Pages that link to "Item:Q2910904"
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The following pages link to Multivariate utility maximization with proportional transaction costs and random endowment (Q2910904):
Displaying 9 items.
- Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization (Q829338) (← links)
- Utility maximization on the real line under proportional transaction costs (Q1424695) (← links)
- A set optimization approach to utility maximization under transaction costs (Q1693856) (← links)
- Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
- A note on utility-based pricing in models with transaction costs (Q2351403) (← links)
- Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
- Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
- Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
