Real options with constant relative risk aversion (Q1853198): Difference between revisions

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+Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
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@@ Property / cites work @@
+Q4218383
@@ Property / cites work: Q4218383 / rank @@
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@@ Property / cites work @@
+Q2722587
@@ Property / cites work: Q2722587 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging in incomplete markets with HARA utility
@@ Property / cites work: Hedging in incomplete markets with HARA utility / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal hedging and equilibrium in a dynamic futures market
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging in continuous time
@@ Property / cites work: Mean-variance hedging in continuous time / rank @@
+Normal rank
@@ Property / cites work @@
+Q3974816
@@ Property / cites work: Q3974816 / rank @@
+Normal rank
@@ Property / cites work @@
+THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS
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@@ Property / cites work @@
+The relaxed investor and parameter uncertainty
@@ Property / cites work: The relaxed investor and parameter uncertainty / rank @@
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@@ Property / cites work @@
+Optimal investment in incomplete markets when wealth may become negative.
+Normal rank
@@ Property / cites work @@
+A solution approach to valuation with unhedgeable risks
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0165-1889(01)00052-5
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+W2072810788
@@ Property / OpenAlex ID: W2072810788 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1853198