A market utility approach to investment valuation

DOI10.1016/0377-2217(94)90098-1zbMath0800.90058OpenAlexW2040487813MaRDI QIDQ1330573

Eero Kasanen, Lenos Trigeorgis

Publication date: 18 August 1994

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(94)90098-1

Mathematics Subject Classification ID

Related Items (1)

VALUATION OF COMPOUND OPTION WHEN THE UNDERLYING ASSET IS NON-TRADABLE

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• Asset Prices in an Exchange Economy
• Risk Aversion in the Small and in the Large
• Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions

This page was built for publication: A market utility approach to investment valuation