Pages that link to "Item:Q2999819"
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The following pages link to Admissible Strategies in Semimartingale Portfolio Selection (Q2999819):
Displaying 11 items.
- On the existence of shadow prices (Q377456) (← links)
- On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
- Admissible investment strategies in continuous trading (Q1111524) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- On admissible strategies in robust utility maximization (Q1938976) (← links)
- Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
- Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765) (← links)
- Simplified stochastic calculus with applications in economics and finance (Q2030297) (← links)
- A dual representation of gain–loss hedging for European claims in discrete time (Q2903127) (← links)
- Some Functional Analytic Tools for Utility Maximization (Q2946096) (← links)
- On utility maximization without passing by the dual problem (Q5086453) (← links)