Pages that link to "Item:Q2627954"
From MaRDI portal
The following pages link to Maximizing expected utility in the arbitrage pricing model (Q2627954):
Displaying 10 items.
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Risk-neutral pricing for arbitrage pricing theory (Q779871) (← links)
- The arbitrage pricing theorem with non-expected utility preferences (Q1893213) (← links)
- On optimal strategies for utility maximizers in the arbitrage pricing model (Q2836218) (← links)
- (Q3076261) (← links)
- Maximum-loss, minimum-win and the Esscher pricing principle (Q3165702) (← links)
- From small markets to big markets (Q4989142) (← links)
- On utility maximization without passing by the dual problem (Q5086453) (← links)
- Large Financial Markets, Discounting, and No Asymptotic Arbitrage (Q5120709) (← links)
- On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)