A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH LOGARITHMIC PREFERENCES (Q2862512): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum portfolio diversification in a general continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Term structure of interest rates: The martingale approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hedging and Portfolio Optimization in Financial Markets with a Large Trader / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic discounting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Liquidity risk and arbitrage pricing theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: No Arbitrage and the Growth Optimal Portfolio / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption choices for a `large' investor / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex duality in constrained portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Selection with Transaction Costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maxmin expected utility with non-unique prior / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolios for logarithmic utility. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A complete explicit solution to the log-optimal portfolio problem. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The numéraire portfolio in semimartingale financial models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale and Duality Methods for Utility Maximization in an Incomplete Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Contingent claim valuation in a market with different interest rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Investments for Robust Utility Functionals in Complete Market Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1142/s0219024913500350 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2075160594 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 11:37, 30 July 2024

scientific article
Language Label Description Also known as
English
A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH LOGARITHMIC PREFERENCES
scientific article

    Statements

    A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH LOGARITHMIC PREFERENCES (English)
    0 references
    0 references
    0 references
    15 November 2013
    0 references
    0 references
    consumption-portfolio optimization
    0 references
    logarithmic preferences
    0 references
    separation
    0 references
    myopic decision making
    0 references
    0 references