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Feasible portfolios under tracking error, β, α and utility constraints
Daly, Michael, (2018)
No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain, (2018)
Consumption and asset prices with recursive preferences : continous-time approximations to discrete-time models
Fisher, Mark, (1999)
An integrated axiomatic approach to the existence of ordinal and cardinal utility functions
Jarrow, Robert A., (1987)
Beliefs and arbitrage pricing
Pricing interest rate options
Jarrow, Robert A., (1995)