scientific article
From MaRDI portal
Publication:2782366
zbMath1002.91033MaRDI QIDQ2782366
Publication date: 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Financial applications of other theories (91G80) Auctions, bargaining, bidding and selling, and other market models (91B26) Portfolio theory (91G10)
Related Items (14)
Utility based optimal hedging in incomplete markets. ⋮ Robust contracting in general contract spaces ⋮ On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging ⋮ Some conditions for the equivalence between risk aversion, prudence and temperance ⋮ Optimal investment and consumption when allowing terminal debt ⋮ A complete explicit solution to the log-optimal portfolio problem. ⋮ Modeling non-monotone risk aversion using SAHARA utility functions ⋮ Optimal consumption from investment and random endowment in incomplete semimartingale markets. ⋮ Entropic Conditions and Hedging ⋮ Utility maximization in incomplete markets ⋮ A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\). ⋮ Unnamed Item ⋮ Vigilant measures of risk and the demand for contingent claims ⋮ Bounds for the utility-indifference prices of non-traded assets in incomplete markets
This page was built for publication: