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- sums of random variables with regularly varying tails 2018-06-12 Paper Erratum to: ``Utility maximization in incomplete markets with random endowment 2017-07-21...10 bytes (18 words) - 21:33, 8 December 2023
- stochastic clock and an unbounded random endowment 2005-04-29 Paper Optimal consumption from investment and random endowment in incomplete semimartingale markets...10 bytes (16 words) - 09:02, 25 September 2023
- Paper On the existence of shadow prices for optimal investment with random endowment 2018-09-04 Paper Causal Transport in Discrete Time and Applications...10 bytes (17 words) - 18:18, 9 December 2023
- maximization with unbounded random endowment 2011-05-18 Paper A note on utility maximization with unbounded random endowment 2011-03-30 Paper ROBUST EXPONENTIAL...10 bytes (16 words) - 06:06, 25 September 2023
- financial markets 2009-03-27 Paper OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING 2009-03-06 Paper On Utility-Based Superreplication...10 bytes (18 words) - 02:55, 12 December 2023
- Publication Date of Publication Type Robust optimization of consumption with random endowment 2008-11-25 Paper...10 bytes (16 words) - 03:17, 28 December 2023
- Paper On the existence of shadow prices for optimal investment with random endowment 2018-09-04 Paper On the dual problem of utility maximization in incomplete...10 bytes (16 words) - 04:10, 25 September 2023
- Multivariate Utility Maximization with Proportional Transaction Costs and Random Endowment 2012-09-12 Paper...10 bytes (16 words) - 07:41, 7 October 2023
- Paper On the existence of shadow prices for optimal investment with random endowment 2018-09-04 Paper Shadow prices, fractional Brownian motion, and portfolio...10 bytes (16 words) - 17:04, 24 September 2023
- 2018-04-13 Paper OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT 2017-03-13 Paper Necessary and sufficient conditions in the problem...10 bytes (16 words) - 13:09, 7 October 2023
- Publication Date of Publication Type Optimal investment with random endowments and transaction costs: duality theory and shadow prices 2019-06-18 Paper...10 bytes (16 words) - 23:57, 24 September 2023
- Finite lifetimes and growth 1993-04-01 Paper Sunspot-like effects of random endowments 1992-06-28 Paper Existence and optimality of currency equilibrium in...10 bytes (18 words) - 08:58, 9 December 2023
- 2011-08-01 Paper On Maximizing CRRA Utility in Regime Switching Markets with Random Endowment 2010-10-20 Paper A stochastic differential reinsurance game 2010-07-20...10 bytes (16 words) - 02:59, 7 October 2023
- ``Utility maximization in incomplete markets with random endowment 2017-07-21 Paper Markets with random lifetimes and private values: mean reversion and...10 bytes (17 words) - 20:00, 24 September 2023
- 2011-08-01 Paper On Maximizing CRRA Utility in Regime Switching Markets with Random Endowment 2010-10-20 Paper Dynamic interaction models of economic equilibrium...10 bytes (18 words) - 14:45, 7 December 2023
- Paper Erratum to: ``Utility maximization in incomplete markets with random endowment 2017-07-21 Paper SHADOW PRICES FOR CONTINUOUS PROCESSES 2017-07-21...10 bytes (17 words) - 21:33, 8 December 2023
- Paper Additive habit formation: consumption in incomplete markets with random endowments 2013-02-19 Paper Growth gap versus smoothness for diffeomorphisms of...10 bytes (16 words) - 09:29, 7 October 2023
- Multivariate Utility Maximization with Proportional Transaction Costs and Random Endowment 2012-09-12 Paper Dynamic Markov bridges motivated by models of insider...10 bytes (17 words) - 07:41, 7 October 2023
- mardi4nfdi.de/entity/Q4680643 2005-06-07 Paper Optimal investment with random endowments in incomplete markets. 2004-09-15 Paper Necessary and sufficient conditions...10 bytes (18 words) - 22:30, 10 December 2023
- 2011-05-31 Paper STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS 2011-03-25 Paper Numéraire-invariant preferences...10 bytes (16 words) - 10:40, 6 October 2023
