Utility maximization, risk aversion, and stochastic dominance (Q1938972): Difference between revisions

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+On the Existence of Minimax Martingale Measures
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+Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
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+Increases in risk aversion and the distribution of portfolio payoffs
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+Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
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+Q4778955
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+Optimal portfolios for exponential Lévy processes.
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+Utility maximization in models with conditionally independent increments
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+Risk Aversion with Random Initial Wealth
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Sensitivity analysis of utility-based prices and risk-tolerance wealth processes
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+Risk Aversion in the Small and in the Large
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+A super-martingale property of the optimal portfolio process
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+In which financial markets do mutual fund theorems hold true?
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+The Existence of Probability Measures with Given Marginals
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