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Agatha Murgoci · Study

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Agatha Murgoci

8 works· latest 2021· 3 institutionscluster: provisionalORCID 0000-0002-6998-0137

h-index7

i107

Citations1,575

Works here8

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Most cited in this library

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION2012 · 505 citations
A General Theory of Markovian Time Inconsistent Stochastic Control Problems2010 · 343 citations
On time-inconsistent stochastic control in continuous time2017 · 325 citations
A theory of Markovian time-inconsistent stochastic control in discrete time2014 · 224 citations
Financial sector linkages and the dynamics of bank and sovereign credit spreads2016 · 83 citations

Works

8 shown

Time-Inconsistent Control Theory with Finance Applications

Springer finance·2021·3 authors·book

43citations

Time-Inconsistent Stopping Under Distorted Probabilities

Springer finance·2021·3 authors·chapter

1citations

On time-inconsistent stochastic control in continuous time

Finance and Stochastics·2017·3 authors·Open access

325citations

Financial sector linkages and the dynamics of bank and sovereign credit spreads

Journal of Empirical Finance·2016·3 authors·Open access

83citations

A theory of Markovian time-inconsistent stochastic control in discrete time

Finance and Stochastics·2014·2 authors

224citations

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION

Mathematical Finance·2012·3 authors·Open access

505citations

Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads

SSRN Electronic Journal·2012·3 authors·preprint·Open access

51citations

A General Theory of Markovian Time Inconsistent Stochastic Control Problems

SSRN Electronic Journal·2010·2 authors·preprint·Open access

343citations