Stability of utility-maximization in incomplete markets (Q2464860): Difference between revisions

@@ Property / cites work @@
+Martingale laws, densities and decomposition of Föllmer-Schweizer
+Normal rank
@@ Property / cites work @@
+Q4279441
@@ Property / cites work: Q4279441 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+The existence of absolutely continuous local martingale measures
+Normal rank
@@ Property / cites work @@
+A Simple Counterexample to Several Problems in the Theory of Asset Pricing
+Normal rank
@@ Property / cites work @@
+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+When Does Convergence of Asset Price Processes Imply Convergence of Option Prices?
+Normal rank
@@ Property / cites work @@
+Convergence of utility functions and convergence of optimal strategies
+Normal rank
@@ Property / cites work @@
+Q4856610
@@ Property / cites work: Q4856610 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
+Normal rank
@@ Property / cites work @@
+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
+Normal rank
@@ Property / cites work @@
+Optimal consumption from investment and random endowment in incomplete semimartingale markets.
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
+Normal rank
@@ Property / cites work @@
+Weak convergence of financial markets.
@@ Property / cites work: Weak convergence of financial markets. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5638112
@@ Property / cites work: Q5638112 / rank @@
+Normal rank
@@ Property / cites work @@
+The relaxed investor and parameter uncertainty
@@ Property / cites work: The relaxed investor and parameter uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+On the minimal martingale measure and the möllmer-schweizer decomposition
+Normal rank
@@ Property / cites work @@
+A note on robustness in Merton's model of intertemporal consumption and portfolio choice
+Normal rank