OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275): Difference between revisions

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+W2096952479
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+.2573
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+Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
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+Utility maximization in incomplete markets with random endowment
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+A general version of the fundamental theorem of asset pricing
+Normal rank
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+The Banach space of workable contingent claims in arbitrage theory
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+Finite dimensional filters for a discrete-time nonlinear system with generalized gaussian white noise
+Normal rank
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Optimal Investment With Undiversifiable Income Risk
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+Hedging in incomplete markets with HARA utility
@@ Property / cites work: Hedging in incomplete markets with HARA utility / rank @@
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+Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case<sup>1</sup>
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+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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+Optimal investment with random endowments in incomplete markets.
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+ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
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+The numéraire portfolio in semimartingale financial models
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@@ Property / cites work @@
+Optimal consumption from investment and random endowment in incomplete semimartingale markets.
+Normal rank
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Necessary and sufficient conditions in the problem of optimal investment in incomplete markets
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+Sensitivity analysis of utility-based prices and risk-tolerance wealth processes
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+Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption
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+Q4235027
@@ Property / cites work: Q4235027 / rank @@
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+DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION?
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+Utility maximization with a stochastic clock and an unbounded random endowment
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