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inequalities 2013-09-05 Paper Utility maximization, risk aversion, and stochastic dominance 2013-02-26 Paper Power utility maximization in exponential Lévy models:...

to the utility maximization problem 2010-09-15 Paper Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem...

2011-05-05 Paper Asymptotic utility-based pricing and hedging for exponential utility 2011-03-29 Paper Utility maximization in models with conditionally...

primal optimizer in nonsmooth utility maximization 2014-12-17 Paper The Stability of the Constrained Utility Maximization Problem: A BSDE Approach 2014-01-23...

semimartingales 2013-01-25 Paper Exponential utility maximization under partial information 2011-11-27 Paper Power utility maximization under partial information: some...

de/entity/Q3562484 2010-05-21 Paper Utility maximization under a shortfall risk constraint 2008-11-13 Paper Robust utility maximization with limited downside risk...

2018-09-04 Paper On the dual problem of utility maximization in incomplete markets 2016-03-03 Paper A note on utility maximization with transaction costs and random...

in robust utility maximization 2013-02-26 Paper Robust utility maximization with unbounded random endowment 2011-05-18 Paper A note on utility maximization...

Wages 2022-08-22 Paper Convex duality and Orlicz spaces in expected utility maximization 2020-05-14 Paper Duality and optimality conditions in stochastic...

Type Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting 2015-06-22 Paper Power utility maximization...

Expected log-utility maximization under incomplete information and with Cox-process observations 2015-02-04 Paper Expected power-utility maximization under incomplete...

of Publication Type Dual problem of robust utility maximization 2022-12-07 Paper Robust utility maximization in terms of supermartingale measures 2022-09-14...

Date of Publication Type Utility maximization in an illiquid market in continuous time 2016-11-29 Paper Utility maximization in an illiquid market 2014-04-17...

for nonconcave utility maximization in connectionless communication networks 2019-12-19 Paper Non-Concave Network Utility Maximization in Connectionless...

with weakly separable indirect utility 2012-06-20 Paper A revealed preference test for weakly separable utility maximization with incomplete adjustment 1994-04-12...

Publication Type Some Functional Analytic Tools for Utility Maximization 2015-09-16 Paper Utility maximization problem in the case of unbounded endowment 2014-11-10...

Publication Date of Publication Type Multi-path utility maximization and multi-path TCP design 2015-12-18 Paper mReno: a practical multipath congestion...

Publication Date of Publication Type The Stability of the Constrained Utility Maximization Problem: A BSDE Approach 2014-01-23 Paper 44th seminar on probability...

Publication Date of Publication Type Testing for weak separability and utility maximization with incomplete adjustment 2023-07-06 Paper A nonparametric test...

Publication Date of Publication Type Utility Maximization in Multivariate Volterra Models 2023-03-31 Paper Utility maximization in multivariate Volterra models...