Necessary and sufficient conditions in the problem of optimal investment in incomplete markets (Q1429115): Difference between revisions

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+Conjugate convex functions in optimal stochastic control
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+A variational problem arising in financial economics
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+A general version of the fundamental theorem of asset pricing
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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+Convex Analysis
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+Optimal investment in incomplete markets when wealth may become negative.
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