Pages that link to "Item:Q1403171"
From MaRDI portal
The following pages link to Price systems constructed by optimal dynamic portfolios. (Q1403171):
Displaying 12 items.
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Conditional Davis pricing (Q784731) (← links)
- Bonus systems in an open portfolio. (Q1413272) (← links)
- On the law of one price (Q1776018) (← links)
- On value preserving and growth optimal portfolios (Q1809496) (← links)
- On an aggregate state-price deflator in a multi-period market model (Q2231617) (← links)
- Market viability and martingale measures under partial information (Q2340293) (← links)
- Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
- Pricing via utility maximization and entropy. (Q2707148) (← links)
- On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (Q5430576) (← links)
- DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (Q5739191) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)