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Hedging in incomplete markets with HARA utility
Duffie, Darrell, (1997)
Optimal investment with undiversifiable income risk
Duffie, Darrell, (1993)
Strategic asset allocation
Brennan, Michael J., (1997)
Evaluation of the Asian option by the dual martingale measure
Shirakawa, Hiroshi, (1999)
Squared bessel process and their applications to the square root interest rate model
Shirakawa, Hiroshi, (2002)
EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
Konno, Hiroshi, (1995)