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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:...10 bytes (19 words) - 14:27, 11 December 2023
- to the utility maximization problem 2010-09-15 Paper Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem...10 bytes (18 words) - 14:15, 11 December 2023
- 2011-05-05 Paper Asymptotic utility-based pricing and hedging for exponential utility 2011-03-29 Paper Utility maximization in models with conditionally...10 bytes (16 words) - 16:44, 11 December 2023
- primal optimizer in nonsmooth utility maximization 2014-12-17 Paper The Stability of the Constrained Utility Maximization Problem: A BSDE Approach 2014-01-23...10 bytes (16 words) - 16:01, 6 October 2023
- 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...10 bytes (16 words) - 15:13, 6 October 2023
- semimartingales 2013-01-25 Paper Exponential utility maximization under partial information 2011-11-27 Paper Power utility maximization under partial information: some...10 bytes (16 words) - 11:52, 7 October 2023
- in robust utility maximization 2013-02-26 Paper Robust utility maximization with unbounded random endowment 2011-05-18 Paper A note on utility maximization...10 bytes (16 words) - 06:06, 25 September 2023
- Wages 2022-08-22 Paper Convex duality and Orlicz spaces in expected utility maximization 2020-05-14 Paper Duality and optimality conditions in stochastic...10 bytes (16 words) - 15:15, 6 October 2023
- Type Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting 2015-06-22 Paper Power utility maximization...10 bytes (16 words) - 13:45, 7 October 2023
- Expected log-utility maximization under incomplete information and with Cox-process observations 2015-02-04 Paper Expected power-utility maximization under incomplete...10 bytes (16 words) - 22:04, 24 September 2023
- of Publication Type Dual problem of robust utility maximization 2022-12-07 Paper Robust utility maximization in terms of supermartingale measures 2022-09-14...10 bytes (18 words) - 01:44, 25 September 2023
- 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...10 bytes (16 words) - 02:32, 25 September 2023
- with weakly separable indirect utility 2012-06-20 Paper A revealed preference test for weakly separable utility maximization with incomplete adjustment 1994-04-12...10 bytes (18 words) - 13:04, 6 October 2023
- 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...10 bytes (18 words) - 10:05, 7 October 2023
- Publication Date of Publication Type Utility maximization problem with transaction costs: optimal dual processes and stability 2021-10-08 Paper On the...10 bytes (16 words) - 04:10, 25 September 2023
- Publication Date of Publication Type The Stability of the Constrained Utility Maximization Problem: A BSDE Approach 2014-01-23 Paper 44th seminar on probability...10 bytes (16 words) - 16:01, 6 October 2023
- Publication Date of Publication Type Testing for weak separability and utility maximization with incomplete adjustment 2023-07-06 Paper A nonparametric test...10 bytes (18 words) - 10:24, 6 October 2023
- technology 2018-10-05 Paper Solving the consumer's utility-maximization problem with CES and Cobb-Douglas utility function via mathematical inequalities 2017-04-20...10 bytes (16 words) - 11:59, 7 October 2023
- for constrained utility maximisation 2022-07-07 Paper Obituary 2022-07-06 Paper Dynamic convex duality in constrained utility maximization 2022-07-05 Paper...10 bytes (17 words) - 14:45, 6 October 2023
- choice and stochastic utility maximization 2003-01-01 Paper On the compatibility of nested logit models with utility maximization. A comment 1995-03-01...10 bytes (18 words) - 02:46, 7 October 2023
