scientific article; zbMATH DE number 4156152
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Publication:3484594
zbMATH Open0704.90015MaRDI QIDQ3484594FDOQ3484594
Authors: Ioannis Karatzas, John P. Lehoczky, Ganlin Xu 
Publication date: 1990
Title of this publication is not available (Why is that?)
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- UTILITY MAXIMIZATION IN A LARGE MARKET
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- On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets
- Remarks on optimal strategies to utility maximizations in continuous time incomplete markets
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- Stability of utility-maximization in incomplete markets
- An Approximate Solution for Optimal Portfolio in Incomplete Markets
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- Wealth-path dependent utility maximization in incomplete markets
- Explicit solutions of some utility maximization problems in incomplete markets
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