No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836): Difference between revisions

@@ Property / cites work @@
+Q5386174
@@ Property / cites work: Q5386174 / rank @@
+Normal rank
@@ Property / cites work @@
+Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function
+Normal rank
@@ Property / cites work @@
+Q3415147
@@ Property / cites work: Q3415147 / rank @@
+Normal rank
@@ Property / cites work @@
+ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS
+Normal rank
@@ Property / cites work @@
+Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models
+Normal rank
@@ Property / cites work @@
+Non-concave utility maximisation on the positive real axis in discrete time
+Normal rank
@@ Property / cites work @@
+OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES
+Normal rank
@@ Property / cites work @@
+Convex analysis and measurable multifunctions
@@ Property / cites work: Convex analysis and measurable multifunctions / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalent martingale measures and no-arbitrage in stochastic securities market models
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
+Normal rank
@@ Property / cites work @@
+Local martingales and the fundamental asset pricing theorems in the discrete-time case
+Normal rank
@@ Property / cites work @@
+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
@@ Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank @@
+Normal rank
@@ Property / cites work @@
+Prospect Theory: An Analysis of Decision under Risk
+Normal rank
@@ Property / cites work @@
+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
+Normal rank
@@ Property / cites work @@
+UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME
+Normal rank
@@ Property / cites work @@
+On utility maximization in discrete-time financial market models
+Normal rank
@@ Property / cites work @@
+Q5493566
@@ Property / cites work: Q5493566 / rank @@
+Normal rank
@@ Property / cites work @@
+Variational Analysis
@@ Property / cites work: Variational Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalent martingale measures and no-arbitrage
@@ Property / cites work: Equivalent martingale measures and no-arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+On the extension of von Neumann-Aumann's theorem
@@ Property / cites work: On the extension of von Neumann-Aumann's theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio optimization under transaction costs in the CRR model
+Normal rank
@@ Property / cites work @@
+FTAP in finite discrete time with transaction costs by utility maximization
+Normal rank