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

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+Futures markets and commodity options: Hedging and optimality in incomplete markets
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+A variational problem arising in financial economics
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+Optimal hedging and equilibrium in a dynamic futures market
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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