Search results
From MaRDI portal
- Publication Date of Publication Type Multivariate utility maximization with proportional transaction costs 2014-12-17 Paper Geometry of polar wedges in...10 bytes (18 words) - 02:55, 12 December 2023
- forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem 2019-08-08 Paper On Regularity of Primal and Dual Dynamic...10 bytes (16 words) - 12:59, 11 December 2023
- generalized variations of the fractional Brownian sheet 2016-05-12 Paper UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH 2016-01-08 Paper A note on the...10 bytes (16 words) - 14:21, 10 December 2023
- evolution and aggregate-taking behavior in a football league: utility maximization, profit maximization, and success 2020-05-27 Paper Learning (not) to evade taxes...10 bytes (18 words) - 17:51, 13 December 2023
- Paper An Information Analysis of Iterative Algorithms for Network Utility Maximization and Strategic Games 2019-08-14 Paper Impact of quantized inter-agent...10 bytes (17 words) - 03:04, 13 December 2023
- of Publication Type A simple and general axiomatization of average utility maximization for infinite streams 2024-03-27 Paper The correct formula of 1979...10 bytes (18 words) - 12:38, 9 December 2023
- data 1994-02-07 Paper A test of generalized expected utility theory 1993-08-31 Paper Total Utility, Overlapping Generations and Optimal Population 1983-01-01...10 bytes (18 words) - 16:52, 11 December 2023
- football championships. 2003-06-09 Paper Discrete choice and stochastic utility maximization 2003-01-01 Paper Combining Panel Data Sets with Attrition and Refreshment...10 bytes (17 words) - 16:45, 7 December 2023
- in a financial market with Gaussian drift 2021-03-03 Paper Dynamic utility maximization with bounded shortfall risks 2018-07-26 Paper https://portal.mardi4nfdi...10 bytes (16 words) - 19:40, 9 December 2023
- their state dependent returns: A one-way log utility representation 2009-01-22 Paper Utility maximization under capital growth constraints 2000-01-01 Paper...10 bytes (16 words) - 13:34, 13 December 2023
- growth objectives 2008-11-06 Paper Growth and utility maximization. 2003-01-21 Paper Utility maximization under capital growth constraints 2000-01-01 Paper...10 bytes (16 words) - 06:48, 13 December 2023
- function 2018-08-16 Paper Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models 2016-04-15 Paper Stochastic Sensitivity Study for...10 bytes (16 words) - 01:55, 12 December 2023
- options 2006-11-17 Paper Dual formulation of the utility maximization problem: the case of nonsmooth utility. 2004-09-15 Paper...10 bytes (17 words) - 02:44, 13 December 2023
- with portfolio and intertemporal wealth constraints 2017-11-16 Paper Utility Maximization in a Regime Switching Model with Convex Portfolio Constraints and...10 bytes (18 words) - 22:43, 12 December 2023
- mardi4nfdi.de/entity/Q3526970 2008-09-25 Paper A unified framework for utility maximization problems: An Orlicz space approach 2008-07-01 Paper The supermartingale...10 bytes (16 words) - 15:12, 7 December 2023
- Chain 2008-08-21 Paper A control approach to robust utility maximization with logarithmic utility and time-consistent penalties 2007-07-27 Paper Optimal...10 bytes (18 words) - 00:09, 12 December 2023
- information in the Moral Hazard setting 2023-04-06 Paper Expected utility maximization problem under state constraints and model uncertainty 2019-12-11...10 bytes (16 words) - 00:58, 11 December 2023
- Paper An Information Analysis of Iterative Algorithms for Network Utility Maximization and Strategic Games 2019-08-14 Paper Impact of quantized inter-agent...10 bytes (18 words) - 01:20, 9 December 2023
- Paper Dual formulation of the utility maximization problem: the case of nonsmooth utility. 2004-09-15 Paper Utility maximization on the real line under proportional...10 bytes (16 words) - 01:53, 10 December 2023
- composite hypotheses 2015-09-29 Paper Some Functional Analytic Tools for Utility Maximization 2015-09-16 Paper https://portal.mardi4nfdi.de/entity/Q2943523 2015-09-03...10 bytes (19 words) - 16:16, 9 December 2023
