Pages that link to "Item:Q1313172"
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The following pages link to Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172):
Displaying 9 items.
- Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360) (← links)
- Implementing Arrow-Debreu equilibria by trading infinitely-lived securities (Q1762757) (← links)
- Incomplete security markets with infinitely many states: An introduction (Q1817339) (← links)
- Duality for optimal consumption under no unbounded profit with bounded risk (Q2094575) (← links)
- OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS (Q4372020) (← links)
- CONSUMPTION AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT‐SALE CONSTRAINTS IN THE FINITE‐DIMENSIONAL CASE: SOME REMARKS (Q4372025) (← links)
- On hedging in finite security markets (Q4541574) (← links)
- Optimal consumption of multiple goods in incomplete markets (Q4555291) (← links)
- Optimal investment and consumption in the binomial no-arbitrage asset-pricing model (Q4991325) (← links)
