Utility maximization problem in the case of unbounded endowment (Q469080): Difference between revisions

@@ Property / cites work @@
+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
+Normal rank
@@ Property / cites work @@
+Utility maximization in incomplete markets with random endowment
+Normal rank
@@ Property / cites work @@
+Optimal investment in incomplete markets when wealth may become negative.
+Normal rank
@@ Property / cites work @@
+OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING
+Normal rank
@@ Property / cites work @@
+INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES
@@ Property / cites work: INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment with random endowments in incomplete markets.
+Normal rank
@@ Property / cites work @@
+Finitely Additive Measures
@@ Property / cites work: Finitely Additive Measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q3663911
@@ Property / cites work: Q3663911 / rank @@
+Normal rank
@@ Property / cites work @@
+Extension of Fenchel's duality theorem for convex functions
+Normal rank
@@ Property / cites work @@
+Integrals which are convex functionals. II
@@ Property / cites work: Integrals which are convex functionals. II / rank @@
+Normal rank