A market utility approach to investment valuation

DOI10.1016/0377-2217(94)90098-1MaRDI QIDQ1330573zbMATH OpenOpenAlexFDO

Authors Eero Kasanen, Lenos Trigeorgis

Publication date 18 August 1994

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(94)90098-1

Mathematics Subject Classification ID

Cites work

• Asset Prices in an Exchange Economy
• scientific article; zbMATH DE number 41105 (Why is no real title available?)
• scientific article; zbMATH DE number 3288322 (Why is no real title available?)
• Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
• Risk Aversion in the Small and in the Large
• Social choice and individual values
• The pricing of options and corporate liabilities
• Theory of games and economic behavior.

Cited in

(1)

• Valuation of compound option when the underlying asset is non-tradable

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