Pages that link to "Item:Q558678"

The following pages link to On utility maximization in discrete-time financial market models (Q558678):

Displaying 34 items.

• Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664) (← links)
• Convex duality in optimal investment under illiquidity (Q484140) (← links)
• Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
• Risk-averse asymptotics for reservation prices (Q635966) (← links)
• Risk-neutral pricing for arbitrage pricing theory (Q779871) (← links)
• Convergence of utility indifference prices to the superreplication price (Q857825) (← links)
• How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
• Construction of discrete time shadow price (Q901244) (← links)
• Convergence of utility indifference prices to the superreplication price: the whole real line case (Q996718) (← links)
• No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
• Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
• Stochastic programs without duality gaps (Q1925782) (← links)
• Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← links)
• Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
• Continuity of utility maximization under weak convergence (Q2024121) (← links)
• No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
• FTAP in finite discrete time with transaction costs by utility maximization (Q2255008) (← links)
• The financial value of knowing the distribution of stock prices in discrete market models (Q2278607) (← links)
• Market viability and martingale measures under partial information (Q2340293) (← links)
• Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns (Q2496494) (← links)
• Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
• UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME (Q2799995) (← links)
• Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368) (← links)
• Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
• Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
• Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
• ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS (Q5175225) (← links)
• OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
• Convergence of optimal expected utility for a sequence of binomial models (Q6054382) (← links)
• Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
• Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)
• On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
• Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance (Q6109914) (← links)
• Service center location problems with decision dependent utilities and a pandemic case study (Q6150220) (← links)