Pages that link to "Item:Q1128528"
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The following pages link to Optimal consumption choices for a `large' investor (Q1128528):
Displaying 14 items.
- Quadratic hedging in an incomplete market derived by an influential informed investor (Q5411912) (← links)
- DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS (Q5422630) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER (Q5472780) (← links)
- UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET (Q5472782) (← links)
- FINANCIAL MARKET MODEL WITH INFLUENTIAL INFORMED INVESTORS (Q5704728) (← links)
- Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) (← links)
- A market model with medium/long-term effects due to an insider (Q5746774) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Nonlinear taxation, tax-arbitrage and equilibrium asset prices (Q5939301) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
- Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients (Q6562462) (← links)
- Nash equilibria for relative investors with (non)linear price impact (Q6594799) (← links)