Pages that link to "Item:Q5742502"
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The following pages link to Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502):
Displaying 6 items.
- Multivariate utility maximization with proportional transaction costs and random endowment (Q2910904) (← links)
- Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)
- Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← links)
- Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
- Trading Constraints in Continuous-Time Kyle Models (Q6100505) (← links)
- Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)