Pages that link to "Item:Q4345911"
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The following pages link to Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case<sup>1</sup> (Q4345911):
Displayed 16 items.
- A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
- Hedging exotic derivatives through stochastic optimization (Q1274222) (← links)
- Managing a value-preserving portfolio over time (Q1278210) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
- Duality and liquidity constraints under uncertainty (Q1350480) (← links)
- Value preserving portfolio strategies in continuous-time models (Q1360868) (← links)
- Optimal portfolios for logarithmic utility. (Q1877521) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
- Stability of utility-maximization in incomplete markets (Q2464860) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- A Note On Utility Maximization Under Partial Observations<sup>1</sup> (Q4345910) (← links)
- On the Existence of Minimax Martingale Measures (Q4548067) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)