may become negative
3. On the Existence of Minimax Martingale Measures
4. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
5. Pricing Via Utility Maximization and Entropy
6. Exponential Hedging and Entropic Penalties
7. Convex measures of risk and trading constraints (Finance and Stochastics)
8. Coherent Risk Measures on General Probability Spaces
9. RISK MEASURES ON ORLICZ HEARTS
10. Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)

Their papers

• MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (2005) — 65 citations
• CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (2006) — 143 citations