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Quantifying the value of initial investment information
Amendinger, Jürgen, (2000)
Optimal Martingale measures and their applications in mathematical finance
Rheinländer, Thorsten, (1999)
Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes, (2001)
A note on the existence of the power investor's optimizer
Larsen, Kasper, (2011)
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper, (2008)
Satisfying convex risk limits by trading
Larsen, Kasper, (2005)