Optimality and state pricing in constrained financial markets with recursive utility under continuous and discontinuous information
Mark Schroder; Costis Skiadas
| Year of publication: |
2008
|
|---|---|
| Authors: | Schroder, Mark D. ; Skiadas, Costis |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 18.2008, 2, p. 199-238
|
| Subject: | Portfolio-Management | Portfolio selection | Nutzen | Utility | Informationsökonomik | Economics of information | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003683215