Zehra Eksi

Publication Activity (10 Years)

Years Active: 2014-2021
Publications (10 Years): 3

Top Topics

Portfolio Optimization

Partial Information

Investment Decisions

Top Venues

Ann. Oper. Res.

J. Comput. Appl. Math.

SIAM J. Financial Math.

Math. Methods Oper. Res.

Publications

Sühan Altay, Katia Colaneri, Zehra Eksi
Optimal convergence trading with unobservable pricing errors. Ann. Oper. Res. 299 (1) (2021)
Sühan Altay, Katia Colaneri, Zehra Eksi
Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information. SIAM J. Financial Math. 10 (2) (2019)
Zehra Eksi, Hyejin Ku
Portfolio optimization for a large investor under partial information and price impact. Math. Methods Oper. Res. 86 (3) (2017)
Zehra Eksi, Damir Filipovic
Pricing and hedging of inflation-indexed bonds in an affine framework. J. Comput. Appl. Math. 259 (2014)