On utility maximization without passing by the dual problem (Q5086453): Difference between revisions

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+Hedging of contingent claims and maximum price
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+Admissible Strategies in Semimartingale Portfolio Selection
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+Utility maximization in incomplete markets for unbounded processes
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+A unified framework for utility maximization problems: An Orlicz space approach
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+INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES
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+Dual formulation of the utility maximization problem: the case of nonsmooth utility.
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+A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets
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+Utility maximization in incomplete markets with random endowment
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+Super-replication and utility maximization in large financial markets
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+The mathematics of arbitrage
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+Efficient hedging: cost versus shortfall risk
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+Optimal investment with transaction costs and without semimartingales
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+On the existence of shadow prices for optimal investment with random endowment
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+On utility maximization under convex portfolio constraints
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+OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT
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+OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING
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+Minimizing shortfall risk and applications to finance and insurance problems
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+Q4000065
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+ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL
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+Maximizing expected utility in the arbitrage pricing model
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+Optimal investment in incomplete markets when wealth may become negative.
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+Q4682148
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