Pages that link to "Item:Q1300362"
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The following pages link to Portfolio dominance and optimality in infinite security markets (Q1300362):
Displaying 15 items.
- Riesz estimators (Q278266) (← links)
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
- Equilibrium analysis in financial markets with countably many securities (Q707386) (← links)
- Computational methods in lattice-subspaces of \(C[a,b]\) with applications in portfolio insurance (Q929435) (← links)
- A characterization of inefficiency in stochastic overlapping generations economies (Q960269) (← links)
- Equilibria in incomplete assets economies with infinite dimensional spot markets (Q1003117) (← links)
- Minimum-cost portfolio insurance (Q1583151) (← links)
- Arbitrage, duality and asset equilibria (Q1590381) (← links)
- Linear and nonlinear price decentralization (Q1772666) (← links)
- An equilibrium existence result with short selling (Q1850144) (← links)
- General equilibrium analysis in ordered topological vector spaces (Q1877821) (← links)
- Computational methods in portfolio insurance (Q2381283) (← links)
- Minimal lattice-subspaces (Q4257579) (← links)
- Linear Optimization in C (Ω) and Portfolio Insurance (Q4430671) (← links)
- Finite elements in ordered Banach spaces with positive bases (Q6197146) (← links)