Pages that link to "Item:Q1872433"

The following pages link to Dual formulation of the utility maximization problem under transaction costs (Q1872433):

Displaying 31 items.

• Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
• Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
• On the existence of shadow prices (Q377456) (← links)
• Multivariate utility maximization with proportional transaction costs (Q483930) (← links)
• Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization (Q483931) (← links)
• Existence of shadow prices in finite probability spaces (Q532533) (← links)
• Equilibrium in a production economy (Q538478) (← links)
• Efficient frontier of utility and CVaR (Q836867) (← links)
• Constrained nonsmooth utility maximization without quadratic inf convolution (Q1016629) (← links)
• On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets (Q1687373) (← links)
• Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
• Dual formulation of the utility maximization problem: the case of nonsmooth utility. (Q1879886) (← links)
• Extended weak convergence and utility maximisation with proportional transaction costs (Q2211348) (← links)
• Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
• FTAP in finite discrete time with transaction costs by utility maximization (Q2255008) (← links)
• Portfolio optimization under convex incentive schemes (Q2255013) (← links)
• Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
• Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
• A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
• Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns (Q2496494) (← links)
• A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\). (Q2574595) (← links)
• BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
• Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
• On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
• Utility-Deviation-Risk Portfolio Selection (Q5270329) (← links)
• SHADOW PRICES FOR CONTINUOUS PROCESSES (Q5283399) (← links)
• DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS (Q5422630) (← links)
• Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
• Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
• Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
• Optimal multivariate financial decision making (Q6107002) (← links)