Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0165-1889(95)00891-8
+Normal rank
@@ Property / OpenAlex ID @@
+W2052751497
@@ Property / OpenAlex ID: W2052751497 / rank @@
+Normal rank
@@ Property / cites work @@
+Futures markets and commodity options: Hedging and optimality in incomplete markets
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+A variational problem arising in financial economics
+Normal rank
@@ Property / cites work @@
+Optimal hedging and equilibrium in a dynamic futures market
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1350471