UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES (Q5420698): Difference between revisions

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+Robust pricing and hedging of double no-touch options
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+On dynamic investment strategies
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+Robust Preferences and Robust Portfolio Choice
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+Q5520962
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+Q4086524
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+Consumption-portfolio policies: an inverse optimal problem
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+The Recoverability of Consumers' Preferences from Market Demand Behavior
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+Optimal investments for risk- and ambiguity-averse preferences: a duality approach
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+The integrability problem of asset prices
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+W1910638052
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