Agatha Murgoci

Centrica (United Kingdom) — United Kingdom

Economics, Econometrics and Finance · Social Sciences

7h-index1.6kcitations46works0.72yr avg
OpenAlex↗ORCID↗Google Scholar↗Lab page↗

Accepting Students?

No reports yet. Know if this professor is taking students?

Research Topics

Stochastic processes and financial applications(26), Economic theories and models(24), Decision-Making and Behavioral Economics(9), Advanced Control Systems Optimization(8), Risk and Portfolio Optimization(8)

Publications46 total

The geometry of multi-curve interest rate models
Quantitative Finance·2024· 1 cited
The geometry of multi-curve interest rate models
arXiv (Cornell University)·2024Open Access
The Geometry of Multi-curve Interest Rate Models
SSRN Electronic Journal·2024· 1 citedOpen Access
Special Cases and Extensions
Springer finance·2021
Mean-Variance Control
Springer finance·2021· 1 cited
Time-Inconsistent Stopping Under Distorted Probabilities
Springer finance·2021· 1 cited
Optimal Consumption and Investment
Springer finance·2021· 2 cited
Mean-Variance Portfolios
Springer finance·2021· 1 cited
Optimal Stopping in Discrete Time
Springer finance·2021
A Time-Inconsistent Equilibrium Model
Springer finance·2021
Time-Inconsistent Stopping in Continuous Time
Springer finance·2021· 1 cited
A Simple Equilibrium Model
Springer finance·2021
Time-Inconsistent Stopping in Discrete Time
Springer finance·2021
The Inconsistent Linear Quadratic Regulator
Springer finance·2021
Non-exponential Discounting
Springer finance·2021
A Time-Inconsistent Equilibrium Model
Springer finance·2021
Non-exponential Discounting
Springer finance·2021
Time-Inconsistent Control Theory with Finance Applications
Springer finance·2021· 44 cited
Introduction
Springer finance·2021
Time-Inconsistent Control Theory
Springer finance·2021
page 1 of 3Next →

Frequent Co-authors

Tomas Björk(34), Mariana Khapko(31), Claudio Fontana(3), Giacomo Lanaro(3), René Kallestrup(2), David Lando(2), Raquel M. Gaspar(2), Xun Yu Zhou(1)