Pages that link to "Item:Q2707156"
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The following pages link to A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements (Q2707156):
Displaying 3 items.
- Mean-variance portfolio selection with margin requirements (Q355783) (← links)
- Illiquidity, position limits, and optimal investment for mutual funds (Q634528) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
