Pages that link to "Item:Q3100752"
From MaRDI portal
The following pages link to RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS (Q3100752):
Displaying 6 items.
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- On the game interpretation of a shadow price process in utility maximization problems under transaction costs (Q377457) (← links)
- A note on the existence of the power investor's optimizer (Q483705) (← links)
- Utility maximization in incomplete markets (Q2572389) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS (Q4691245) (← links)