Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Q2800369): Difference between revisions

@@ Property / cites work @@
+Partial equilibria with convex capital requirements: existence, uniqueness and stability
+Normal rank
@@ Property / cites work @@
+Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming
+Normal rank
@@ Property / cites work @@
+Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
+Normal rank
@@ Property / cites work @@
+Arbitrage and Existence of Equilibrium in Infinite Asset Markets
+Normal rank
@@ Property / cites work @@
+Asset market equilibrium in infinite dimensional complete markets
+Normal rank
@@ Property / cites work @@
+Dual characterization of properties of risk measures on Orlicz hearts
+Normal rank
@@ Property / cites work @@
+RISK MEASURES ON ORLICZ HEARTS
@@ Property / cites work: RISK MEASURES ON ORLICZ HEARTS / rank @@
+Normal rank
@@ Property / cites work @@
+Recursiveness of indifference prices and translation-invariant preferences
+Normal rank
@@ Property / cites work @@
+COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME
+Normal rank
@@ Property / cites work @@
+Erratum: Coherent and convex risk measures for unbounded càdlàg processes
+Normal rank
@@ Property / cites work @@
+Conditional Analysis on $$\mathbb {R}^d$$
@@ Property / cites work: Conditional Analysis on $$\mathbb {R}^d$$ / rank @@
+Normal rank
@@ Property / cites work @@
+Q5539511
@@ Property / cites work: Q5539511 / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalent martingale measures and no-arbitrage in stochastic securities market models
+Normal rank
@@ Property / cites work @@
+General equilibrium in asset markets with or without short-selling
+Normal rank
@@ Property / cites work @@
+On the different notions of arbitrage and existence of equilibrium
+Normal rank
@@ Property / cites work @@
+OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES
+Normal rank
@@ Property / cites work @@
+The variance-optimal martingale measure for continuous processes
+Normal rank
@@ Property / cites work @@
+Stochastic equilibria with incomplete financial markets
+Normal rank
@@ Property / cites work @@
+EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
@@ Property / cites work: EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Q3974816
@@ Property / cites work: Q3974816 / rank @@
+Normal rank
@@ Property / cites work @@
+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
+Normal rank
@@ Property / cites work @@
+An introduction to general equilibrium with incomplete asset markets
+Normal rank
@@ Property / cites work @@
+On the optimality of equilibrium when the market structure is incomplete
+Normal rank
@@ Property / cites work @@
+Q3613975
@@ Property / cites work: Q3613975 / rank @@
+Normal rank
@@ Property / cites work @@
+Rational asset pricing bubbles and portfolio constraints
+Normal rank
@@ Property / cites work @@
+PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
+Normal rank
@@ Property / cites work @@
+Q4389633
@@ Property / cites work: Q4389633 / rank @@
+Normal rank
@@ Property / cites work @@
+WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY
+Normal rank
@@ Property / cites work @@
+Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
+Normal rank
@@ Property / cites work @@
+Variance-Optimal Hedging in Discrete Time
@@ Property / cites work: Variance-Optimal Hedging in Discrete Time / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation pricing and the variance-optimal martingale measure
+Normal rank
@@ Property / cites work @@
+Arbitrage and the Existence of Competitive Equilibrium
+Normal rank
@@ Property / cites work @@
+Farkas' lemma in random locally convex modules and Minkowski-Weyl type results in \(L^0(\mathcal F,R^n)\)
+Normal rank