Pages that link to "Item:Q2974041"
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The following pages link to Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041):
Displayed 4 items.
- Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
- On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)