Pages that link to "Item:Q2496494"
From MaRDI portal
The following pages link to Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns (Q2496494):
Displaying 5 items.
- Multivariate utility maximization with proportional transaction costs (Q483930) (← links)
- No-arbitrage in discrete-time markets with proportional transaction costs and general information structure (Q854277) (← links)
- Constrained nonsmooth utility maximization without quadratic inf convolution (Q1016629) (← links)
- NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
